@article{LUBBERS201628,
title = {Commodities' common factor: An empirical assessment of the markets' drivers},
author = {Johannes Lübbers and Peter N Posch},
url = {http://www.sciencedirect.com/science/article/pii/S2405851316300381},
doi = {10.1016/j.jcomm.2016.10.002},
issn = {2405-8513},
year = {2016},
date = {2016-01-01},
journal = {Journal of Commodity Markets},
volume = {4},
number = {1},
pages = {28 - 40},
keywords = {Co-movement, Commodity-specific common factor, Generalized dynamic factor models},
pubstate = {published},
tppubtype = {article}
}