Financialization of commodity markets ten years later
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DOI: 10.1016/j.jcomm.2023.100313
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Cited by:
- Gaete, Michael & Herrera, Rodrigo, 2023. "Diversification benefits of commodities in portfolio allocation: A dynamic factor copula approach," Journal of Commodity Markets, Elsevier, vol. 32(C).
- Roman Kopych & Viktor Shevchuk, 2023. "Time-Varying Impact of Commodity Prices on Output Growth and Inflation in the Eastern European Countries," Commodities, MDPI, vol. 3(1), pages 1-17, December.
- Ramesh Adhikari & Kyle J. Putnam, 2024. "Financial Market Stress and Commodity Returns: A Dynamic Approach," Commodities, MDPI, vol. 3(1), pages 1-23, January.
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Keywords
Financialization; Cross-market return correlation; Pairwise return correlation; Basis; Traders composition; Commodity markets;All these keywords.
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