The three co’s to jointly model commodity markets: co-production, co-consumption and co-trading
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DOI: 10.1007/s00181-023-02471-1
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More about this item
Keywords
Commodities; Metal markets; Co-movement; Microeconomic factors; Global vector autoregressive model;All these keywords.
JEL classification:
- Q02 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - General - - - Commodity Market
- Q31 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Nonrenewable Resources and Conservation - - - Demand and Supply; Prices
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
Statistics
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