The determinants of extreme commodity prices
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Cited by:
- Karol Szafranek, 2015.
"Financialisation of the commodity markets. Conclusions from the VARX DCC GARCH,"
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- Karol Szafranek, 2015. "Financialisation of the commodity markets. Conclusions from the VARX DCC GARCH," NBP Working Papers 213, Narodowy Bank Polski.
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Keywords
; ; ;JEL classification:
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- E31 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Price Level; Inflation; Deflation
NEP fields
This paper has been announced in the following NEP Reports:- NEP-AGR-2012-10-06 (Agricultural Economics)
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