Co-movement of commodity prices – results from dynamic time warping classification
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More about this item
KeywordsCommodity prices; time series clustering; co-movement; dynamic time warping;
- C38 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Classification Methdos; Cluster Analysis; Principal Components; Factor Analysis
- Q02 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - General - - - Commodity Market
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2014-06-14 (All new papers)
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