On the comovement of commodity prices

American Journal of Agricultural Economics

Volumn 88, Issue 3, 2006, Pages 574-588

  Ai, Chunrong ^a,b   Chatrath, Arjun ^c   Song, Frank ^d  

^a UNIVERSITY OF FLORIDA   (United States)

^b HUAZHONG UNIVERSITY OF SCIENCE AND TECHNOLOGY   (China)

^c UNIVERSITY OF PORTLAND   (United States)

^d UNIVERSITY OF HONG KONG   (Hong Kong)

Author keywords

Commodity prices; Comovement; Herding

Indexed keywords

COMMODITY PRICE; CORRELATION; NUMERICAL MODEL; PRICE DYNAMICS;

EID: 33746185605     PISSN: 00029092     EISSN: 14678276     Source Type: Journal    
DOI: 10.1111/j.1467-8276.2006.00880.x     Document Type: Article

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