Correlations in commodity markets

Physica A: Statistical Mechanics and its Applications

Volumn 388, Issue 8, 2009, Pages 1621-1630

  Sieczka, Paweł ^a   Hołyst, Janusz A ^a  

^a WARSAW UNIVERSITY OF TECHNOLOGY   (Poland)

Author keywords

Commodity markets; Correlations; Econophysics

Indexed keywords

COMMERCE;

CLUSTERIZATION; CORRELATION MATRIX; CORRELATIONS; DYNAMICAL PROPERTIES; ECONOPHYSICSS; FUTURE CONTRACT; MINIMAL SPANNING TREE;

FINANCIAL MARKETS;

EID: 59449096179     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physa.2009.01.004     Document Type: Article

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