On the excess co-movement of commodity prices-A note about the role of fundamental factors in short-run dynamics

Energy Policy

Volumn 37, Issue 10, 2009, Pages 3906-3913

  Lescaroux, François ^a,b  

^a IFP ENERGIES NOUVELLES   (France)

^b GDF SUEZ   (France)

Author keywords

Co movement; Commodity prices; Oil prices

Indexed keywords

CO-MOVEMENT; COMMODITY PRICES; ECONOMIC JOURNALS; FUNDAMENTAL FACTORS; HIGH FREQUENCY; INVENTORY LEVELS; METAL PRICES; OIL PRICES; SUPPLY AND DEMAND;

COMPETITION; GAS INDUSTRY;

COSTS;

COMMODITY PRICE; DEMAND-SIDE MANAGEMENT; INVENTORY; OIL SUPPLY; PRICE DYNAMICS;

EID: 69949144170     PISSN: 03014215     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.enpol.2009.05.013     Document Type: Article

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