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Volumn 2, Issue 3-4, 2013, Pages 233-239

The synchronized and long-lasting structural change on commodity markets: Evidence from high frequency data

Author keywords

Commodity; Cross Market Linkages; Financialization; High frequency; Structural change

Indexed keywords


EID: 84908019167     PISSN: 21585571     EISSN: 21576203     Source Type: Journal    
DOI: 10.3233/AF-13028     Document Type: Article
Times cited : (19)

References (16)
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  • 9
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    • Domanski, D.1    Heath, A.2
  • 10
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    • Dynamic conditional correlation
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    • Engel, R.1
  • 11
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    • Quantification of the high level of endogeneity and of structural regime shifts in commodity markets
    • Filimonov, V., Bicchetti, D., Maystre, N., Sornette, D., 2013. Quantification of the high level of endogeneity and of structural regime shifts in commodity markets. J. Int. Money Financ. Forthcoming, http://dx.doi.org/10.1016/j.jimonfin.2013.08.010.
    • (2013) J. Int. Money Financ. Forthcoming
    • Filimonov, V.1    Bicchetti, D.2    Maystre, N.3    Sornette, D.4
  • 12
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    • Facts and fantasies about commodity futures
    • Gorton, G., Rouwenhorst, K.G., 2006. Facts and fantasies about commodity futures. Financ. Anal. J. 62(2), 47-68.
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    • Gorton, G.1    Rouwenhorst, K.G.2
  • 13
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    • Financialization and structural change in commodity futures markets
    • Irwin, S.H., Sanders, D.R., 2012. Financialization and structural change in commodity futures markets. J. Agr. Appl. Econ. 44(3), 371-396.
    • (2012) J. Agr. Appl. Econ , vol.44 , Issue.3 , pp. 371-396
    • Irwin, S.H.1    Sanders, D.R.2
  • 14
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    • Index investment and financialization of commodities
    • Tang, K., Xiong, W., 2012. Index investment and financialization of commodities. Financ. Anal. J. 68(6), 54-74.
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    • Tang, K.1    Xiong, W.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.