Analysis of the nonlinear relationship between commodity prices in the last two decades

Quality and Quantity

Volumn 49, Issue 4, 2015, Pages 1553-1558

  Catalano, Lucas ^a   Figliola, Alejandra ^a,b  

^a INSTITUTO DE CIENCIAS   (Argentina)

^b Universidad Nacional de Río Cuarto Consejo Nacional de Investigaciones Científicas y Técnicas   (Argentina)

Author keywords

Commodities; Complex networks; Cross correlation; Econophisycs; Multifractality

Indexed keywords

EID: 84930764754     PISSN: 00335177     EISSN: 15737845     Source Type: Journal    
DOI: 10.1007/s11135-014-0067-y     Document Type: Article

References (6)

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