Global vs sectoral factors and the impact of the financialization in commodity price changes (Q2661827)
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scientific article; zbMATH DE number 7331512
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| English | Global vs sectoral factors and the impact of the financialization in commodity price changes |
scientific article; zbMATH DE number 7331512 |
Statements
Global vs sectoral factors and the impact of the financialization in commodity price changes (English)
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8 April 2021
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commodity prices
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co-movement
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dynamic factor models
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global factor
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out-of-sample forecast
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sectoral factors
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0.81885064
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0.8118907
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0.8079209
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