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Commodity Price Co-movement: Heterogeneity and the Time Varying Impact of Fundamentals. (2017). Xu, Bing ; Sakemoto, Ryuta ; Byrne, Joseph.
In: MPRA Paper.
RePEc:pra:mprapa:80791.

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  1. Unveiling the factors of oil versus non-oil sources in affecting the global commodity prices: A combination of threshold and asymmetric modeling approach. (2019). Sek, Siok Kun.
    In: Energy.
    RePEc:eee:energy:v:176:y:2019:i:c:p:272-280.

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