Global vs sectoral factors and the impact of the financialization in commodity price changes (Q2661827)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Global vs sectoral factors and the impact of the financialization in commodity price changes |
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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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