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A factor model for co-movements of commodity prices

Crossref DOI link: https://doi.org/10.1016/j.jimonfin.2013.08.016

Published Print: 2014-04

Update policy: https://doi.org/10.1016/elsevier_cm_policy

Authors

West, Kenneth D.

Wong, Ka-Fu
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This article is maintained by: Elsevier

Article Title: A factor model for co-movements of commodity prices

Journal Title: Journal of International Money and Finance

CrossRef DOI link to publisher maintained version: https://doi.org/10.1016/j.jimonfin.2013.08.016

Content Type: article

Copyright: Copyright © 2013 Elsevier Ltd. All rights reserved.