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Modeling commodity price co-movement: building on traditional time series models and exploring applications of machine learning algorithms

Published Online: 2025-02-02

Authors

Kozian, Luca L.

Machado, Marcos R. https://orcid.org/0000-0003-1056-2368
Osterrieder, Joerg R.
Funding

Funding for this research was provided by:

HORIZON EUROPE Framework Programme (101119635)

HORIZON EUROPE Framework Programme (101138473)
License Information

Text and Data Mining valid from 2025-02-02

Version of Record valid from 2025-02-02
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Article History

Received: 11 March 2024

Accepted: 16 January 2025

First Online: 2 February 2025

Declarations

:

: The authors declare that they have no known competing financial interests or personal relationships that could have appeared to influence the work reported in this article.

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