All pages with keywords: financialisation

Comovement and the financialization of commodities

Comovement and the financialization of commodities

a working paper by Luca Taschini, Matteo Bonato 11 November, 2016

We investigate how the correlations amongst commodity futures have changed since the early 2000s. Using data from 1998 to 2011, we examine differences in the dependence structure of index and … read more »