Commodity Connectedness

August 6, 2017
By

(This article was originally published at No Hesitations, and syndicated at StatsBlogs.)


Forthcoming paper here
We study connectedness among the major commodity markets, summarizing and visualizing the results using tools from network science.

Among other things, the results reveal clear clustering of commodities into groups closely related to the traditional industry taxonomy, but with some notable differences.


Many thanks to Central Bank of Chile for encouraging and supporting the effort via its 2017 Annual Research Conference.



Please comment on the article here: No Hesitations


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