Commodity Price Correlation is a statistical measure that quantifies the degree to which the price movements of two or more commodities are linearly related over a specified period, distinguishing it from other risk metrics by focusing specifically on the co-movement behavior of commodity prices in response to common market factors.
230
Publications
16.7K
Citations
497
Authors
345
Institutions
Publications per year
2017–2026
98
Parents
Publications
230
Facts and Fantasies about Commodity Futures
Gary B. Gorton, K. Geert Rouwenhorst · Financial Analysts Journal · 2006 · 1.4K citations
Index Investment and the Financialization of Commodities
Ke Tang, Wei Xiong · Financial Analysts Journal · 2012 · 1.3K citations
1–5 of 230
Authors
497
- AK
5
h-index
- KG
4
h-index
- MA
4
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- XL
4
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- GB
4
h-index
1–5 of 497
Institutions
345
National Bureau of Economic Research
Cambridge, United States
7 h-index
7 publications
3.2K citations
Tongji University
Shanghai, China
5 h-index
9 publications
611 citations
Central South University
Changsha, China
5 h-index
19 publications
494 citations
Jinan University
Guangzhou, China
5 h-index
11 publications
840 citations
University of Pretoria
Pretoria, South Africa
5 h-index
5 publications
298 citations
Tsinghua University
Beijing, China
4 h-index
4 publications
197 citations
Princeton University
Princeton, United States
4 h-index
4 publications
734 citations
University of Economics Ho Chi Minh City
Ho Chi Minh City, Vietnam
4 h-index
5 publications
684 citations
1–8 of 345
Venues
- Resources Policy
25 publications · 1.5K citations
20
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- Physica A Statistical Mechanics and its Applications
21 publications · 1.4K citations
19
h-index
- SSRN Electronic Journal
Repository · 18 publications · 810 citations
15
h-index
- Energy Economics
12 publications · 1.2K citations
12
h-index
- RePEc: Research Papers in Economics
Repository · 5 publications · 110 citations
5
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1–5