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Commodity Correlation Risk
Joseph P. Byrne
, Ryuta Sakemoto
Economics
Research output
:
Working paper
20
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Dive into the research topics of 'Commodity Correlation Risk'. Together they form a unique fingerprint.
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Mathematics
Correlation
100%
Strong Impact
14%
Measures
14%
Stochastic Volatility
14%
Risk Measure
14%
Parameters
14%
Constant
14%
Computer Science
Correlation
100%
Parameter Uncertainty
14%
Relationships
14%
Economics, Econometrics and Finance
Return
71%
Volatility
14%
Financialization
14%
Price
14%