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文章基本信息

  • 标题:Testing of Co Movement in Commodities Markets
  • 本地全文:下载
  • 作者:R.Sugirtha ; M.Babu ; S.Srinivasan
  • 期刊名称:Academy of Strategic Management Journal
  • 印刷版ISSN:1544-1458
  • 出版年度:2021
  • 卷号:20
  • 期号:3
  • 页码:1-7
  • 语种:English
  • 出版社:The DreamCatchers Group, LLC
  • 摘要:The paper proposes to analyse the price movement of metal commodities such as aluminium, copper and zinc, during the study period from January 2015 to January 2020. ADF, GARCH Model, Correlation and Granger Causality Test were used, to identify the bidirectional relationship between Aluminium and Zinc. The study found that copper reported a unidirectional relationship with Aluminium and Zinc, during the study period. In short, the price of one metal commodity is based on the other metal commodity.
  • 关键词:Commodities;Metal;Aluminium;Copper;Zinc
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