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Co-Movement between Commodity and Equity Markets Revisited : An Application of the Thick Pen Method

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dc.contributor.authorWadud, Sania
dc.contributor.authorGronwald, Marc
dc.contributor.authorDurand, Robert
dc.contributor.authorLee, Seungho
dc.contributor.institutionUniversity of Aberdeen.Business Schoolen
dc.contributor.institutionUniversity of Aberdeen.Financeen
dc.date.accessioned2023-02-27T13:05:01Z
dc.date.available2023-02-27T13:05:01Z
dc.date.issued2023-05
dc.descriptionThe corresponding author acknowledge financial support from the Aberdeen-Curtin Alliance: The University of Aberdeen, UK and Curtin University, Australia . The authors are grateful to Agnieszka Jach for sharing the code for Multi-thickness Thick Pen Measure of Association. The authors are thankful to the anonymous reviewer, Dirk Baur and Xiaoyi Mu for the careful reading and thoughtful comments that helped improve the clarity of the paper.en
dc.description.statusPeer revieweden
dc.format.extent16
dc.format.extent6170404
dc.identifier200937259
dc.identifier121fd38d-6378-46f7-af17-ce448481df22
dc.identifier85148072311
dc.identifier.citationWadud, S, Gronwald, M, Durand, R & Lee, S 2023, 'Co-Movement between Commodity and Equity Markets Revisited : An Application of the Thick Pen Method', International Review of Financial Analysis, vol. 87, 102568. https://doi.org/10.1016/j.irfa.2023.102568en
dc.identifier.doi10.1016/j.irfa.2023.102568
dc.identifier.issn1057-5219
dc.identifier.otherORCID: /0000-0002-0038-517X/work/166662435
dc.identifier.urihttps://hdl.handle.net/2164/20192
dc.identifier.vol87en
dc.language.isoeng
dc.relation.ispartofInternational Review of Financial Analysisen
dc.subjectco-movementen
dc.subjectfinancialisationen
dc.subjectthick pen measureen
dc.subjectcommodity marketsen
dc.subjectequity marketsen
dc.subjectH Social Sciencesen
dc.subject.lccHen
dc.titleCo-Movement between Commodity and Equity Markets Revisited : An Application of the Thick Pen Methoden
dc.typeJournal articleen

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