Work

Clustering commodity markets in space and time: Clarifying returns, volatility, and trading regimes through unsupervised machine learning

Year: 2021

Type: article

Source: Resources Policy

DOI: 10.1016/j.resourpol.2021.102162

Authors: James Ming Chen, Mobeen Ur Rehman, Xuan Vinh Vo

Institutions: Michigan State University, South Ural State University, University of Economics Ho Chi Minh City, Viện Nghiên cứu kinh doanh

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W3167415510

FWCI: 2.48

Cites: 178

Cited by: 19

Related to: 10