Forecasting Commodity Market Synchronization with Commodity Currencies: A Network-Based Approach.

Magner NS, Hardy N, Lavin J, Ferreira T

Open source

DOI: 10.3390/e25040562
Published: 2023 Mar 25
Container: Entropy (Basel, Switzerland)
Publisher: Not recorded
Open access: yes

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Cite this work

BibTeX

@article{allodium:10.3390/e25040562,
  title = {Forecasting Commodity Market Synchronization with Commodity Currencies: A Network-Based Approach.},
  author = {Magner NS and Hardy N and Lavin J and Ferreira T},
  year = {2023},
  journal = {Entropy (Basel, Switzerland)},
  doi = {10.3390/e25040562},
  url = {https://doi.org/10.3390/e25040562}
}

RIS

TY  - JOUR
TI  - Forecasting Commodity Market Synchronization with Commodity Currencies: A Network-Based Approach.
AU  - Magner NS
AU  - Hardy N
AU  - Lavin J
AU  - Ferreira T
PY  - 2023
JO  - Entropy (Basel, Switzerland)
DO  - 10.3390/e25040562
UR  - https://doi.org/10.3390/e25040562
ER  -

APA

NS, M., N, H., J, L., & T, F. (2023). Forecasting Commodity Market Synchronization with Commodity Currencies: A Network-Based Approach.. Entropy (Basel, Switzerland). https://doi.org/10.3390/e25040562

Source records

pubmed · retrieved 2026-11-10T06:50:27.486Z
europe-pmc · retrieved 2026-11-10T06:50:27.496Z
doaj · retrieved 2026-11-10T06:50:27.509Z