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Cogent Economics & Finance Volume 3, 2015 - Issue 1
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Research Article

Linkages among commodity futures prices in the recent financial crisis: An application of cointegration tests with a structural break

Yoichi TsuchiyaSchool of Management, Tokyo University of Science, 500 Shimokiyoku, Kuki, Saitama346-8512, JapanCorrespondence[email protected]
ORCID Iconhttps://orcid.org/0000-0003-2485-3959View further author information
ORCID Icon |
David McMillanUniversity of Stirling, UKView further author information
(Reviewing Editor)
Article: 1012436 | Received 24 Oct 2014, Accepted 23 Jan 2015, Published online: 13 Feb 2015

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