Performance ranking (dis)similarities in commodity markets

Zhang, H. orcid.org/0000-0002-8727-4906, Auer, B.R. and Vortelinos, D.I. (2018) Performance ranking (dis)similarities in commodity markets. Global Finance Journal, 35. pp. 115-137. ISSN 1044-0283

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Copyright, Publisher and Additional Information: © 2017 Elsevier. This is an author produced version of a paper subsequently published in Global Finance Journal. Uploaded in accordance with the publisher's self-archiving policy. Article available under the terms of the CC-BY-NC-ND licence (https://creativecommons.org/licenses/by-nc-nd/4.0/).
Keywords: Performance ranking; Commodity investments; Data frequency; Market phase dependency
Dates:
  • Accepted: 11 September 2017
  • Published (online): 14 September 2017
  • Published: February 2018
Institution: The University of Sheffield
Academic Units: The University of Sheffield > Faculty of Social Sciences (Sheffield) > Sheffield University Management School
Depositing User: Symplectic Sheffield
Date Deposited: 22 Mar 2019 11:45
Last Modified: 22 Mar 2019 11:45
Status: Published
Publisher: Elsevier
Refereed: Yes
Identification Number: https://doi.org/10.1016/j.gfj.2017.09.001

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