Figure 1. Monthly returns on a set of non-energy commodity sectors (period from 31 January 1960 to 30 April 2014)

From

Dependence between Non-Energy Commodity Sectors Using Time-Varying Extreme Value Copula Methods

Zayneb Attaf, Ahmed Ghorbel, Younes Boujelbène

International Journal of Econometrics and Financial Management. 2015, 3(2), 64-75 doi:10.12691/ijefm-3-2-3