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Journal Article The Excess Co-Movement of Commodity Prices Get access Robert S. Pindyck, Robert S. Pindyck Massachusetts Institute of Technology Search for other works by this author on: Oxford Academic Google Scholar Julio J. Rotemberg Julio J. Rotemberg Massachusetts Institute of Technology Search for other works by this author on: Oxford Academic Google Scholar The Economic Journal, Volume 100, Issue 403, 1 December 1990, Pages 1173–1189, https://doi.org/10.2307/2233966 Published: 01 December 1990
Pindyck et al. (Sat,) studied this question.