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. 2022 Sep 6;79:102985. doi: 10.1016/j.resourpol.2022.102985

Table 6.

Summary parameters of time-varying weights for each portfolio (segment A: January 04, 2010, to November 30, 2019).

S&P500/GOLD S&P 500/Wheat S&P500/WTI S&P500/Beverages S&P500/Brent OIL
S&P500 GOLD S&P500 Wheat S&P500 WTI S&P500 Beverages S&P500 Brent OIL
Mean 0.61862 0.3813 0.94615 0.0538 0.98094 0.0190 0.78 0.22 0.99 0.01
Maximum 1 0.9588 1 0.9136 1 0.4235 1 0.3257 1 0.22
Minimum 0.04118 0 0.086352 0 0.57649 0 0.68 0 0.78 0

Note: This table shows summary statistics of time-varying weights calculated using Eq. (13).