# Commodity Spillover Report

Rolling window size (months): 36
Correlation threshold for network edges: 0.6

Number of rolling windows analyzed: 760
Average absolute correlation across all windows: 0.196
Average network density across all windows: 0.045

Top high-correlation windows:

| Window End | Avg |Corr| | Density | Num Edges |
| --- | --- | --- | --- |
| 2011-06-01 | 0.378 | 0.193 | 58 |
| 2011-07-01 | 0.378 | 0.197 | 59 |
| 2011-05-01 | 0.374 | 0.200 | 60 |

Static correlation regime summary:

| Period | Mean |Corr| |
| --- | --- |
| Full Sample | 0.111 |
| Pre-2000 | NaN |
| 2000-2008 | 0.210 |
| 2009-2019 | 0.135 |
| 2020 onwards | 0.174 |