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Seven centuries of commodity co-movement: a wavelet analysis approach

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We examine interdependencies between agricultural, industrial, and energy commodity price indices suing data sets from more than seven centuries. To this end, we apply wavelet coherence and wavelet... Click to show full abstract

We examine interdependencies between agricultural, industrial, and energy commodity price indices suing data sets from more than seven centuries. To this end, we apply wavelet coherence and wavelet...

Keywords: centuries commodity; commodity movement; seven centuries; movement wavelet; commodity

Journal Title: Applied Economics Letters
Year Published: 2020

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