Seven centuries of commodity co-movement: a wavelet analysis approach
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DOI: 10.1080/13504851.2020.1869151
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... read more here.
Keywords: centuries commodity; commodity movement; seven centuries; movement wavelet ... See more keywords