Interdependence and lead-lag relationships between the oil price and metal markets: Fresh insights from the wavelet and quantile coherency approaches
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DOI: 10.1016/j.eneco.2021.105421
Abstract: Abstract We empirically examine the connectedness between the oil market and the major precious metals (gold, silver platinum, palladium) and the base metal copper over the available period covering December 06, 1988 to August 31,… read more here.
Keywords: quantile coherency; interdependence lead; metal markets; oil ... See more keywords