Does agricultural commodity price co-move with oil price in the time-frequency space? : evidence from the Republic of Korea
Xiangcai Meng
| Year of publication: |
2018
|
|---|---|
| Authors: | Meng, Xiangcai |
| Published in: |
International Journal of Energy Economics and Policy : IJEEP. - Mersin : EconJournals, ISSN 2146-4553, ZDB-ID 2632577-9. - Vol. 8.2018, 4, p. 125-133
|
| Subject: | Crude Oil | Agricultural Commodity | GARCH Model | Wavelet Power Spectrum | Squared Wavelet Coherence | Phase Difference | Ölpreis | Oil price | Südkorea | South Korea | Zustandsraummodell | State space model | ARCH-Modell | ARCH model | Volatilität | Volatility | Agrarpreis | Agricultural price | Welt | World | Rohstoffpreis | Commodity price | Ölmarkt | Oil market | Erdöl | Petroleum |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | hdl:11159/2146 [Handle] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011881423