Seven centuries of commodity co-movement : a wavelet analysis approach
Year of publication: |
2022
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Authors: | Umar, Zaghum ; Zaremba, Adam ; Olson, Dennis |
Published in: |
Applied economics letters. - New York, NY : Routledge, ISSN 1466-4291, ZDB-ID 1484783-8. - Vol. 29.2022, 4, p. 355-359
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Subject: | agricultural | co-movement | commodity markets | commodity prices | early commodity data | energy commodities | industrial | Wavelet analysis | Rohstoffmarkt | Commodity market | Rohstoffpreis | Commodity price | Zustandsraummodell | State space model | Rohstoffderivat | Commodity derivative | Warenbörse | Commodity exchange | Welt | World | Zeitreihenanalyse | Time series analysis |
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