Seven centuries of commodity co-movement : a wavelet analysis approach
Zaghum Umar, Adam Zaremba and Dennis Olson
| 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 | Welt | World | Rohstoffderivat | Commodity derivative | Warenbörse | Commodity exchange | Energiemarkt | Energy market | Agrarpreis | Agricultural price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/13504851.2020.1869151 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012803546