The local currency oil price and food price relationship for Turkey : a dynamic correlation and time-frequency dependency analysis
Hasan Murat Ertuğrul
| Year of publication: |
2021
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|---|---|
| Authors: | Ertuğrul, Hasan Murat |
| Published in: |
International journal of monetary economics and finance : IJMEF. - Genève [u.a.] : Inderscience Enterprises, ISSN 1752-0487, ZDB-ID 2471959-6. - Vol. 14.2021, 3, p. 233-248
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| Subject: | oil price | exchange rate | food price | DCC-GARCH | Toda-Yamamoto causality | wavelet coherence | dynamic analysis | Ölpreis | Oil price | Lebensmittelpreis | Food price | Wechselkurs | Exchange rate | Türkei | Turkey | Korrelation | Correlation | Volatilität | Volatility | Kausalanalyse | Causality analysis | ARCH-Modell | ARCH model | Zeitreihenanalyse | Time series analysis | Zustandsraummodell | State space model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1504/IJMEF.2021.116542 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012596111