Time-frequency analysis of the comovement between wheat and equity markets
Amine Ben Amar and Mondher Bouattour and Jean-Etienne Carlotti
| Year of publication: |
2022
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|---|---|
| Authors: | Amar, Amine Ben ; Bouattour, Mondher ; Carlotti, Jean-Etienne |
| Published in: |
The journal of risk finance : JRF. - Bradford : Emerald, ISSN 2331-2947, ZDB-ID 2048922-5. - Vol. 23.2022, 4, p. 368-384
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| Subject: | Comovement | Global equity market | Integration | Wavelets | Wheat futures | Aktienmarkt | Stock market | Marktintegration | Market integration | Welt | World | Weizenmarkt | Wheat market | Korrelation | Correlation | Weizen | Wheat | Weizenanbau | Wheat production | Schätzung | Estimation | Kointegration | Cointegration |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1108/JRF-01-2022-0018 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013370581