Time frequency and co-movements between global economic policy uncertainty, precious metals and agricultural prices : a wavelet coherence analysis and bootstrap rolling window granger causality
Riadh El Abed, Abderrazek Ben Hamouda
| Year of publication: |
2024
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|---|---|
| Authors: | El Abed, Riadh ; Hamouda, Abderrazek Ben |
| Published in: |
International Journal of Energy Economics and Policy : IJEEP. - Mersin : EconJournals, ISSN 2146-4553, ZDB-ID 2632577-9. - Vol. 14.2024, 2, p. 546-561
|
| Subject: | Agricultural Prices | Bootstrap Rolling Window | Global Economic Policy Uncertainty | Oil | Precious Metals | Wavelet Coherence | Kausalanalyse | Causality analysis | Welt | World | Bootstrap-Verfahren | Bootstrap approach | Agrarpreis | Agricultural price | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.32479/ijeep.15259 [DOI] hdl:11159/653406 [Handle] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014496867