Adeleke, Adebowale Musefiu; Awodumi, Olabanji Benjamin - In: Journal of Applied Economics 25 (2022) 1, pp. 644-662
The study analyzes volatility connectedness of energy, agricultural raw materials and food markets for both time and frequency domains (January 1960 to August 2020). The DY and BK approaches are adopted at both commodity-group and sub-group levels. Time domain estimates indicate that the energy...
