Time-frequency contained co-movement of crude oil and world food prices : a wavelet-based analysis
Debdatta Pal, Subrata K. Mitra
| Year of publication: |
February 2017
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|---|---|
| Authors: | Pal, Debdatta ; Mitra, Subrata Kumar |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 62.2017, p. 230-239
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| Subject: | Co-movement | Food price | Crude oil price | Time series | Wavelet | Ölpreis | Oil price | Lebensmittelpreis | Welt | World | Zeitreihenanalyse | Time series analysis | Kointegration | Cointegration | Schätzung | Estimation | Zustandsraummodell | State space model | Volatilität | Volatility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2016.12.020 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011748104