Kirikkaleli, Dervis; Güngör, Hasan - In: Financial innovation : FIN 7 (2021), pp. 1-18
This research sheds light on the causal link between commodity price indexes, i.e., the Agricultural Raw Materials … wavelet power spectrum and partial wavelet coherence reveal that: (1) there was significant volatility in the Agricultural Raw … Materials Price Index, Industry Input Price Index, Metal Price Index, and Energy Price Index between 2004 and 2014 at different …