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 Price Index, Industry Input Price Index, Metal Price Index, and Energy Price Index, in the global market, using wavelet coherence, Toda-Yamamoto causality, and gradual shift...