Time-frequency contained co-movement of crude oil and world food prices: A wavelet-based analysis

This paper evaluates the association between crude oil prices and world food price indices, first within general space and time, and then within the combined time-frequency sphere. Monthly price data spanning from January 1990 to February 2016 were used for the analysis. The Johansen cointegration t...

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Veröffentlicht in:	Energy economics 2017-02, Vol.62, p.230-239
Hauptverfasser:	Pal, Debdatta, Mitra, Subrata K.
Format:	Artikel
Sprache:	eng
Schlagworte:	Cereals Co-movement Crude oil Crude oil price Crude oil prices Dairy products Data analysis Energy economics Food Food price Food prices Indexes Oils & fats Petroleum Price indexes Space and time Statistical analysis Studies Sugar Time series Vegetable oils Vegetables Wavelet Wavelet analysis Wavelet transforms
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