FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W2898892114> ?p ?o ?g. }

• W2898892114 endingPage "494" @default.
• W2898892114 startingPage "470" @default.
• W2898892114 abstract "Abstract We analyze the time-frequency co-movement of and lead–lag relationship between price indices of oil and 21 agricultural commodities and attempt to identify the leader and follower among the considered price indices for the 1980M1–2017M5 period. The empirical analysis is conducted using four wavelet tools: wavelet coherency, phase-difference, multiple correlation and multiple cross-correlation. The first two tools are used to identify the time-frequency co-movement of and lead–lag relationship between price indices of oil and 21 agricultural commodities, and the third and fourth tools are used to identify the leader and follower among all series of price indices across different scales. Our results on wavelet coherency show a high degree of co-movement at a long-run horizon for the entire period between the price indices of oil and coal, cotton, fishmeal, maize, rice, rubber and wheat. Furthermore, the connection between these commodity markets and the oil market strengthened after 2000, indicating the importance of financial crisis phenomena and geopolitical turbulence. Additional findings show that short-run investors should invest in the beef and swine (pork) markets, as they have very little correlation with the oil markets. The results of multiple correlation and multiple cross-correlation analysis show that the coffee price was leader or follower across all time scales, except wavelet scale 16, where barely was a leader or a follower." @default.
• W2898892114 created "2018-11-09" @default.
• W2898892114 creator A5005726960 @default.
• W2898892114 creator A5047078908 @default.
• W2898892114 creator A5062136150 @default.
• W2898892114 creator A5067646973 @default.
• W2898892114 date "2018-10-01" @default.
• W2898892114 modified "2023-09-24" @default.
• W2898892114 title "Analyzing the time-frequency lead–lag relationship between oil and agricultural commodities" @default.
• W2898892114 cites W1897469185 @default.
• W2898892114 cites W1974280456 @default.
• W2898892114 cites W1987727699 @default.
• W2898892114 cites W1990475559 @default.
• W2898892114 cites W1993257542 @default.
• W2898892114 cites W2003317089 @default.
• W2898892114 cites W2004173611 @default.
• W2898892114 cites W2013036030 @default.
• W2898892114 cites W2015857797 @default.
• W2898892114 cites W2024678400 @default.
• W2898892114 cites W2026576569 @default.
• W2898892114 cites W2032191703 @default.
• W2898892114 cites W2048163607 @default.
• W2898892114 cites W2052136160 @default.
• W2898892114 cites W2056317096 @default.
• W2898892114 cites W2056580445 @default.
• W2898892114 cites W2056724145 @default.
• W2898892114 cites W2092340563 @default.
• W2898892114 cites W2109901567 @default.
• W2898892114 cites W2118160287 @default.
• W2898892114 cites W2120281739 @default.
• W2898892114 cites W2124459709 @default.
• W2898892114 cites W2156184739 @default.
• W2898892114 cites W2164603013 @default.
• W2898892114 cites W2168188868 @default.
• W2898892114 cites W2261663051 @default.
• W2898892114 cites W2337869946 @default.
• W2898892114 cites W2346523875 @default.
• W2898892114 cites W2461608966 @default.
• W2898892114 cites W2564328920 @default.
• W2898892114 cites W2569142933 @default.
• W2898892114 cites W2663960413 @default.
• W2898892114 cites W2727948313 @default.
• W2898892114 cites W2766627600 @default.
• W2898892114 cites W2768642440 @default.
• W2898892114 cites W2774821142 @default.
• W2898892114 cites W2801952438 @default.
• W2898892114 cites W2803706895 @default.
• W2898892114 cites W3123368290 @default.
• W2898892114 cites W3123909318 @default.
• W2898892114 doi "https://doi.org/10.1016/j.eneco.2018.10.037" @default.
• W2898892114 hasPublicationYear "2018" @default.
• W2898892114 type Work @default.
• W2898892114 sameAs 2898892114 @default.
• W2898892114 citedByCount "38" @default.
• W2898892114 countsByYear W28988921142019 @default.
• W2898892114 countsByYear W28988921142020 @default.
• W2898892114 countsByYear W28988921142021 @default.
• W2898892114 countsByYear W28988921142022 @default.
• W2898892114 countsByYear W28988921142023 @default.
• W2898892114 crossrefType "journal-article" @default.
• W2898892114 hasAuthorship W2898892114A5005726960 @default.
• W2898892114 hasAuthorship W2898892114A5047078908 @default.
• W2898892114 hasAuthorship W2898892114A5062136150 @default.
• W2898892114 hasAuthorship W2898892114A5067646973 @default.
• W2898892114 hasConcept C114793014 @default.
• W2898892114 hasConcept C118518473 @default.
• W2898892114 hasConcept C127313418 @default.
• W2898892114 hasConcept C149782125 @default.
• W2898892114 hasConcept C162324750 @default.
• W2898892114 hasConcept C166957645 @default.
• W2898892114 hasConcept C175605778 @default.
• W2898892114 hasConcept C205649164 @default.
• W2898892114 hasConcept C2777093003 @default.
• W2898892114 hasConcept C2987767877 @default.
• W2898892114 hasConcept C31258907 @default.
• W2898892114 hasConcept C39432304 @default.
• W2898892114 hasConcept C41008148 @default.
• W2898892114 hasConcept C48824518 @default.
• W2898892114 hasConcept C75778745 @default.
• W2898892114 hasConceptScore W2898892114C114793014 @default.
• W2898892114 hasConceptScore W2898892114C118518473 @default.
• W2898892114 hasConceptScore W2898892114C127313418 @default.
• W2898892114 hasConceptScore W2898892114C149782125 @default.
• W2898892114 hasConceptScore W2898892114C162324750 @default.
• W2898892114 hasConceptScore W2898892114C166957645 @default.
• W2898892114 hasConceptScore W2898892114C175605778 @default.
• W2898892114 hasConceptScore W2898892114C205649164 @default.
• W2898892114 hasConceptScore W2898892114C2777093003 @default.
• W2898892114 hasConceptScore W2898892114C2987767877 @default.
• W2898892114 hasConceptScore W2898892114C31258907 @default.
• W2898892114 hasConceptScore W2898892114C39432304 @default.
• W2898892114 hasConceptScore W2898892114C41008148 @default.
• W2898892114 hasConceptScore W2898892114C48824518 @default.
• W2898892114 hasConceptScore W2898892114C75778745 @default.
• W2898892114 hasLocation W28988921141 @default.
• W2898892114 hasLocation W28988921142 @default.
• W2898892114 hasLocation W28988921143 @default.
• W2898892114 hasOpenAccess W2898892114 @default.

• next