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Applied Economics Letters Volume 29, 2022 - Issue 4
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Research Article

Seven centuries of commodity co-movement: a wavelet analysis approach

Zaghum Umara College of Business, Zayed University, Abu Dhabi, United Arab Emirates;b South Ural State University, Lenin Prospect 76, Chelyabinsk, 454080, Russian FederationORCID Iconhttps://orcid.org/0000-0002-0425-2665View further author information
ORCID Icon,
Adam Zarembac Montpellier Business School, Montpellier, France;d Poznan University of Economics and Business, Institute of Finance, Poznan, PolandCorrespondence[email protected] [email protected]
ORCID Iconhttps://orcid.org/0000-0001-5879-9431View further author information
ORCID Icon &
Dennis Olsona College of Business, Zayed University, Abu Dhabi, United Arab EmiratesORCID Iconhttps://orcid.org/0000-0001-5183-0184View further author information
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Pages 355-359 | Published online: 29 Dec 2020

Citations (16)

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Zaghum Umar, Ayesha Sayed, Mariya Gubareva & Xuan Vinh Vo. (2023) Influence of unconventional monetary policy on agricultural commodities futures: network connectedness and dynamic spillovers of returns and volatility. Applied Economics 55:22, pages 2521-2535.
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Mohammed Armah, Godfred Amewu & Ahmed Bossman. (2022) Time-frequency analysis of financial stress and global commodities prices: Insights from wavelet-based approaches. Cogent Economics & Finance 10:1.
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Dony Abdul Chalid & Rangga Handika. (2022) Comovement and contagion in commodity markets. Cogent Economics & Finance 10:1.
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Emmanuel Asafo-Adjei, Samuel Kwaku Agyei, Anokye Mohammed Adam, Ahmed Bossman & Ştefan Cristian Gherghina. (2022) On the nexus between constituents and global energy commodities: an asymmetric analysis. Applied Economics Letters 0:0, pages 1-9.
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Articles from other publishers (12)

Samuel Kwaku Agyei, Ahmed Bossman, Joseph Kofi Obeng Benchie, Oliver Asiamah & Emmanuel Yaw Arhin. (2023) Time-Frequency Analysis of COVID-19 Shocks and Energy Commodities. Complexity 2023, pages 1-16.
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Mutaju Isaack Marobhe & Jonathan Mukiza Peter Kansheba. (2023) High frequency volatility spillover between oil and non-energy commodities during crisis and tranquil periods. SN Business & Economics 3:4.
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Bikramaditya Ghosh & Dimitrios Paparas. (2023) Quantile connectedness in agri-commodity markets: What has changed over past six decades?. Heliyon 9:3, pages e13463.
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Zaghum Umar, Ahmed Bossman, Sun-Yong Choi & Xuan Vinh Vo. (2023) Are short stocks susceptible to geopolitical shocks? Time-Frequency evidence from the Russian-Ukrainian conflict. Finance Research Letters 52, pages 103388.
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Samuel Kwaku Agyei. (2023) Emerging markets equities’ response to geopolitical risk: Time-frequency evidence from the Russian-Ukrainian conflict era. Heliyon 9:2, pages e13319.
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Ahmed Bossman, Ştefan Cristian Gherghina, Emmanuel Asafo-Adjei, Anokye Mohammed Adam & Samuel Kwaku Agyei. (2022) EXPLORING THE ASYMMETRIC EFFECTS OF ECONOMIC POLICY UNCERTAINTY AND IMPLIED VOLATILITIES ON ENERGY FUTURES RETURNS: NOVEL INSIGHTS FROM QUANTILE-ON-QUANTILE REGRESSION. Journal of Business Economics and Management 23:6, pages 1351-1376.
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Ahmed Bossman & Samuel Kwaku Agyei. (2022) Interdependence structure of global commodity classes and African equity markets: A vector wavelet coherence analysis. Resources Policy 79, pages 103039.
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Dejan Živkov, Jasmina Đurašković & Marina Gajić‐Glamočlija. (2022) Multiscale downside risk interdependence between the major agricultural commodities. Agribusiness 38:4, pages 990-1011.
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Qiang Cao, Xiu-qi Yang, Hu Chen & Wenmei Yu. (2022) Exploring time-varying impact of world pandemic uncertainty on China's commodity prices using TVP-SVAR-SV model. Frontiers in Public Health 10.
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Ahmed Bossman & Samuel Kwaku Agyei. (2022) ICEEMDAN-Based Transfer Entropy between Global Commodity Classes and African Equities. Mathematical Problems in Engineering 2022, pages 1-28.
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Jia-Ji Wan, Shu-Wen Chen, Rayan S. Cloutier & Hui-Sheng Zhu. 2022. Intelligent Computing Theories and Application. Intelligent Computing Theories and Application 588 599 .
Bernardina Algieri, Arturo Leccadito & Pietro Toscano. (2021) A Time-Varying Gerber Statistic: Application of a Novel Correlation Metric to Commodity Price Co-Movements. Forecasting 3:2, pages 339-354.
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