Can Global Economic Policy Uncertainty Drive the Interdependence of Agricultural Commodity Prices? Evidence from Partial Wavelet Coherence Analysis

Can Global Economic Policy Uncertainty Drive the Interdependence of Agricultural Commodity Prices? Evidence from Partial Wavelet Coherence Analysis

This paper employed wavelet coherence and partial wavelet coherence to investigate the time-frequency effect of global economic policy uncertainty on the comovement of five agricultural commodities such as maize, oat, rice, soybean, and wheat using monthly data from January 1997 to December 2019. In...

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Bibliographic Details
Main Authors:	Siaw Frimpong, Emmanuel N. Gyamfi, Zangina Ishaq, Samuel Kwaku Agyei, Daniel Agyapong, Anokye M. Adam
Format:	Article
Language:	English
Published:	Hindawi-Wiley 2021-01-01
Series:	Complexity
Online Access:	http://dx.doi.org/10.1155/2021/8848424

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