Global supply chain pressure and commodity markets: Evidence from multiple wavelet and quantile connectedness analyses
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DOI: 10.1016/j.frl.2023.103791
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- Rabeh KHALFAOUI & Giray Gozgor & Larisa Yarovaya, 2023. "Global supply chain pressure and commodity markets: Evidence from multiple wavelet and quantile connectedness analyses," Post-Print hal-04144035, HAL.
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Cited by:
- Liang Wang & Xianyan Xiong & Ziqiu Cao, 2023. "Time-frequency volatility spillovers between Chinese renminbi onshore and offshore markets during the COVID-19 crisis," Palgrave Communications, Palgrave Macmillan, vol. 10(1), pages 1-14, December.
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Keywords
Commodity markets; Global supply chain pressure; Global real economic activity; Climate policy uncertainty; Quantile-based connectedness; Vector wavelet coherence;All these keywords.
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