Asymmetric effect of energy price on commodity price: new evidence from NARDL and time frequency wavelet approaches

The growing literature on volatility spillover and shock transfer between energy and food prices largely ignored the nonlinearities in the volatility patterns. This study evaluates the nonlinear interaction and co-movement between world energy prices and world food prices, including their individual...

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Bibliographic Details

Main Authors:	Mohammad Ashraful Ferdous Chowdhury, Muhammad Saeed Meo, Ajim Uddin, Md. Mahmudul Haque
Format:	Article
Language:	en en
Published:	Elsevier 2021
Subjects:	HF5001-6182 Business HF5410-5417.5 Marketing. Distribution of products
Online Access:	https://eprints.ums.edu.my/id/eprint/29288/1/Asymmetric%20effect%20of%20energy%20price%20on%20commodity%20price.pdf https://eprints.ums.edu.my/id/eprint/29288/2/Asymmetric%20effect%20of%20energy%20price%20on%20commodity%20price1.pdf https://eprints.ums.edu.my/id/eprint/29288/ https://www.sciencedirect.com/science/article/pii/S0360544221011828?casa_token=SF7T-pfLEVEAAAAA:8yUrG5UdQk2-3Q6MOTAL-qygp6sJ5ePiEMuA2dCIvQb4BspDRbZ6k90rhziAULadlXS3IjC9 https://doi.org/10.1016/j.energy.2021.120934
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