Interdependence structure of global commodity classes and African equity markets: A vector wavelet coherence analysis
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DOI: 10.1016/j.resourpol.2022.103039
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More about this item
Keywords
Commodity classes; African equity markets; Interdependence; Market integration; Diversification; Vector wavelet coherence;All these keywords.
JEL classification:
- C58 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Financial Econometrics
- N27 - Economic History - - Financial Markets and Institutions - - - Africa; Oceania
- Q02 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - General - - - Commodity Market
Statistics
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