Keyphrases
New Evidence
100%
Energy Prices
100%
Time-frequency
100%
Wavelet Approach
100%
Asymmetric Effects
100%
Commodity Prices
100%
Nonlinear ARDL (NARDL)
100%
Food Prices
66%
Nonlinear Interaction
16%
Fertilizer
16%
Nonlinearity
16%
Control Variables
16%
Agricultural Commodities
16%
Long-lasting Effect
16%
Dominant Frequency
16%
Monthly Data
16%
Diesel
16%
Robustness Testing
16%
Co-movement
16%
Oil Price
16%
Long-term Dynamics
16%
Volatility Shocks
16%
Negative Shocks
16%
Positive Shocks
16%
Volatility Spillover
16%
World Food Prices
16%
World Energy Prices
16%
Corn Prices
16%
Rice Price
16%
Lead-lag Relationship
16%
Coal Price
16%
Wheat Price
16%
Wavelet Coherence Analysis
16%
Volatility Pattern
16%
Asymmetric Relationship
16%
Economics, Econometrics and Finance
Energy Price
100%
Volatility
33%
Spillover Effect
16%
Nonlinearities
16%
Food Science
Food Price
100%
Maize
20%