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The relationship between commodity prices and world trade uncertainty

ArticleAçık Erişim

Özet

This paper investigates the relationship between commodity prices and world trade uncertainty for the period of 1996Q1–2019Q3. World Trade Uncertainty Index (WTU), developed by Ahir et. al. (2018), and Commodity Price Index for the United States of America (USA) have been used in the analyses. For analyzing this relationship Continuous Wavelet Transform (CWT), Wavelet Coherency (WTC), and Wavelet Power Spectrum (WPS) techniques have been applied in the paper. Results indicate that there are strong noises for WTU between 2009–2010 and 2015–2016; for CPI between 2008–2009 and 2015–2016 and between 2008–2009 and 2017–2018 with a positively correlated and significant causal prediction. © 2020 Economic Society of Australia, Queensland

Anahtar Kelimeler

Commodity priceThe USA economyWavelet analysisWorld trade uncertainty
RDL Kalıcı Bağlantı (PID)
https://rdlopen.rawdatalibrary.net/r/ebyu/13693Resmi atıflarda kullanılan kalıcı adres
DOI
https://doi.org/10.1016/j.eap.2020.05.001Yayıncı resmi DOI adresi
Tam Kayıt
AlanDeğerDil
dc.contributor.authorKarabulut, Gokhan
dc.contributor.authorBilgin, Mehmet Huseyin
dc.contributor.authorDoker, Asli Cansin
dc.date.accessioned2026-10-18T20:28:31.361942243Z
dc.date.available2026-10-18T20:28:31.361942243Z
dc.date.issued2020
dc.description.abstractThis paper investigates the relationship between commodity prices and world trade uncertainty for the period of 1996Q1–2019Q3. World Trade Uncertainty Index (WTU), developed by Ahir et. al. (2018), and Commodity Price Index for the United States of America (USA) have been used in the analyses. For analyzing this relationship Continuous Wavelet Transform (CWT), Wavelet Coherency (WTC), and Wavelet Power Spectrum (WPS) techniques have been applied in the paper. Results indicate that there are strong noises for WTU between 2009–2010 and 2015–2016; for CPI between 2008–2009 and 2015–2016 and between 2008–2009 and 2017–2018 with a positively correlated and significant causal prediction. © 2020 Economic Society of Australia, Queensland
dc.identifier.doi10.1016/j.eap.2020.05.001
dc.identifier.eissn2204-2296
dc.identifier.endpage281
dc.identifier.issn0313-5926
dc.identifier.scopus2-s2.0-85084239964
dc.identifier.startpage276
dc.identifier.urihttps://rdlopen.rawdatalibrary.net/r/ebyu/13693
dc.identifier.volume66
dc.identifier.wosWOS:000567189000022
dc.language.isoen
dc.publisherElsevier B.V.
dc.relation.ispartofEconomic Analysis and Policy
dc.rightsinfo:eu-repo/semantics/openAccess
dc.subjectCommodity price
dc.subjectThe USA economy
dc.subjectWavelet analysis
dc.subjectWorld trade uncertainty
dc.titleThe relationship between commodity prices and world trade uncertainty
dc.typeArticle
dspace.entity.typePublication
rdl.citation.scopus36
rdl.citation.wos33
rdl.source.indexSCOPUS
rdl.source.indexWOS
rdl.wos.indexSocial Science Citation Index (SSCI)