The relationship between commodity prices and world trade uncertainty

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dc.authorid0000-0002-8533-3554
dc.authorid0000-0002-9897-9792
dc.contributor.authorKarabulut, Gokhan
dc.contributor.authorBilgin, Mehmet Hüseyin
dc.contributor.authorDoker, Asli Cansin
dc.date.accessioned2025-05-10T19:49:09Z
dc.date.issued2020
dc.departmentİstanbul Medeniyet Üniversitesi
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. (c) 2020 Economic Society of Australia, Queensland. Published by Elsevier B.V. All rights reserved.
dc.identifier.doi10.1016/j.eap.2020.05.001
dc.identifier.endpage281
dc.identifier.issn0313-5926
dc.identifier.scopus2-s2.0-85084239964
dc.identifier.scopusqualityQ1
dc.identifier.startpage276
dc.identifier.urihttps://doi.org/10.1016/j.eap.2020.05.001
dc.identifier.urihttps://hdl.handle.net/20.500.14730/11941
dc.identifier.volume66
dc.identifier.wosWOS:000567189000022
dc.identifier.wosqualityQ1
dc.indekslendigikaynakWeb of Science
dc.indekslendigikaynakScopus
dc.language.isoen
dc.publisherElsevier
dc.relation.ispartofEconomic Analysis and Policy
dc.relation.publicationcategoryMakale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanı
dc.rightsinfo:eu-repo/semantics/closedAccess
dc.snmzKA_WOS_20250302
dc.subjectCommodity price
dc.subjectWorld trade uncertainty
dc.subjectWavelet analysis
dc.subjectThe USA economy
dc.titleThe relationship between commodity prices and world trade uncertainty
dc.typeArticle

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