Interdependence and lead-lag relationships between the oil price and metal markets: Fresh insights from the wavelet and quantile coherency approaches

Rabeh Khalfaoui (), Aviral Tiwari, Akassi Kablan and Shawkat Hammoudeh
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Rabeh Khalfaoui: ICN Business School
Shawkat Hammoudeh: Bennett S. LeBow College of Business - Department of Economics and International Business - Drexel University

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Date: 2021-09
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Published in Energy Economics, 2021, 101, pp.105421. ⟨10.1016/j.eneco.2021.105421⟩

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Journal Article: Interdependence and lead-lag relationships between the oil price and metal markets: Fresh insights from the wavelet and quantile coherency approaches (2021)
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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-03797581

DOI: 10.1016/j.eneco.2021.105421

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