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Linear and non-linear causality between price indices and commodity prices
Viviana Fernandez
Business School
Research output
:
Contribution to journal
›
Article
›
peer-review
34
Scopus citations
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Dive into the research topics of 'Linear and non-linear causality between price indices and commodity prices'. Together they form a unique fingerprint.
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Business & Economics
Nonlinear Causality
93%
Commodity Prices
65%
Price Index
65%
Commodities
36%
Oil
28%
Groundnut
20%
Nonlinear Granger Causality
19%
Oilseeds
18%
Maize
15%
Soybean
15%
Feedback Effect
15%
Wheat
15%
Rubber
14%
Wool
14%
Vegetables
14%
Beverages
14%
Coffee
14%
Minerals
13%
Granger Causality
13%
Cotton
13%
Copper
13%
Granger Causality Test
13%
Demand and Supply
12%
Raw Materials
11%
Metals
11%
Food
9%
United States of America
5%
Earth & Environmental Sciences
commodity price
98%
price
53%
commodity
41%
index
33%
oil
23%
Granger causality test
21%
groundnut
19%
beverage
15%
coffee
15%
ore mineral
15%
wool
14%
supply and demand
14%
soybean
14%
vegetable
13%
rubber
13%
cotton
13%
wheat
11%
maize
11%
rice
11%
raw material
10%
copper
9%
food
8%
metal
7%
effect
3%
Social Sciences
price index
100%
causality
68%
commodity
63%
vegetables
14%
raw materials
14%
agricultural product
13%
food
9%
demand
8%
cause
7%
evidence
5%