Connections between gold, main agricultural commodities, and Turkish stock markets

This study investigates the relationship between gold prices, agricultural commodity prices (rice, flour, bean, chickpea, lentil, and sugar), and Turkish stock markets. Using the Fourier Toda-Yamamoto causality test and wavelet coherency approach, we find that gold prices significantly influence agr...

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Bibliographic Details
Main Authors: Hasan Kazak, Walid Mensi, Mehmet Akif Gunduz, Abdullah Kilicarslan, Ahmet Tayfur Akcan
Format: Article
Language:English
Published: Elsevier 2025-03-01
Series:Borsa Istanbul Review
Subjects:
Online Access:http://www.sciencedirect.com/science/article/pii/S2214845025000080
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