What matters for global food price volatility?
L Wang, W Duan, D Qu, S Wang - Empirical Economics, 2018 - Springer
Applying ensemble empirical mode decomposition (EEMD) to the study of global food price
volatility, this article decomposes an original food price series into a set of intrinsic mode …
volatility, this article decomposes an original food price series into a set of intrinsic mode …
What matters for global food price volatility?
L Wang, W Duan, D Qu, S Wang - Empirical Economics, 2018 - ideas.repec.org
Applying ensemble empirical mode decomposition (EEMD) to the study of global food price
volatility, this article decomposes an original food price series into a set of intrinsic mode …
volatility, this article decomposes an original food price series into a set of intrinsic mode …
What matters for global food price volatility?
L Wang, W Duan, D Qu, S Wang - Empirical Economics, 2018 - search.ebscohost.com
Applying ensemble empirical mode decomposition (EEMD) to the study of global food price
volatility, this article decomposes an original food price series into a set of intrinsic mode …
volatility, this article decomposes an original food price series into a set of intrinsic mode …
What matters for global food price volatility?
L Wang, W Duan, D Qu, S Wang - Empirical Economics, 2018 - search.proquest.com
Applying ensemble empirical mode decomposition (EEMD) to the study of global food price
volatility, this article decomposes an original food price series into a set of intrinsic mode …
volatility, this article decomposes an original food price series into a set of intrinsic mode …
What matters for global food price volatility?
L Wang, W Duan, D Qu, S Wang - Empirical Economics, 2018 - econpapers.repec.org
Applying ensemble empirical mode decomposition (EEMD) to the study of global food price
volatility, this article decomposes an original food price series into a set of intrinsic mode …
volatility, this article decomposes an original food price series into a set of intrinsic mode …