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Table 1 Descriptive statistics

From: Co-movement of commodity price indexes and energy price index: a wavelet coherence approach

Variable Energy price index Agriculture raw material index Industry input price index Metal price index
Code EPI API IPI MPI
Source IMF IMF IMF IMF
Time 1992M1-2019M12
Mean 118.128 86.927 97.386 80.230
Median 109.485 80.361 87.977 70.182
Maximum 312.413 140.146 221.183 179.729
Minimum 30.923 56.496 43.777 30.420
Std. Dev 67.951 21.519 43.940 44.440
Skewness 0.5831 0.419 0.575 0.410
Kurtosis 2.232 2.002 2.264 1.775
Jarque–Bera 27.283 23.766 26.113 30.441
Probability 0.000 0.000 0.000 0.000
  1. Energy Price Index is constructed by the Crude oil (petroleum), Natural Gas, Coal Price and Propane Indices while the Metal Price Index is constructed by the Metal Price Index (Base Metals) and Precious Metals Index. However, the Industry Input Price is constructed by the Index Agricultural Raw Materials and Base Metals Price Indices, while the Agriculture Price Index is constructed by the Food and Beverages and Agriculture Raw Materials Price Indices