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In general, we observed heterogeneity in comovement structures of the agricultural commodities market at different time\u2010frequency scales which are profound at high frequencies from the bivariate wavelet coherence. The partial wavelet coherence analysis shows that global economic policy uncertainty is a driver of agricultural commodity market connectedness. This implies that extreme changes in economic policy uncertainty have the tendency to influence commodity price comovement. This poses risk to the stability of the agricultural commodities market, which requires the policymaker\u2019s intervention to protect against the spillover risk contagion effect in uncertain times.<\/jats:p>","DOI":"10.1155\/2021\/8848424","type":"journal-article","created":{"date-parts":[[2021,6,9]],"date-time":"2021-06-09T19:06:03Z","timestamp":1623265563000},"update-policy":"https:\/\/doi.org\/10.1002\/crossmark_policy","source":"Crossref","is-referenced-by-count":46,"title":["Can Global Economic Policy Uncertainty Drive the Interdependence of Agricultural Commodity Prices? 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