An inquiry into the structure and dynamics of crude oil price using the fast iterative filtering algorithm
Year of publication: |
2020
|
---|---|
Authors: | Piersanti, Giovanni ; Piersanti, Mirko ; Cicone, Antonio ; Canofari, Paolo ; Di Domizio, Marco |
Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 92.2020, p. 1-7
|
Subject: | Time series analysis | Composition | Crude oil price | Data characteristics | Empirical mode decomposition | Fast iterative filtering | Multi-scale analysis | Nonstationary signals analysis | Reconstruction | Trend-filtering | Volatility | Zeitreihenanalyse | Ölpreis | Oil price | Volatilität | Theorie | Theory | Schätzung | Estimation |
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