Analysing time-frequency relationship between oil price and sectoral indices in India using wavelet techniques
Year of publication: |
2022
|
---|---|
Authors: | Mandal, Koushik ; Datta, Radhika Prosad |
Published in: |
International Journal of Energy Economics and Policy : IJEEP. - Mersin : EconJournals, ISSN 2146-4553, ZDB-ID 2632577-9. - Vol. 12.2022, 5, p. 192-201
|
Subject: | Wavelet Coherence | Multiscale decomposition | Lead Lag Relationship | Sectoral indices | Indien | India | Zustandsraummodell | State space model | Ölpreis | Oil price | Kointegration | Cointegration | Wirtschaftsindikator | Economic indicator | Dekompositionsverfahren | Decomposition method | Zeitreihenanalyse | Time series analysis |
Type of publication: | Article |
---|---|
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.32479/ijeep.13391 [DOI] hdl:11159/12616 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Jiang, Zhuhua, (2020)
-
Tzagkarakis, George, (2016)
-
Time series models for epidemics: : leading indicators, control groups and policy assessment
Harvey, Andrew C., (2020)
- More ...
-
Mandal, Koushik, (2024)
-
Has the efficiency of foreign exchange markets in India evolved over time?
Datta, Radhika Prosad, (2018)
-
Datta, Radhika Prosad, (2020)
- More ...