Co-movement of energy commodities revisited : evidence from wavelet coherence analysis
Year of publication: |
2012
|
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Authors: | Vacha, Lukas ; Barunik, Jozef |
Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 34.2012, 1, p. 241-247
|
Subject: | Correlation | Co-movement | Wavelet analysis | Wavelet coherence | Korrelation | Zustandsraummodell | State space model |
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