Co-movement of energy commodities revisited : evidence from wavelet coherence analysis
Lukas Vacha; Jozef Barunik
| Year of publication: |
2012
|
|---|---|
| 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 | Zustandsraummodell | State space model | Korrelation | Zeitreihenanalyse | Time series analysis |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009618864