Exploring the resilience of crude oil market via nonlinear dynamics and wavelet-based analysis : an international experience
Year of publication: |
2017
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Authors: | Fianu, Emmanuel Senyo |
Published in: |
International journal of decision sciences, risk and management. - Genève : Inderscience, ISSN 1753-7169, ZDB-ID 2512276-9. - Vol. 7.2017, 4, p. 255-280
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Subject: | crude oil prices | delay vector variance | DVV | nonlinearity | surrogates | wavelet analysis | resilience | risk management | Ölpreis | Oil price | Welt | World | Risikomanagement | Risk management | Zustandsraummodell | State space model | Ölmarkt | Oil market | Volatilität | Volatility | Nichtlineare Regression | Nonlinear regression |
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