How do correlations of crude oil prices co-move? : a grey correlation-based wavelet perspective
Xiaoliang Jia, Haizhong An, Wei Fang, Xiaoqi Sun, Xuan Huang
| Year of publication: |
May 2015
|
|---|---|
| Authors: | Jia, Xiaoliang ; An, Haizhong ; Fang, Wei ; Sun, Xiaoqi ; Huang, Xuan |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 49.2015, p. 588-598
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| Subject: | Oil prices | Dynamic correlation | Grey correlation | Wavelet | Ölpreis | Oil price | Korrelation | Correlation | Zustandsraummodell | State space model | Welt | World | Volatilität | Volatility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2015.03.008 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011537210