Identifying the comovement of price between China's and international crude oil futures : a time-frequency perspective
Year of publication: |
2020
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Authors: | Huang, Xiaohong ; Huang, Shupei |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 72.2020, p. 1-13
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Subject: | Comovement | Complex network | Crude oil futures prices | Wavelet | Ölpreis | Oil price | Rohstoffderivat | Commodity derivative | China | Erdöl | Petroleum | Welt | World | Korrelation | Correlation | Schätzung | Estimation | Zustandsraummodell | State space model |
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