Interdependence and lead-lag relationships between the oil price and metal markets : fresh insights from the wavelet and quantile coherency approaches
Year of publication: |
2021
|
---|---|
Authors: | Khalfaoui, Rabeh ; Tiwari, Aviral Kumar ; Kablan, Sandrine Akassi ; Hammoudeh, Shawkat |
Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 101.2021, p. 1-36
|
Subject: | Base and precious metals | Lead-lag connectedness | Oil | Quantile coherency | Wavelet coherency | Ölpreis | Oil price | Zustandsraummodell | State space model | Welt | World | Metallmarkt | Metal market | Volatilität | Volatility |
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