Multiscale information transmission between commodity markets : an EMD-Based transfer entropy network
Chang Liu, Xiaolei Sun, Jun Wang, Jianping Li, Jianming Chen
| Year of publication: |
2021
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|---|---|
| Authors: | Liu, Chang ; Sun, Xiaolei ; Wang, Jun ; Li, Jianping ; Chen, Jianming |
| Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 55.2021, p. 1-21
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| Subject: | Commodity | Complex network | Information transmission | Multi-scales | Price co-movement | Informationsverbreitung | Information dissemination | Entropie | Entropy | Theorie | Theory | Rohstoffmarkt | Commodity market | Rohstoffpreis | Commodity price | Netzwerk | Network |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ribaf.2020.101318 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013264679