A multivariate distance nonlinear causality test based on partial distance correlation : a machine learning application to energy futures
Germán G. Creamer and Chihoon Lee
| Year of publication: |
2019
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|---|---|
| Authors: | Creamer Guillén, Germán ; Lee, Chihoon |
| Published in: |
Quantitative finance. - London : Taylor & Francis, ISSN 1469-7696, ZDB-ID 2027557-2. - Vol. 19.2019, 9, p. 1531-1542
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| Subject: | Brownian partial distance correlation | Energy finance | Financial forecasting | Lead-lag relationship | Nonlinear correlation | Random forests | Support vector machine | Korrelation | Correlation | Theorie | Theory | Prognoseverfahren | Forecasting model | Kausalanalyse | Causality analysis | Nichtlineare Regression | Nonlinear regression | Mustererkennung | Pattern recognition |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/14697688.2019.1622300 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012194804