Temporal and spectral dependence between crude oil and agricultural commodities : a wavelet-based copula approach
Year of publication: |
2019
|
---|---|
Authors: | Yahya, Muhammad ; Oglend, Atle ; Dahl, Roy Endré |
Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 80.2019, p. 277-296
|
Subject: | Agricultural commodities | Copula | Crude oil | Dependence | Wavelet analysis | Multivariate Verteilung | Multivariate distribution | Ölpreis | Oil price | Rohstoffderivat | Commodity derivative | Zeitreihenanalyse | Time series analysis | Volatilität | Volatility | Zustandsraummodell | State space model | Erdöl | Petroleum | Agrarpreis | Agricultural price | Welt | World |
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