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~person:"Liu, Li"
~subject:"Detrended cross-correlation analysis"
~subject:"correlation analysis"
~subject:"time series"
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Detrended cross-correlation analysis
correlation analysis
time series
Crude oil
2
Agricultural commodity
1
Cross-correlation
1
Multifractality
1
Refined product
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Liu, Li
Erdogan, Burcu
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Ferreira, Paulo
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Gautam, Vikas
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Albarracín Guillem, José Miguel
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Anghel, Ion
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Asandului, Laura
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Borda, Marta
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Croiset, E.
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Litviško, Oleg V.
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Noja, Gratiela Georgiana
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Physica A: Statistical Mechanics and its Applications
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Cross-correlations between crude oil and agricultural commodity markets
Liu, Li
- In:
Physica A: Statistical Mechanics and its Applications
395
(
2014
)
C
,
pp. 293-302
consideration. Using a detrended cross-
correlation
analysis
(DCCA), we find that the return cross-correlations are persistent for …
Persistent link: https://www.econbiz.de/10010874171
Saved in:
2
Cross-correlation between crude oil and refined product prices
Liu, Li
;
Ma, Guofeng
- In:
Physica A: Statistical Mechanics and its Applications
413
(
2014
)
C
,
pp. 284-293
-known detrended cross-
correlation
analysis
(DCCA). Our findings indicate that the cross-correlations are significant and strong …
Persistent link: https://www.econbiz.de/10010906957
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