Using wavelet analysis to uncover the co-movement behavior of multiple energy commodity prices (Q5506742)
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scientific article; zbMATH DE number 6664618
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Using wavelet analysis to uncover the co-movement behavior of multiple energy commodity prices |
scientific article; zbMATH DE number 6664618 |
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Using wavelet analysis to uncover the co-movement behavior of multiple energy commodity prices (English)
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16 December 2016
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wavelet analysis
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co-movement
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wavelet transform
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de-noising
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wavelet coherence
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discrete and continuous wavelet transform
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ARMA (autoregressive moving average)
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VARMA (vector autoregressive moving average)
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forecasting
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