Driving factors of interactions between the exchange rate market and the commodity market: a wavelet-based complex network perspective

DOI10.1016/j.physa.2017.03.007zbMath1495.62113OpenAlexW2593282115MaRDI QIDQ2145574

Xueyong Liu, Haizhong An, Shaobo Wen, Zhi Hua Chen

Publication date: 17 June 2022

Published in: Physica A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.physa.2017.03.007

zbMATH Keywords

wavelet analysisKalman filterexchange ratecomplex networkcommodity

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Financial networks (including contagion, systemic risk, regulation) (91G45)

Cites Work

• Emergence of Scaling in Random Networks
• Can Exchange Rates Forecast Commodity Prices?^*
• A theory for multiresolution signal decomposition: the wavelet representation
• Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
• Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory*
• Collective dynamics of ‘small-world’ networks