Multi-scale analysis of influencing factors for soybean futures price risk: Adaptive Fourier decomposition mathematical model applied for the case of China

DOI10.1142/S021969132150017XzbMath1481.91212MaRDI QIDQ5022950

Xiaojiong Wang, Jingyu Li, Qiwei Xie, Ranran Liu

Publication date: 20 January 2022

Published in: International Journal of Wavelets, Multiresolution and Information Processing (Search for Journal in Brave)

zbMATH Keywords

risk managementempirical mode decompositionChow testadaptive Fourier decompositionprice fluctuation

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20)

Cites Work

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