Co-movement of energy commodities revisited: Evidence from wavelet coherence analysis
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- Lukas Vacha & Jozef Barunik, 2012. "Co-movement of energy commodities revisited: Evidence from wavelet coherence analysis," Papers 1201.4776, arXiv.org.
References listed on IDEAS
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More about this item
KeywordsCorrelation; Co-movement; Wavelet analysis; Wavelet coherence;
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