How do correlations of crude oil prices co-move? A grey correlation-based wavelet perspective
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- Jiang, Meihui & An, Haizhong & Jia, Xiaoliang & Sun, Xiaoqi, 2017. "The influence of global benchmark oil prices on the regional oil spot market in multi-period evolution," Energy, Elsevier, vol. 118(C), pages 742-752.
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- Huang, Shupei & An, Haizhong & Gao, Xiangyun & Huang, Xuan, 2016. "Time–frequency featured co-movement between the stock and prices of crude oil and gold," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 444(C), pages 985-995.
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More about this item
KeywordsOil prices; Dynamic correlation; Grey correlation; Wavelet;
- P48 - Economic Systems - - Other Economic Systems - - - Political Economy; Legal Institutions; Property Rights; Natural Resources; Energy; Environment; Regional Studies
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