Rescaled Statistics and Wavelet Analysis on Agricultural Drought Disaster Periodic Fluctuations in China from 1950 to 2016
Author
Abstract
Suggested Citation
Download full text from publisher
References listed on IDEAS
- Peng Shi & Miao Wu & Simin Qu & Peng Jiang & Xueyuan Qiao & Xi Chen & Mi Zhou & Zhicai Zhang, 2015. "Spatial Distribution and Temporal Trends in Precipitation Concentration Indices for the Southwest China," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 29(11), pages 3941-3955, September.
- Sánchez Granero, M.A. & Trinidad Segovia, J.E. & García Pérez, J., 2008. "Some comments on Hurst exponent and the long memory processes on capital markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 387(22), pages 5543-5551.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Ayhan Orhan & Dervis Kirikkaleli & Fatih Ayhan, 2019. "Analysis of Wavelet Coherence: Service Sector Index and Economic Growth in an Emerging Market," Sustainability, MDPI, vol. 11(23), pages 1-12, November.
- Ming Li & Fuqiang Cao & Guiwen Wang & Xurong Chai & Lianzhi Zhang, 2020. "Evolutional Characteristics of Regional Meteorological Drought and Their Linkages with Southern Oscillation Index across the Loess Plateau of China during 1962–2017," Sustainability, MDPI, vol. 12(18), pages 1-18, September.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Matthieu Garcin, 2021. "Forecasting with fractional Brownian motion: a financial perspective," Papers 2105.09140, arXiv.org, revised Sep 2021.
- Vasile Brătian & Ana-Maria Acu & Camelia Oprean-Stan & Emil Dinga & Gabriela-Mariana Ionescu, 2021. "Efficient or Fractal Market Hypothesis? A Stock Indexes Modelling Using Geometric Brownian Motion and Geometric Fractional Brownian Motion," Mathematics, MDPI, vol. 9(22), pages 1-20, November.
- A. Gómez-Águila & J. E. Trinidad-Segovia & M. A. Sánchez-Granero, 2022. "Improvement in Hurst exponent estimation and its application to financial markets," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 8(1), pages 1-21, December.
- Peng Shi & Miao Wu & Simin Qu & Peng Jiang & Xueyuan Qiao & Xi Chen & Mi Zhou & Zhicai Zhang, 2015. "Spatial Distribution and Temporal Trends in Precipitation Concentration Indices for the Southwest China," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 29(11), pages 3941-3955, September.
- Ding, Xinpeng & He, Jiayi & Zhang, Yali & Yin, Yi, 2025. "Asymmetric autocorrelation in the crude oil market at multiple scales based on a hybrid approach of variational mode decomposition and quantile autoregression," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 660(C).
- Li, Sijia & Wang, Jinman & Zhang, Min & Tang, Qian, 2021. "Characterizing and attributing the vegetation coverage changes in North Shanxi coal base of China from 1987 to 2020," Resources Policy, Elsevier, vol. 74(C).
- Paweł Prokop & Adam Walanus, 2017. "Impact of the Darjeeling–Bhutan Himalayan front on rainfall hazard pattern," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, vol. 89(1), pages 387-404, October.
- M. Fern'andez-Mart'inez & M. A S'anchez-Granero & Mar'ia Jos'e Mu~noz Torrecillas & Bill McKelvey, 2016. "A comparison among some Hurst exponent approaches to predict nascent bubbles in $500$ company stocks," Papers 1601.04188, arXiv.org.
- João A. Bastos & Jorge Caiado, 2021. "On the classification of financial data with domain agnostic features," Working Papers REM 2021/0185, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
- Panjie Qiao & Xiaojuan Wang & Wenqi Liu & Shuai Li & Yongwen Zhang & Guolin Feng & Jingfang Fan, 2025. "Synchronization patterns of extreme rainfall events in Southwest China," Climatic Change, Springer, vol. 178(3), pages 1-18, March.
- Vitanov, Nikolay K. & Hoffmann, Norbert P. & Wernitz, Boris, 2014. "Nonlinear time series analysis of vibration data from a friction brake: SSA, PCA, and MFDFA," Chaos, Solitons & Fractals, Elsevier, vol. 69(C), pages 90-99.
- Juan Benjamín Duarte Duarte & Juan Manuel Mascare�as P�rez-I�igo, 2014. "¿Han sido los mercados bursátiles eficientes informacionalmente?," Apuntes del Cenes, Universidad Pedagógica y Tecnológica de Colombia.
- Trinidad Segovia, J.E. & Fernández-Martínez, M. & Sánchez-Granero, M.A., 2019. "A novel approach to detect volatility clusters in financial time series," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 535(C).
- Auer, Benjamin R. & Hoffmann, Andreas, 2016. "Do carry trade returns show signs of long memory?," The Quarterly Review of Economics and Finance, Elsevier, vol. 61(C), pages 201-208.
- Massimiliano Giacalone & Demetrio Panarello, 2022. "A Nonparametric Approach for Testing Long Memory in Stock Returns’ Higher Moments," Mathematics, MDPI, vol. 10(5), pages 1-21, February.
- Aijun Guo & Yongnian Zhang & Fanglei Zhong & Daiwei Jiang, 2020. "Spatiotemporal Patterns of Ecosystem Service Value Changes and Their Coordination with Economic Development: A Case Study of the Yellow River Basin, China," IJERPH, MDPI, vol. 17(22), pages 1-17, November.
- Ramos-Requena, J.P. & Trinidad-Segovia, J.E. & Sánchez-Granero, M.A., 2017. "Introducing Hurst exponent in pair trading," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 488(C), pages 39-45.
- Fernández-Martínez, M. & Sánchez-Granero, M.A. & Trinidad Segovia, J.E., 2013. "Measuring the self-similarity exponent in Lévy stable processes of financial time series," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(21), pages 5330-5345.
- López-García, M.N. & Trinidad-Segovia, J.E. & Sánchez-Granero, M.A. & Pouchkarev, I., 2021. "Extending the Fama and French model with a long term memory factor," European Journal of Operational Research, Elsevier, vol. 291(2), pages 421-426.
- Zhang, Zilong & Chen, Xingpeng & Heck, Peter & Xue, Bing & Liu, Ye, 2015. "Empirical study on the environmental pressure versus economic growth in China during 1991–2012," Resources, Conservation & Recycling, Elsevier, vol. 101(C), pages 182-193.
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:gam:jsusta:v:10:y:2018:i:9:p:3257-:d:169335. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: MDPI Indexing Manager (email available below). General contact details of provider: https://www.mdpi.com .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.
Printed from https://ideas.repec.org/a/gam/jsusta/v10y2018i9p3257-d169335.html