Co-movement of energy commodities revisited: Evidence from wavelet coherence analysis
Author:
Publisher
Elsevier BV
Subject
General Energy,Economics and Econometrics
Reference19 articles.
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2. Using wavelets to decompose the time–frequency effects of monetary policy;Aguiar-Conraria;Physica A,2008
3. Modeling the coherence in short-run nominal modeling the coherence in short-run nominal exchange rates: A multivariate generalized arch model;Bollerslev;Rev. Econ. Stat.,1990
4. Wavelet transforms and commodity prices;Connor;Stud. Nonlinear Dynam. Econometrics,2005
5. Walvelet analysis of commodity price behavior;Davidson;Comput. Econ.,1997
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