Time‐dependent intrinsic correlation analysis of crude oil and the US dollar based on CEEMDAN-Reference-Cited by-同舟云学术

Time‐dependent intrinsic correlation analysis of crude oil and the US dollar based on CEEMDAN

Published:2020-07-24 Issue:1 Volume:26 Page:834-848
ISSN:1076-9307
Container-title:International Journal of Finance & Economics
language:en
Short-container-title:Int J Fin Econ

Author:

Peng Qing¹²,Wen Fenghua²³,Gong Xu⁴^ORCID

Affiliation:

1. Shanghai Advanced Institute of Finance (SAIF) Shanghai Jiao Tong University Shanghai China

2. School of Business Central South University Changsha China

3. Supply Chain Management and Logistics Optimization Research Centre, Faculty of Engineering University of Windsor Windsor Ontario Canada

4. School of Management, China Institute for Studies in Energy Policy, Collaborative Innovation Center for Energy Economics and Energy Policy Xiamen University Xiamen China

Funder

National Natural Science Foundation of China

Publisher

Wiley

Subject

Economics and Econometrics,Finance,Accounting

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1002/ijfe.1823

Reference72 articles.

1. Multiscale characterization and prediction of monsoon rainfall in India using Hilbert–Huang transform and time-dependent intrinsic correlation analysis

2. Fine structure of the price–demand relationship in the electricity market: Multi-scale correlation analysis

3. Dependence and risk assessment for oil prices and exchange rate portfolios: A wavelet based approach

4. Conditional dependence structure between oil prices and exchange rates: A copula-GARCH approach

5. OIL PRICES AND STOCK MARKETS IN GCC COUNTRIES: EMPIRICAL EVIDENCE FROM PANEL ANALYSIS

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