An inquiry into the structure and dynamics of crude oil price using the fast iterative filtering algorithm
Giovanni Piersanti, Mirko Piersanti, Antonio Cicone, Paolo Canofari, Marco Di Domizio
| Year of publication: |
2020
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|---|---|
| Authors: | Piersanti, Giovanni ; Piersanti, Mirko ; Cicone, Antonio ; Canofari, Paolo ; Di Domizio, Marco |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 92.2020, p. 1-7
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| Subject: | Time series analysis | Composition | Crude oil price | Data characteristics | Empirical mode decomposition | Fast iterative filtering | Multi-scale analysis | Nonstationary signals analysis | Reconstruction | Trend-filtering | Volatility | Zeitreihenanalyse | Ölpreis | Oil price | Volatilität | Theorie | Theory | Prognoseverfahren | Forecasting model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2020.104952 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012519649