Causality in the aluminum market
Year of publication: |
2022
|
---|---|
Authors: | Clark, Andrew |
Published in: |
Journal of commodity markets. - Amsterdam : Elsevier, ISSN 2405-8513, ZDB-ID 3067450-5. - Vol. 27.2022, p. 1-16
|
Subject: | Wavelets | Granger causality | Transfer entropy | Integrated I(d) | Second-order stationarity | Kausalanalyse | Causality analysis | Entropie | Entropy | Zustandsraummodell | State space model | Zeitreihenanalyse | Time series analysis | Theorie | Theory |
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