Correlation structure and principal components in the global crude oil market
Yue-hua Dai, Wen-jie Xie, Zhi-Qiang Jiang, George J. Jiang, Wei-Xing Zhou
| Year of publication: |
December 2016
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|---|---|
| Authors: | Dai, Yue-hua ; Xie, Wen-jie ; Jiang, Zhi-qiang ; Jiang, George J. ; Zhou, Wei-xing |
| Published in: |
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria. - Berlin : Springer, ISSN 0377-7332, ZDB-ID 519394-1. - Vol. 51.2016, 4, p. 1501-1519
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| Subject: | Crude oil | Principal component analysis | Correlation structure | Regionalization | Geographical information | Eigenvalue | Korrelation | Correlation | Welt | World | Ölmarkt | Oil market | Erdöl | Petroleum | Hauptkomponentenanalyse | Ölpreis | Oil price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s00181-015-1057-1 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011662331