Crude oil market autocorrelation : evidence from multiscale quantile regression analysis
Jie Sun, Xiaojun Zhao, Chao Xu
| Year of publication: |
2021
|
|---|---|
| Authors: | Sun, Jie ; Zhao, Xiaojun ; Xu, Chao |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 98.2021, p. 1-11
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| Subject: | Crude oil market | Ensemble empirical mode decomposition | Fine-to-coarse reconstruction | Quantile autoregression | Multiscale analysis | Ölmarkt | Oil market | Regressionsanalyse | Regression analysis | Autokorrelation | Autocorrelation | Ölpreis | Oil price | Welt | World | Dekompositionsverfahren | Decomposition method |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2021.105239 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012822032