Gold spot and futures market cross-correlation and time-frequency volatility : an application of MF-ADCCA-AFD
Ce Guo, Mengfan Zhao, Jingyu Li, Qiwei Xie
| Year of publication: |
2023
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|---|---|
| Authors: | Guo, Ce ; Zhao, Mengfan ; Li, Jingyu ; Xie, Qiwei |
| Published in: |
Applied economics letters. - New York, NY : Routledge, ISSN 1466-4291, ZDB-ID 1484783-8. - Vol. 30.2023, 19, p. 2832-2840
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| Subject: | cross-correlation | Gold spot and futures | MF-ADCCA-AFD | time-frequency distribution | Gold | Volatilität | Volatility | Warenbörse | Commodity exchange | Spotmarkt | Spot market | Korrelation | Correlation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/13504851.2022.2109573 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014369523