Identifying the comovement of price between China's and international crude oil futures : a time-frequency perspective
Xiaohong Huang, Shupei Huang
| Year of publication: |
2020
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|---|---|
| Authors: | Huang, Xiaohong ; Huang, Shupei |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 72.2020, p. 1-13
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| Subject: | Comovement | Complex network | Crude oil futures prices | Wavelet | China | Ölpreis | Oil price | Rohstoffderivat | Commodity derivative | Erdöl | Petroleum | Welt | World | Volatilität | Volatility | Schätzung | Estimation | Korrelation | Correlation | Ölmarkt | Oil market | Zustandsraummodell | State space model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.irfa.2020.101562 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012437245