Multiscale lead-lag relationships in oil and refined product return dynamics : a symbolic wavelet transfer entropy approach
Dominik P. Storhas, Lurion De Mello, Abhay Kumar Singh
| Year of publication: |
2020
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|---|---|
| Authors: | Storhas, Dominik P. ; De Mello, Lurion ; Singh, Abhay Kumar |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 92.2020, p. 1-17
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| Subject: | Oil prices | Asymmetry | Causality | Multiscale | Symbolic wavelet transfer entropy | Entropie | Entropy | Ölpreis | Oil price | Zustandsraummodell | State space model | Ölmarkt | Oil market | Volatilität | Volatility | Theorie | Theory | Kausalanalyse | Causality analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2020.104927 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012519989