The dynamic time-frequency relationship between international oil prices and investor sentiment in China : a wavelet coherence analysis
Zhengke Ye, Chunyan Hu, Linjie He, Guangda Ouyang and Fenghua Wen
| Year of publication: |
2020
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|---|---|
| Authors: | Ye, Zhengke ; Hu, Chunyan ; He, Linjie ; Ouyang, Guangda ; Wen, Fenghua |
| Published in: |
The energy journal. - Boston, Mass. [u.a.] : Oelgeschlager, Gunn & Hain, ISSN 0195-6574, ZDB-ID 864319-2. - Vol. 41.2020, 5, p. 251-270
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| Subject: | Investor sentiment | International oil prices | Wavelet coherence analysis | Co-movement | Ölpreis | Oil price | China | Zustandsraummodell | State space model | Volatilität | Volatility | Welt | World | Anlageverhalten | Behavioural finance | Prognoseverfahren | Forecasting model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.5547/01956574.41.5.fwen [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012546964