The relationship between commodity markets and commodity mutual funds : a wavelet-based analysis
Nikolaos Antonakakis, Tsangyao Chang, Juncal Cunado, Rangan Gupta
| Year of publication: |
March 2018
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|---|---|
| Authors: | Antonakakis, Nikolaos ; Chang, Tsangyao ; Cuñado Eizaguirre, Juncal ; Gupta, Rangan |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 24.2018, p. 1-9
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| Subject: | Commodity returns and flows | Granger causality | Nonlinearity | Time and frequency domains | Wavelet | Kausalanalyse | Causality analysis | Investmentfonds | Investment Fund | Rohstoffmarkt | Commodity market | Rohstoffderivat | Commodity derivative | Kapitaleinkommen | Capital income | Zustandsraummodell | State space model | Rohstoffpreis | Commodity price | Zeitreihenanalyse | Time series analysis | Warenbörse | Commodity exchange | Volatilität | Volatility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2017.03.005 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011982439