Wavelet domain correlation between the futures prices of natural gas and oil
Victor Lux Tonn; H. C. Li; Joseph McCarthy
| Year of publication: |
2010
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|---|---|
| Authors: | Tonn, Victor Lux ; Li, H. C. ; McCarthy, Joseph |
| Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 50.2010, 4, p. 408-414
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| Subject: | Rohstoffderivat | Commodity derivative | Erdgas | Natural gas | Erdöl | Petroleum | Korrelation | Correlation | Börsenkurs | Share price | Volatilität | Volatility | USA | United States | 1990-2007 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009247691