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  • Search: subject:"Multiscale causality"
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Subject
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Causality analysis 1 Correlation 1 Cryptocurrency 1 Electricity spot prices 1 European energy markets 1 Forecasting 1 High frequency analysis 1 Kausalanalyse 1 Korrelation 1 Maximum overlapped discrete wavelet transform 1 Multiscale causality 1 Nonlinear multiscale causality 1 Portfolio selection 1 Portfolio-Management 1 Rolling window wavelet correlation 1 State space model 1 Trading volume 1 Virtual currency 1 Virtuelle Währung 1 Volatility 1 Volatilität 1 Wavelet cross-correlation 1 Zustandsraummodell 1
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Online availability
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CC license 1 Free 1 Undetermined 1
Type of publication
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Article 2
Type of publication (narrower categories)
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Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 1 Undetermined 1
Author
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Al-Yahyaee, Khamis Hamed 1 Mensi, Walid 1 Muhammad Shafiullah 1 Saâdaoui, Foued 1 Sensoy, Ahmet 1 Ur Rehman, Mobeen 1
Published in...
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Computational Economics 1 Financial innovation : FIN 1
Source
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ECONIS (ZBW) 1 RePEc 1
Showing 1 - 2 of 2
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High frequency multiscale relationships among major cryptocurrencies : portfolio management implications
Mensi, Walid; Ur Rehman, Mobeen; Muhammad Shafiullah; … - In: Financial innovation : FIN 7 (2021), pp. 1-21
This paper examines the high frequency multiscale relationships and nonlinear multiscale causality between Bitcoin …
Persistent link: https://www.econbiz.de/10012705417
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Cover Image
The Price and Trading Volume Dynamics Relationship in the EEX Power Market: A Wavelet Modeling
Saâdaoui, Foued - In: Computational Economics 42 (2013) 1, pp. 47-69
This paper examines the dynamic relationship between power spot prices and related trading volumes in one of the most emergent energy markets. Traditionally, investigating the bivariate stochastic processes has been dominated by linear econometrical methods that proved helpful especially in...
Persistent link: https://www.econbiz.de/10010989284
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