Dynamic Multiscale Information Spillover among Crude Oil Time Series

This study investigated information spillovers across crude oil time series at different time scales, using a network combined with a wavelet transform. It can detect the oil price, which plays an important role in the dynamic process of spillovers, and it can also analyze the dynamic feature of sys...

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Detalles Bibliográficos
Autor principal: An, Sufang
Formato: Online Artículo Texto
Lenguaje:English
Publicado: MDPI 2022
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9497505/
https://www.ncbi.nlm.nih.gov/pubmed/36141134
http://dx.doi.org/10.3390/e24091248

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9497505/
https://www.ncbi.nlm.nih.gov/pubmed/36141134
http://dx.doi.org/10.3390/e24091248

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