Cargando…
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...
| Autor principal: | |
|---|---|
| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
MDPI
2022
|
| Materias: | |
| 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 |