Time-frequency analysis of crude oil and S&P500 futures contracts

Quantitative Finance

Volumn 12, Issue 12, 2012, Pages 1893-1908

  McCarthy, Joseph ^a   Orlov, Alexei G ^b  

^a BRYANT UNIVERSITY   (United States)

^b RADFORD UNIVERSITY   (United States)

Author keywords

Commodity prices; Comovements; Cross spectrum in finance; Financial futures; Wavelets in finance

Indexed keywords

EID: 84871219347     PISSN: 14697688     EISSN: 14697696     Source Type: Journal    
DOI: 10.1080/14697688.2012.686669     Document Type: Article

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