Multiresolution transmission of the correlation modes between bivariate time series based on complex network theory

Physica A: Statistical Mechanics and its Applications

Volumn 428, Issue , 2015, Pages 493-506

  Huang, Xuan ^a,b,c   An, Haizhong ^a,b,c   Gao, Xiangyun ^a,b,c   Hao, Xiaoqing ^a,b,c   Liu, Pengpeng ^d  

^a CHINA UNIVERSITY OF GEOSCIENCES   (China)

^b China University of Geosciences Beijing)   (China)

^c China University of Geosciences   (China)

^d CHINA UNIVERSITY OF GEOSCIENCES   (China)

Author keywords

Complex network; Correlation mode; Crude oil price; Time series; Wavelet analysis

Indexed keywords

CIRCUIT THEORY; COMPLEX NETWORKS; FREQUENCY DOMAIN ANALYSIS; NETWORK THEORY (GRAPHS); PETROLEUM ANALYSIS; TIME SERIES; TIME SERIES ANALYSIS; WAVELET ANALYSIS;

BIVARIATE TIME SERIES; MULTIRESOLUTION TRANSMISSION; POSITIVE CORRELATIONS; POWER LAW DISTRIBUTION; SPOT AND FUTURES PRICES; TIME FREQUENCY DOMAIN; TRANSMISSION CHARACTERISTICS; WEIGHTED DEGREE;

CRUDE OIL PRICE;

EID: 84925002705     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physa.2015.02.028     Document Type: Article

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