How do correlations of crude oil prices co-move? A grey correlation-based wavelet perspective

Energy Economics

Volumn 49, Issue , 2015, Pages 588-598

  Jia, Xiaoliang ^a,b,c   An, Haizhong ^a,b,c   Fang, Wei ^a,b,c   Sun, Xiaoqi ^a,b,c   Huang, Xuan ^a,b,c  

^a CHINA UNIVERSITY OF GEOSCIENCES   (China)

^b China University of Geosciences Beijing)   (China)

^c China University of Geosciences   (China)

Author keywords

Dynamic correlation; Grey correlation; Oil prices; Wavelet

Indexed keywords

COMMERCE; CRUDE OIL; FINANCIAL DATA PROCESSING; FINANCIAL MARKETS; INVESTMENTS; TIME SERIES ANALYSIS; WAVELET ANALYSIS;

DYNAMIC CORRELATION; FLUCTUATION INTENSITY; GREY CORRELATION; OIL PRICES; PORTFOLIO MANAGEMENTS; REFERENCE BENCHMARKS; TIME FREQUENCY DOMAIN; WAVELET;

COSTS;

COMMODITY PRICE; CORRELATION; CRUDE OIL; MULTIVARIATE ANALYSIS; OIL INDUSTRY; WAVELET ANALYSIS;

CHINA; DAQING; HEILONGJIANG;

EID: 84945959231     PISSN: 01409883     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.eneco.2015.03.008     Document Type: Article

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