Time-frequency featured co-movement between the stock and prices of crude oil and gold

Physica A: Statistical Mechanics and its Applications

Volumn 444, Issue , 2016, Pages 985-995

  Huang, Shupei ^a,b   An, Haizhong ^a,b,c   Gao, Xiangyun ^a,b   Huang, Xuan ^a,b  

^a CHINA UNIVERSITY OF GEOSCIENCES   (China)

^b China University of Geosciences Beijing)   (China)

^c China University of Geosciences   (China)

Author keywords

Co movement; Time series; Wavelet

Indexed keywords

COMMERCE; COSTS; FREQUENCY DOMAIN ANALYSIS; GOLD; TIME DOMAIN ANALYSIS; TIME SERIES; TIME SERIES ANALYSIS;

CO MOVEMENTS; COINTEGRATION RELATIONSHIP; FREQUENCY INFORMATION; GRANGER CAUSALITY TEST; HOLISTIC PERSPECTIVES; NON-LINEAR RELATIONSHIPS; TIME FREQUENCY DOMAIN; WAVELET;

CRUDE OIL PRICE;

EID: 84946600332     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physa.2015.10.080     Document Type: Article

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