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

DOI10.1080/14697688.2012.686669zbMath1280.91206OpenAlexW2085740923MaRDI QIDQ5745650

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Publication date: 30 January 2014

Published in: Quantitative Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/14697688.2012.686669

zbMATH Keywords

commodity pricescomovementswavelets in financefinancial futurescross-spectrum in finance

Mathematics Subject Classification ID

Numerical methods (including Monte Carlo methods) (91G60) Numerical methods for wavelets (65T60) Financial applications of other theories (91G80) Derivative securities (option pricing, hedging, etc.) (91G20)

Cites Work

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