Wavelet Transforms and Commodity Prices

DOI10.2202/1558-3708.1170MaRDI QIDQ3368376zbMATH OpenOpenAlexFDO

Authors Jeff Connor, Rosemary Rossiter

Publication date 27 January 2006

Published in Studies in Nonlinear Dynamics & Econometrics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2202/1558-3708.1170

zbMATH Keywords

non-decimated wavelet transformscale analysiswavelet covariancewavelet variance

Mathematics Subject Classification ID

Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Auctions, bargaining, bidding and selling, and other market models (91B26)

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Cited in

(9)

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• De-noising option prices with the wavelet method
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• scientific article; zbMATH DE number 5002334 (Why is no real title available?)
• Causal structure among US corn futures and regional cash prices in the time and frequency domain
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