Wavelet analysis of commodity price behavior
From MaRDI portal
Recommendations
- Wavelet Transforms and Commodity Prices
- Using wavelet analysis to uncover the co-movement behavior of multiple energy commodity prices
- AN ANALYSIS OF U.S. STOCK PRICE BEHAVIOR USING WAVELETS
- scientific article; zbMATH DE number 5002334
- Wavelet-based prediction of oil prices
- An application of wavelet analysis to pricing and hedging derivative securities
- scientific article; zbMATH DE number 2065150
Cited in
(17)- Wavelet-based prediction of oil prices
- Wavelet-based multi-resolution GARCH model for financial spillover effects
- Cross-correlating wavelet coefficients with applications to high-frequency financial time series
- Maximum likelihood estimation of the fractional differencing parameter in an ARFIMA model using wavelets
- Wavelet Transforms and Commodity Prices
- AN ANALYSIS OF U.S. STOCK PRICE BEHAVIOR USING WAVELETS
- UNIT ROOT TESTS WITH WAVELETS
- Integrating spectral clustering with wavelet based kernel partial least square regressions for financial modeling and forecasting
- On the Predictive Information of Futures' Prices: A Wavelet‐Based Assessment
- Causal structure among US corn futures and regional cash prices in the time and frequency domain
- scientific article; zbMATH DE number 5002334 (Why is no real title available?)
- Time-frequency regression
- Using wavelet analysis to uncover the co-movement behavior of multiple energy commodity prices
- De-noising option prices with the wavelet method
- Revealing the implied risk-neutral MGF from options: the wavelet method
- Errors-in-variables estimation with wavelets
- Emergence of turbulent epochs in oil prices
This page was built for publication: Wavelet analysis of commodity price behavior
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1386861)
