کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
7375999 | 1480078 | 2018 | 10 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
The nexus between geopolitical uncertainty and crude oil markets: An entropy-based wavelet analysis
ترجمه فارسی عنوان
رابطه بین عدم قطعیت ژئوپلیتیکی و بازارهای نفت خالص: تحلیل ویولت بر اساس آنتروپی
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کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
فیزیک ریاضی
چکیده انگلیسی
The global financial crisis and the subsequent geopolitical turbulence in energy markets have brought increased attention to the proper statistical modeling especially of the crude oil markets. In particular, we utilize a time-frequency decomposition approach based on wavelet analysis to explore the inherent dynamics and the casual interrelationships between various types of geopolitical, economic and financial uncertainty indices and oil markets. Via the introduction of a mixed discrete-continuous multiresolution analysis, we employ the entropic criterion for the selection of the optimal decomposition level of a MODWT as well as the continuous-time coherency and phase measures for the detection of business cycle (a)synchronization. Overall, a strong heterogeneity in the revealed interrelationships is detected over time and across scales.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Physica A: Statistical Mechanics and its Applications - Volume 495, 1 April 2018, Pages 30-39
Journal: Physica A: Statistical Mechanics and its Applications - Volume 495, 1 April 2018, Pages 30-39
نویسندگان
Gazi Salah Uddin, Stelios Bekiros, Ali Ahmed,