| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1733612 | Energy | 2012 | 28 Pages |
Abstract
⺠Mixed results are generally found for the stock-oil markets interactions. ⺠Standards techniques suffer from a series of gaps and not provide robust conclusions. ⺠Harr à trous wavelet appear to be more efficient tool to circumvent those lacks. ⺠We explore stock CO market nexus by wavelet correlation variance and cross-correlation. ⺠Results depend on the country oil dependency, source and persistency of CO changes.
Related Topics
Physical Sciences and Engineering
Energy
Energy (General)
Authors
Rania Jammazi,