Multiscale lead-lag relationships in oil and refined...

Multiscale lead-lag relationships in oil and refined product return dynamics: A symbolic wavelet transfer entropy approach

Storhas, Dominik P., De Mello, Lurion, Singh, Abhay Kumar
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Volume:
92
Journal:
Energy Economics
DOI:
10.1016/j.eneco.2020.104927
Date:
October, 2020
File:
PDF, 3.95 MB
2020
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