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 KumarVolume:
92
Journal:
Energy Economics
DOI:
10.1016/j.eneco.2020.104927
Date:
October, 2020
File:
PDF, 3.95 MB
2020