The spillover effects between natural gas and crude oil markets: The correlation network analysis based on multi-scale approach

Published 2019 View Full Article

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Title
The spillover effects between natural gas and crude oil markets: The correlation network analysis based on multi-scale approach
Authors
Keywords
Natural gas market, Crude oil market, Bivariate empirical mode decomposition, Multi-scale analysis, Complex network
Journal
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS
Volume 524, Issue -, Pages 306-324
Publisher
Elsevier BV
Online
2019-04-30
DOI
10.1016/j.physa.2019.04.141

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