Crude oil market autocorrelation: Evidence from multiscale quantile regression analysis

Title
Crude oil market autocorrelation: Evidence from multiscale quantile regression analysis
Authors
Keywords
Crude oil market, Ensemble empirical mode decomposition, Fine-to-coarse reconstruction, Quantile autoregression, Multiscale analysis
Journal
ENERGY ECONOMICS
Volume 98, Issue -, Pages 105239
Publisher
Elsevier BV
Online
2021-03-20
DOI
10.1016/j.eneco.2021.105239

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