Interdependence and lead-lag relationships between the oil price and metal markets: Fresh insights from the wavelet and quantile coherency approaches - Archive ouverte HAL
Article Dans Une Revue Energy Economics Année : 2021

Interdependence and lead-lag relationships between the oil price and metal markets: Fresh insights from the wavelet and quantile coherency approaches

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Économie et finance quantitative [q-fin]

Rabeh KHALFAOUI  : Connectez-vous pour contacter le contributeur

https://hal.science/hal-03797581

Soumis le : mardi 4 octobre 2022-20:59:07

Dernière modification le : mardi 3 décembre 2024-15:41:52

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hal-03797581 , version 1 (04-10-2022)

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Rabeh Khalfaoui, Aviral Kumar Tiwari, Sandrine Kablan, Shawkat Hammoudeh. Interdependence and lead-lag relationships between the oil price and metal markets: Fresh insights from the wavelet and quantile coherency approaches. Energy Economics, 2021, 101, pp.105421. ⟨10.1016/j.eneco.2021.105421⟩. ⟨hal-03797581⟩

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