Wavelet Transforms and Commodity Prices

By C. Jeff, R. Rosemary. 2005

84 citations recorded by the source corpus.

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

Co-movement of energy commodities revisited: Evidence from wavelet coherence analysis (2012, background): “Contrary to (Connor and Rossiter, 2005), we study the dynamics of correlations in the time-frequency space; our results are thus even more general.”
Oil and the macroeconomy: using wavelets to analyze old issues (2011, background): “Among the exceptions to this rule, one can point to Connor and Rossiter (2005), Gençay et al. (2005), and Gallegati and Gallegati (2007).”
Using wavelets to decompose the time–frequency effects of monetary policy (2008, result): “Among the exceptions to this rule, one can point to recent works on finance, for example, Refs. [ 6 ,18,44,9,14].3”
THE CONTINUOUS WAVELET TRANSFORM: MOVING BEYOND UNI‐ AND BIVARIATE ANALYSIS (2014, unknown): “Withcher ( 2001a , 2001b and 2005 ) , Wong , Ip , Xie and Lui ( 2003 ) , Connor and Rossiter ( 2005 ) , Fernandez ( 2005 ) and Gallegati and Gallegati ( 2007 ) , among others .”