Concepedia

Co-movement and Dynamic Correlation of Financial and Energy Markets: An Integrated Framework of Nonlinear Dynamics, Wavelet Analysis and DCC-GARCH

Indranil Ghosh, Manas Kumar Sanyal, Rabin K. Jana

Computational Economics · 2020 · 54 citations · 37 references

DOI

Concepts

References

37

Dynamic Conditional Correlation

Robert F. Engle · Journal of Business and Economic Statistics · 2002 · 6.9K citations

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Long-Term Storage Capacity of Reservoirs

H. E. Hurst · Transactions of the American Society of Civil Engineers · 1951 · 6.1K citations

, , +12

<i>An Introduction to Econophysics: Correlations and Complexity in Finance</i>

Rosario N. Mantegna, H. Eugene Stanley, Neil Chriss · Physics Today · 2000 · 2.3K citations · Full text

, , +11

Interdecadal Changes in the ENSO–Monsoon System

Christopher Torrence, Peter J. Webster · Journal of Climate · 1999 · 2.1K citations · Full text

Oil and the Stock Markets

Charles M. Jones, Gautam Kaul · The Journal of Finance · 1996 · 1.5K citations

, , +17