Multiscale Market Integration and Nonlinear Granger Causality between Natural Gas Futures and Physical Markets
نویسندگان
چکیده
منابع مشابه
Multiscale Granger causality.
In the study of complex physical and biological systems represented by multivariate stochastic processes, an issue of great relevance is the description of the system dynamics spanning multiple temporal scales. While methods to assess the dynamic complexity of individual processes at different time scales are well established, multiscale analysis of directed interactions has never been formaliz...
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ژورنال
عنوان ژورنال: Sustainability
سال: 2019
ISSN: 2071-1050
DOI: 10.3390/su11195518