Finding the multipath propagation of multivariable crude oil prices using a wavelet-based network approach
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- 作者：Xiaoliang Jia ; Haizhong An ; ahz369@163.com" class="auth_mail" title="E-mail the corresponding author ; Xiaoqi Sun ; Xuan Huang ; Xiangyun Gao
- 关键词：Oil price ; Wavelet ; Complex network ; Bayesian network
- 刊名：Physica A: Statistical Mechanics and its Applications
- 出版年：2016
- 出版时间：1 April 2016
- 年：2016
- 卷：447
- 期：Complete
- 页码：331-344
- 全文大小：2537 K
文摘
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We introduce a novel wavelet-based network analysis framework that integrates optimization wavelet analysis, GRA, complex network theory and BNA.
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There exist various multiscale phenomena of different dynamic correlations and multipath propagations.
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These leading and intermediary oil prices in the process of the multipath propagation are essential for target-oriented decision making.
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There exists a possible stable community structure of the oil price system in OPEC.