Wavelets are mathematical functions that detect common time-localized oscillations in non-stationary time series. These markets consist of a wide variety of participants having different objectives, resulting in non-stationary time series. The complexity of commodity markets contributes to this lack of understanding. However, recent research still lacks a quantified understanding of the role of water within a financial-economic view of the nexus. Over the last decade, increased international concern has emerged about the water-energy nexus. This paper quantifies the rising global dynamic, interconnected relationship between energy and water commodities. 2The Center for Computational Finance and Economic Systems (CoFES), Rice University, Houston, TX, United States.1Department of Statistics, Rice University, Houston, TX, United States.
0 Comments
Leave a Reply. |
Details
AuthorWrite something about yourself. No need to be fancy, just an overview. ArchivesCategories |