Title:The nexus between geopolitical uncertainty and crude oil markets : an entropy-based wavelet analysis Author(s):UDDIN, Gazi Salah; BEKIROS, Stelios D.; AHMED, AliDate:2018Citation:
- Physica A : statistical mechanics and its applications, 2018, Vol. 495, pp. 30-39
Type:ArticleAbstract:The global financial crisis and the subsequent geopolitical turbulence in energy markets have brought increased attention to the proper statistical modeling especially of the crude oil markets. In particular, we utilize a ...