Continuous Wavelet Transform of Time-Frequency Analysis Technique to Capture the Dynamic Hedging Ability of Precious Metals

Continuous Wavelet Transform of Time-Frequency Analysis Technique to Capture the Dynamic Hedging Ability of Precious Metals

Exploring the hedging ability of precious metals through a novel perspective is crucial for better investment. This investigation applies the wavelet technique to study the complicated correlation between global economic policy uncertainty (GEPU) and the prices of precious metals. The empirical outc...

Full description

Bibliographic Details
Main Authors: Chi-Wei Su, Kai-Hua Wang, Oana-Ramona Lobonţ, Meng Qin
Format: Article
Language:English
Published: MDPI AG 2023-02-01
Series:Mathematics
Subjects:
global economic policy uncertainty
precious metals
gold price
silver price
platinum price
wavelet technique
Online Access:https://www.mdpi.com/2227-7390/11/5/1186

Similar Items

Similar Items