Wavelet Coherence Analysis of the Relationship Between Commodity Indices and Streaming Quotes for Futures for Gold, Zinc and Nickel

Haponenko, O.; Baranova, V.; Lyashenko, V.

Публікація:
Wavelet Coherence Analysis of the Relationship Between Commodity Indices and Streaming Quotes for Futures for Gold, Zinc and Nickel

dc.contributor.author	Haponenko, O.
dc.contributor.author	Baranova, V.
dc.contributor.author	Lyashenko, V.
dc.date.accessioned	2023-05-31T14:12:05Z
dc.date.available	2023-05-31T14:12:05Z
dc.date.issued	2023
dc.description.abstract	Data analysis is one of the research tools. This process allows you to assess the current situation, to obtain additional information. This is especially important in the study of economic data, whe n we operate with the available information and it is necessary to make informed decisions. This paper discusses the features of the analysis of data on the stock market for such commodity as gold, zinc and nickel. The stock market is an important structural element in the formation of market relations. To study it, there are many different indicators and parameters. We highlight commodity indices and futures quotes. Their mutual analysis allows you to better understand the dynamics of the market, to reveal trends in its change. For these purposes, we use wavelet coherence estimates, which are presented in the form of diagrams. We provide a lot of graphs, which allows you to understand the course of the study and evaluate the results.
dc.identifier.citation	Haponenko O. Coherence Analysis of the Relationship Between Commodity Indices and Streaming Quotes for Futures for Gold, Zinc and Nickel / Haponenko O., Baranova V., Lyashenko V. // International Journal of Academic Multidisciplinary Research. – 2023. – Vol. 7(5). – P. 188-194.
dc.identifier.issn	2643-9670
dc.identifier.uri	https://openarchive.nure.ua/handle/document/23107
dc.language.iso	en
dc.publisher	International Journal of Academic Multidisciplinary Research
dc.subject	commodity indices
dc.subject	wavelet coherence
dc.title	Wavelet Coherence Analysis of the Relationship Between Commodity Indices and Streaming Quotes for Futures for Gold, Zinc and Nickel
dc.type	Article
dspace.entity.type	Publication