COMOVEMENT ANALYSIS AND VOLATILITY OF ENERGY COMMODITY PRICE USING WAVELET COHERENCE

Econophysics is a field of science that implements methods, concepts, and physical models in analyzing economic data. The financial market views comovement as a prediction of a movement that occurs due to factors such as economic conditions, changes in the economic system, and government policies...

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Bibliographic Details
Main Author: Mengtan Kwandou, Elen
Format: Final Project
Language:Indonesia
Online Access:https://digilib.itb.ac.id/gdl/view/74299
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Institution: Institut Teknologi Bandung
Language: Indonesia