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Updated: Jul 11, 2025

Measurement of the Directional Information Flow in fNIRS-Hyperscanning Data using the Partial Wavelet Transform Coherence Method
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Published on: September 3, 2021

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基于波形变换和定量格兰杰因果关系测试来确定期货市场的风险相关性

Zi Qian Wu1

  • 1Tibet University, Lhasa, China.

PloS one
|November 17, 2023
PubMed
概括

本研究使用波波变量量子格兰杰因果关系确定了美国期货市场 (黄金,石油,大豆,天然气) 的风险相关性. 调查结果揭示了显著的双向和单向风险关联,特别是在黄金和天然气之间.

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