Browsing BC3 Basque Centre for Climate Change by Author "Fernandez-Macho, Javier"
Now showing items 1-3 of 3
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A multi-resolution and multivariate analysis of the dynamic relationships between crude oil and petroleum-product prices
Polanco Martínez, Josué Moisés; Abadie, Luis María; Fernández Macho, Francisco Javier(Elsevier, 2018)
This paper proposes the use of a novel multivariate, dynamic approach wavelet local multiple correlation (WLMC) (Fernández-Macho, 2018) to analyse the relationship between oil time series in the time-scale domain. This ... -
A pre-crisis vs. crisis analysis of peripheral EU stock markets by means of wavelet transform and a nonlinear causality test
Polanco-Martínez, J. M.; Fernández Macho, Francisco Javier; Neumann, M. B.; Faria, S. H. (Elsevier, 2018)
This paper presents an analysis of EU peripheral (so-called PIIGS) stock market indices and the SandP Europe 350 index (SPEURO), as a European benchmark market, over the pre-crisis (2004 2007) and crisis (2008 2011) periods. ... -
Dynamic wavelet correlation analysis for multivariate climate time series
Polanco-Martínez, J.M.; Fernández Macho, Francisco Javier; Medina-Elizalde, M. (Scientific Reports, 2020)
The wavelet local multiple correlation (WLMC) is introduced for the first time in the study of climate dynamics inferred from multivariate climate time series. To exemplify the use of WLMC with real climate data, we analyse ...