ICEEMDAN-Based Transfer Entropy between Global Commodity Classes and African Equities
Mathematical Problems in Engineering
; 2022, 2022.
Article
in English
| ProQuest Central | ID: covidwho-1950452
Keywords
Engineering; Diversification; Stock exchanges; Efficient markets; Entropy; Random variables; Institutional investments; Hypotheses; Securities markets; Efficiency; Volatility; Information transfer; Asset allocation; Time series; Commodities; Uncertainty; Equity; Commodity prices; COVID-19; Portfolio management
Full text:
Available
Collection:
Databases of international organizations
Database:
ProQuest Central
Type of study:
Prognostic study
Language:
English
Journal:
Mathematical Problems in Engineering
Year:
2022
Document Type:
Article
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