Multifractal detrended cross-correlation analysis of the relation between price and volume in European carbon futures markets

2020 ◽  
Vol 537 ◽  
pp. 122310 ◽  
Author(s):  
Shaohui Zou ◽  
Tian Zhang
Keyword(s):  
Correlation Analysis ◽  
Futures Markets ◽  
Cross Correlation ◽  
Cross Correlation Analysis

Effect of Weather on Agricultural Futures Markets on the Basis of DCCA Cross-Correlation Coefficient Analysis

2016 ◽  
Vol 15 (02) ◽  
pp. 1650012 ◽  
Author(s):  
Guangxi Cao ◽  
Cuiting He ◽  
Wei Xu
Keyword(s):  
Correlation Analysis ◽  
Futures Markets ◽  
Cross Correlation ◽  
Moving Average ◽  
Correlation Coefficients ◽  
Weather Conditions ◽  
Extreme Weather ◽  
Fluctuation Analysis ◽  
Cross Correlation Analysis ◽  
Agricultural Futures

This study investigates the correlation between weather and agricultural futures markets on the basis of detrended cross-correlation analysis (DCCA) cross-correlation coefficients and [Formula: see text]-dependent cross-correlation coefficients. In addition, detrended fluctuation analysis (DFA) is used to measure extreme weather and thus analyze further the effect of this condition on agricultural futures markets. Cross-correlation exists between weather and agricultural futures markets on certain time scales. There are some correlations between temperature and soybean return associated with medium amplitudes. Under extreme weather conditions, weather exerts different influences on different agricultural products; for instance, soybean return is greatly influenced by temperature, and weather variables exhibit no effect on corn return. Based on the detrending moving-average cross-correlation analysis (DMCA) coefficient and DFA regression results are similar to that of DCCA coefficient.

Application of Cross-correlation Analysis Method for Measurement of the Fluid Flow Rate Based on X-ray Radiation

2019 ◽  
Vol 11 (1) ◽  
pp. 01025-1-01025-5 ◽  
Author(s):  
N. A. Borodulya ◽  
◽  
R. O. Rezaev ◽  
S. G. Chistyakov ◽  
E. I. Smirnova ◽  
...  
Keyword(s):  
Fluid Flow ◽  
Correlation Analysis ◽  
Flow Rate ◽  
Cross Correlation ◽  
Fluid Flow Rate ◽  
Analysis Method ◽  
X Ray ◽  
Cross Correlation Analysis ◽  
Correlation Analysis Method

scholarly journals Features of Cross-Correlation Analysis in a Data-Driven Approach for Structural Damage Assessment

Sensors ◽  
2018 ◽  
Vol 18 (5) ◽  
pp. 1571 ◽  
Author(s):  
Jhonatan Camacho Navarro ◽  
Magda Ruiz ◽  
Rodolfo Villamizar ◽  
Luis Mujica ◽  
Jabid Quiroga
Keyword(s):  
Correlation Analysis ◽  
Damage Assessment ◽  
Structural Damage ◽  
Cross Correlation ◽  
Data Driven ◽  
Cross Correlation Analysis ◽  
Data Driven Approach
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