Analyzing the time-frequency connectedness among oil, gold prices and BRICS geopolitical risks

2021 ◽  
Vol 73 ◽  
pp. 102134
Author(s):  
Yingli Li ◽  
Jianbai Huang ◽  
Wang Gao ◽  
Hongwei Zhang
2019 ◽  
Vol 31 (3) ◽  
pp. 492-516 ◽  
Author(s):  
Boying Li ◽  
Chun-Ping Chang ◽  
Yin Chu ◽  
Bo Sui

This paper firstly investigates the frequency- and time-varying co-movement and causal relationship between crude oil prices (proxied by the West Texas Intermediate, Brent, Dubai and Nigerian Forcados spot oil prices) and geopolitical risks based on the wavelet analysis over the period of 1985–2016. Overall, our results demonstrate significant dynamic co-movement and causality in the varying time–frequency domains. We find high degree of co-movement between geopolitical risks and oil prices at high frequencies (in the short run) for the entire sample period; however, such a correlation does not exist at low frequencies (in the long run) for most of the sample period. We also find distinct patterns of causal relationships between geopolitical risks and oil prices across different benchmark markets. Results are robust when we control for global economic outlook. Our findings provide valuable implications for policy makers and oil market investors based on the dynamic relationship between geopolitical risks and oil prices.


Author(s):  
Weihai Sun ◽  
Lemei Han

Machine fault detection has great practical significance. Compared with the detection method that requires external sensors, the detection of machine fault by sound signal does not need to destroy its structure. The current popular audio-based fault detection often needs a lot of learning data and complex learning process, and needs the support of known fault database. The fault detection method based on audio proposed in this paper only needs to ensure that the machine works normally in the first second. Through the correlation coefficient calculation, energy analysis, EMD and other methods to carry out time-frequency analysis of the subsequent collected sound signals, we can detect whether the machine has fault.


2019 ◽  
Vol 16 (6) ◽  
pp. 50-59
Author(s):  
O. P. Trubitsina ◽  
V. N. Bashkin

The article is devoted to the consideration of geopolitical challenges for the analysis of geoenvironmental risks (GERs) in the hydrocarbon development of the Arctic territory. Geopolitical risks (GPRs), like GERs, can be transformed into opposite external environment factors of oil and gas industry facilities in the form of additional opportunities or threats, which the authors identify in detail for each type of risk. This is necessary for further development of methodological base of expert methods for GER management in the context of the implementational proposed two-stage model of the GER analysis taking to account GPR for the improvement of effectiveness making decisions to ensure optimal operation of the facility oil and gas industry and minimize the impact on the environment in the geopolitical conditions of the Arctic.The authors declare no conflict of interest


1997 ◽  
Vol 117 (3) ◽  
pp. 338-345 ◽  
Author(s):  
Masatake Kawada ◽  
Masakazu Wada ◽  
Zen-Ichiro Kawasaki ◽  
Kenji Matsu-ura ◽  
Makoto Kawasaki

2009 ◽  
Vol E92-B (12) ◽  
pp. 3717-3725
Author(s):  
Thomas HUNZIKER ◽  
Ziyang JU ◽  
Dirk DAHLHAUS

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