نوع مقاله : مقاله پژوهشی
نویسندگان
1 کارشناس ارشد مدیریت مالی، مدیریت اکتشاف شرکت ملی نفت ایران (مسئول مکاتبات)
2 کارشناس ارشد مدیریت مالی
3 استادیار دانشکده مدیریت دانشگاه تهران
4 دانشیار دانشکده مدیریت دانشگاه تهران
چکیده
کلیدواژه‌ها
عنوان مقاله [English]
نویسندگان [English]
One of the important issues in the financial markets topic is the relation between the prices of valuable commodities like oil and gold and the various exchange rates. Wavelets are mathematical functions for analyzing the time series into their components in various time scales. In this paper firstly the time series of oil price, various exchange rate & gold price are analysis to their components in various time scales by wavelet transform and then the correlation between these components are studied. The results showed that the correlation between these variants are different in the various time scales and also is different from the direct correlation of them. In the case that the direct correlation between the variants is not meaningful we can get valuable correlation in various time scales.
کلیدواژه‌ها [English]
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