Wavelet Entropy for Efficiency Assessment of Price, Return, and Volatility of Brent and WTI During Extreme Events
This study analyzes the market efficiency of crude oil markets, namely Brent and West Texas Intermediate (WTI), during three different periods: pre-COVID-19, during the COVID-19 pandemic, and during the ongoing Russia–Ukraine military conflict. To evaluate the efficiency of crude oil markets, wavele...
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| Main Author: | |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2025-03-01
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| Series: | Commodities |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2813-2432/4/2/4 |
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