Table 2.

Energy decomposition for WTI crude oil price and stock indices CNX Nifty and SCI

Wavelet scalesWTIPCNXPSCIP
D1 (2–4)34.23950.93544.224
D2 (4–8)21.01621.56622.734
D3 (8–16)25.32111.97811.510
D4 (16–32)10.8798.34110.245
D5 (32–64)5.5483.6547.916
D6 (64–128)1.8221.0882.123
S6 (above 128)1.1762.4381.247

Notes:

WTIP = positive changes in WTI Crude Oil Price; CNXP = positive changes in CNX Nifty Index; SCIP = positive changes in Shanghai Composite Index

or Create an Account

Close Modal
Close Modal