60 citations · 78 across the 2 of their papers we have counts for
2 papers
math.NA2024★ 60 cited
Interdependence between Green Financial Instruments and Major Conventional Assets: A Wavelet-Based Network Analysis
Roman Ferrer, Rafael Benitez, Vicente J. Bolos
This paper examines the interdependence between green financial instruments, represented by green bonds and green stocks, and a set of major conventional assets, such as Treasury,…
nlin.CD2019★ 18 cited
Quantifying non-periodicity of non-stationary time series through wavelets
Vicente J. Bolos, Rafael Benitez, Roman Ferrer
In this paper, we introduce a new wavelet tool for studying the degree of non-periodicity of time series that is based on some recently defined tools, such as the \textit{windowed…