{"bundle_type":"pith_open_graph_bundle","bundle_version":"1.0","pith_number":"pith:2012:FOJYUW4AUTLGYHFGTHMHKTVI5D","short_pith_number":"pith:FOJYUW4A","canonical_record":{"source":{"id":"1201.4776","kind":"arxiv","version":1},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.ST","submitted_at":"2012-01-23T17:23:01Z","cross_cats_sorted":[],"title_canon_sha256":"ccbd59432bc3091dedb7d6b9f011c462daf85be3bb5100423b385f90f8caf43c","abstract_canon_sha256":"9ca88445a48f9e552a7e1ba75ca4c389ec91cf84b3ac5d771789fddad10b09b3"},"schema_version":"1.0"},"canonical_sha256":"2b938a5b80a4d66c1ca699d8754ea8e8f031a41e2401530a4f4e79d85bb5f7c1","source":{"kind":"arxiv","id":"1201.4776","version":1},"source_aliases":[{"alias_kind":"arxiv","alias_value":"1201.4776","created_at":"2026-05-18T04:04:05Z"},{"alias_kind":"arxiv_version","alias_value":"1201.4776v1","created_at":"2026-05-18T04:04:05Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1201.4776","created_at":"2026-05-18T04:04:05Z"},{"alias_kind":"pith_short_12","alias_value":"FOJYUW4AUTLG","created_at":"2026-05-18T12:27:06Z"},{"alias_kind":"pith_short_16","alias_value":"FOJYUW4AUTLGYHFG","created_at":"2026-05-18T12:27:06Z"},{"alias_kind":"pith_short_8","alias_value":"FOJYUW4A","created_at":"2026-05-18T12:27:06Z"}],"events":[{"event_type":"record_created","subject_pith_number":"pith:2012:FOJYUW4AUTLGYHFGTHMHKTVI5D","target":"record","payload":{"canonical_record":{"source":{"id":"1201.4776","kind":"arxiv","version":1},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.ST","submitted_at":"2012-01-23T17:23:01Z","cross_cats_sorted":[],"title_canon_sha256":"ccbd59432bc3091dedb7d6b9f011c462daf85be3bb5100423b385f90f8caf43c","abstract_canon_sha256":"9ca88445a48f9e552a7e1ba75ca4c389ec91cf84b3ac5d771789fddad10b09b3"},"schema_version":"1.0"},"canonical_sha256":"2b938a5b80a4d66c1ca699d8754ea8e8f031a41e2401530a4f4e79d85bb5f7c1","receipt":{"kind":"pith_receipt","key_id":"pith-v1-2026-05","algorithm":"ed25519","signed_at":"2026-05-18T04:04:05.211702Z","signature_b64":"7k1mYFpunn4J7wMWpKCr5YnGjL5wIoV6dpC2Ycj/gAc6e4LPJa6BmxxoqxvuTLdPhV9LI5bFR2DA6jJ9JdCLAA==","signed_message":"canonical_sha256_bytes","builder_version":"pith-number-builder-2026-05-17-v1","receipt_version":"0.3","canonical_sha256":"2b938a5b80a4d66c1ca699d8754ea8e8f031a41e2401530a4f4e79d85bb5f7c1","last_reissued_at":"2026-05-18T04:04:05.211244Z","signature_status":"signed_v1","first_computed_at":"2026-05-18T04:04:05.211244Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"source_kind":"arxiv","source_id":"1201.4776","source_version":1,"attestation_state":"computed"},"signer":{"signer_id":"pith.science","signer_type":"pith_registry","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"created_at":"2026-05-18T04:04:05Z","supersedes":[],"prev_event":null,"signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"IkYKeSYft42AOhAUbYnKAkkpK1B9Pb2W6Yr9Drza+nBWyYsWqaeNHUIlMA+pm0vp9INDMBlng/ZUt/2C0nIJBg==","signed_message":"open_graph_event_sha256_bytes","signed_at":"2026-05-31T07:32:56.521195Z"},"content_sha256":"42261b5c61f12f8ac40472034de667a9d42f28ffea67654652d86d86d37752a1","schema_version":"1.0","event_id":"sha256:42261b5c61f12f8ac40472034de667a9d42f28ffea67654652d86d86d37752a1"},{"event_type":"graph_snapshot","subject_pith_number":"pith:2012:FOJYUW4AUTLGYHFGTHMHKTVI5D","target":"graph","payload":{"graph_snapshot":{"paper":{"title":"Co-movement of energy commodities revisited: Evidence from wavelet coherence analysis","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":[],"primary_cat":"q-fin.ST","authors_text":"Jozef Barunik, Lukas Vacha","submitted_at":"2012-01-23T17:23:01Z","abstract_excerpt":"In this paper, we contribute to the literature on energy market co-movement by studying its dynamics in the time-frequency domain. The novelty of our approach lies in the application of wavelet tools to commodity market data. A major part of economic time series analysis is done in the time or frequency domain separately. Wavelet analysis combines these two fundamental approaches allowing study of the time series in the time- frequency domain. Using this framework, we propose a new, model-free way of estimating time-varying cor- relations. In the empirical analysis, we connect our approach to "},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1201.4776","kind":"arxiv","version":1},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"references":{"count":0,"sample":[],"resolved_work":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","internal_anchors":0},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"author_claims":{"count":0,"strong_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"builder_version":"pith-number-builder-2026-05-17-v1"},"verdict_id":null},"signer":{"signer_id":"pith.science","signer_type":"pith_registry","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"created_at":"2026-05-18T04:04:05Z","supersedes":[],"prev_event":null,"signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"pSoPve/vLbK6G23EX/ReIwZLL32OcCSEbTTPc/naeiEV5Yz2nafMESrIby5GRqre6/WBQ+m7ke4jZ+7rTSQHCg==","signed_message":"open_graph_event_sha256_bytes","signed_at":"2026-05-31T07:32:56.521603Z"},"content_sha256":"5c30c11a2d5b16ce09b649ed59fb5d0576254fb9f2db7deca74de34ad18eede7","schema_version":"1.0","event_id":"sha256:5c30c11a2d5b16ce09b649ed59fb5d0576254fb9f2db7deca74de34ad18eede7"}],"timestamp_proofs":[],"mirror_hints":[{"mirror_type":"https","name":"Pith Resolver","base_url":"https://pith.science","bundle_url":"https://pith.science/pith/FOJYUW4AUTLGYHFGTHMHKTVI5D/bundle.json","state_url":"https://pith.science/pith/FOJYUW4AUTLGYHFGTHMHKTVI5D/state.json","well_known_bundle_url":"https://pith.science/.well-known/pith/FOJYUW4AUTLGYHFGTHMHKTVI5D/bundle.json","status":"primary"}],"public_keys":[{"key_id":"pith-v1-2026-05","algorithm":"ed25519","format":"raw","public_key_b64":"stVStoiQhXFxp4s2pdzPNoqVNBMojDU/fJ2db5S3CbM=","public_key_hex":"b2d552b68890857171a78b36a5dccf368a953413288c353f7c9d9d6f94b709b3","fingerprint_sha256_b32_first128bits":"RVFV5Z2OI2J3ZUO7ERDEBCYNKS","fingerprint_sha256_hex":"8d4b5ee74e4693bcd1df2446408b0d54","rotates_at":null,"url":"https://pith.science/pith-signing-key.json","notes":"Pith uses this Ed25519 key to sign canonical record SHA-256 digests. Verify with: ed25519_verify(public_key, message=canonical_sha256_bytes, signature=base64decode(signature_b64))."}],"merge_version":"pith-open-graph-merge-v1","built_at":"2026-05-31T07:32:56Z","links":{"resolver":"https://pith.science/pith/FOJYUW4AUTLGYHFGTHMHKTVI5D","bundle":"https://pith.science/pith/FOJYUW4AUTLGYHFGTHMHKTVI5D/bundle.json","state":"https://pith.science/pith/FOJYUW4AUTLGYHFGTHMHKTVI5D/state.json","well_known_bundle":"https://pith.science/.well-known/pith/FOJYUW4AUTLGYHFGTHMHKTVI5D/bundle.json"},"state":{"state_type":"pith_open_graph_state","state_version":"1.0","pith_number":"pith:2012:FOJYUW4AUTLGYHFGTHMHKTVI5D","merge_version":"pith-open-graph-merge-v1","event_count":2,"valid_event_count":2,"invalid_event_count":0,"equivocation_count":0,"current":{"canonical_record":{"metadata":{"abstract_canon_sha256":"9ca88445a48f9e552a7e1ba75ca4c389ec91cf84b3ac5d771789fddad10b09b3","cross_cats_sorted":[],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.ST","submitted_at":"2012-01-23T17:23:01Z","title_canon_sha256":"ccbd59432bc3091dedb7d6b9f011c462daf85be3bb5100423b385f90f8caf43c"},"schema_version":"1.0","source":{"id":"1201.4776","kind":"arxiv","version":1}},"source_aliases":[{"alias_kind":"arxiv","alias_value":"1201.4776","created_at":"2026-05-18T04:04:05Z"},{"alias_kind":"arxiv_version","alias_value":"1201.4776v1","created_at":"2026-05-18T04:04:05Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1201.4776","created_at":"2026-05-18T04:04:05Z"},{"alias_kind":"pith_short_12","alias_value":"FOJYUW4AUTLG","created_at":"2026-05-18T12:27:06Z"},{"alias_kind":"pith_short_16","alias_value":"FOJYUW4AUTLGYHFG","created_at":"2026-05-18T12:27:06Z"},{"alias_kind":"pith_short_8","alias_value":"FOJYUW4A","created_at":"2026-05-18T12:27:06Z"}],"graph_snapshots":[{"event_id":"sha256:5c30c11a2d5b16ce09b649ed59fb5d0576254fb9f2db7deca74de34ad18eede7","target":"graph","created_at":"2026-05-18T04:04:05Z","signer":{"key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signer_id":"pith.science","signer_type":"pith_registry"},"payload":{"graph_snapshot":{"author_claims":{"count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","strong_count":0},"builder_version":"pith-number-builder-2026-05-17-v1","claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"paper":{"abstract_excerpt":"In this paper, we contribute to the literature on energy market co-movement by studying its dynamics in the time-frequency domain. The novelty of our approach lies in the application of wavelet tools to commodity market data. A major part of economic time series analysis is done in the time or frequency domain separately. Wavelet analysis combines these two fundamental approaches allowing study of the time series in the time- frequency domain. Using this framework, we propose a new, model-free way of estimating time-varying cor- relations. In the empirical analysis, we connect our approach to ","authors_text":"Jozef Barunik, Lukas Vacha","cross_cats":[],"headline":"","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.ST","submitted_at":"2012-01-23T17:23:01Z","title":"Co-movement of energy commodities revisited: Evidence from wavelet coherence analysis"},"references":{"count":0,"internal_anchors":0,"resolved_work":0,"sample":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1201.4776","kind":"arxiv","version":1},"verdict":{"created_at":null,"id":null,"model_set":{},"one_line_summary":"","pipeline_version":null,"pith_extraction_headline":"","strongest_claim":"","weakest_assumption":""}},"verdict_id":null}}],"author_attestations":[],"timestamp_anchors":[],"storage_attestations":[],"citation_signatures":[],"replication_records":[],"corrections":[],"mirror_hints":[],"record_created":{"event_id":"sha256:42261b5c61f12f8ac40472034de667a9d42f28ffea67654652d86d86d37752a1","target":"record","created_at":"2026-05-18T04:04:05Z","signer":{"key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signer_id":"pith.science","signer_type":"pith_registry"},"payload":{"attestation_state":"computed","canonical_record":{"metadata":{"abstract_canon_sha256":"9ca88445a48f9e552a7e1ba75ca4c389ec91cf84b3ac5d771789fddad10b09b3","cross_cats_sorted":[],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.ST","submitted_at":"2012-01-23T17:23:01Z","title_canon_sha256":"ccbd59432bc3091dedb7d6b9f011c462daf85be3bb5100423b385f90f8caf43c"},"schema_version":"1.0","source":{"id":"1201.4776","kind":"arxiv","version":1}},"canonical_sha256":"2b938a5b80a4d66c1ca699d8754ea8e8f031a41e2401530a4f4e79d85bb5f7c1","receipt":{"algorithm":"ed25519","builder_version":"pith-number-builder-2026-05-17-v1","canonical_sha256":"2b938a5b80a4d66c1ca699d8754ea8e8f031a41e2401530a4f4e79d85bb5f7c1","first_computed_at":"2026-05-18T04:04:05.211244Z","key_id":"pith-v1-2026-05","kind":"pith_receipt","last_reissued_at":"2026-05-18T04:04:05.211244Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","receipt_version":"0.3","signature_b64":"7k1mYFpunn4J7wMWpKCr5YnGjL5wIoV6dpC2Ycj/gAc6e4LPJa6BmxxoqxvuTLdPhV9LI5bFR2DA6jJ9JdCLAA==","signature_status":"signed_v1","signed_at":"2026-05-18T04:04:05.211702Z","signed_message":"canonical_sha256_bytes"},"source_id":"1201.4776","source_kind":"arxiv","source_version":1}}},"equivocations":[],"invalid_events":[],"applied_event_ids":["sha256:42261b5c61f12f8ac40472034de667a9d42f28ffea67654652d86d86d37752a1","sha256:5c30c11a2d5b16ce09b649ed59fb5d0576254fb9f2db7deca74de34ad18eede7"],"state_sha256":"9ed591367e89d281959766bafa5ad087f7728cc73fea74a0e521b98a6997bfcf"},"bundle_signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"3phIMf976O3Jwyh0st/a4NfUMr1r4Tp7mBDIzOjtlNp4pWMQBKJuXO53Sz0n3p79Zivp/FQswLOOnLjufknaCw==","signed_message":"bundle_sha256_bytes","signed_at":"2026-05-31T07:32:56.523945Z","bundle_sha256":"f390980034bd02f6c512bc61ef80a9c1b2e7e3472eb72507504112b80d932689"}}