The continuous wavelet transform: Moving beyond uni‐and bivariate analysis

L Aguiar‐Conraria, MJ Soares - Journal of economic surveys, 2014 - Wiley Online Library
A body of work using the continuous wavelet transform has been growing. We provide a self‐
contained summary on its most relevant theoretical results, describe how such transforms …

A guide to wavelets for economists

PM Crowley - Journal of Economic Surveys, 2007 - Wiley Online Library
Wavelet analysis, although used extensively in disciplines such as signal processing,
engineering, medical sciences, physics and astronomy, has not fully entered the economics …

Time frequency relationship between energy consumption, economic growth and environmental degradation in the United States: Evidence from transportation sector

SA Raza, N Shah, A Sharif - Energy, 2019 - Elsevier
This study examines the impact of energy consumption, economic growth on environmental
degradation in the United States by using the wavelet technique. In order to examine the …

Analyzing volatility spillovers and hedging between oil and stock markets: Evidence from wavelet analysis

R Khalfaoui, M Boutahar, H Boubaker - Energy Economics, 2015 - Elsevier
This paper examines the linkage of crude oil market (WTI) and stock markets of the G-7
countries. We study the mean and volatility spillovers of oil and stock market prices over …

Tourism development and environmental degradation in the United States: evidence from wavelet-based analysis

SA Raza, A Sharif, WK Wong… - Current Issues in Tourism, 2017 - Taylor & Francis
The recent literatures indicate that the tourism development (TD) has significant influence
over the environmental degradation of both high-tourist-arrival and low-tourist-arrival …

A wavelet analysis of mean and volatility spillovers between oil and BRICS stock markets

H Boubaker, SA Raza - Energy Economics, 2017 - Elsevier
This paper investigates the spillover effects of volatility and shocks between oil prices and
the BRICS stock markets using multivariate approach and wavelet analysis at different time …

Tail dependence between Bitcoin and financial assets: Evidence from a quantile cross-spectral approach

A Maghyereh, H Abdoh - International Review of Financial Analysis, 2020 - Elsevier
Using daily price data for Bitcoin and 10 representative financial assets from the stock,
commodity, gold, foreign exchange and bond markets from 2011 to 2019, we study the tail …

Extreme dependence between structural oil shocks and stock markets in GCC countries

A Maghyereh, H Abdoh - Resources Policy, 2022 - Elsevier
This paper investigates how extreme oil price shocks affect the stock market returns of major
oil-exporter countries (Gulf Cooperation Council [GCC] countries) at different time horizons …

Green markets integration in different time scales: A regional analysis

C Urom, H Mzoughi, I Abid, M Brahim - Energy Economics, 2021 - Elsevier
This paper examines the interactions among regional green energy equity markets and their
dependence and connectedness with both uncertainties and price fluctuations in the global …

How do energy markets react to climate policy uncertainty? Fossil vs. renewable and low-carbon energy assets

MA Siddique, H Nobanee, MB Hasan, GS Uddin… - Energy Economics, 2023 - Elsevier
This study examines the impact of climate policy uncertainty (CPU) on fossil-based, as well
as renewable and low-carbon-based energy markets. Leveraging advanced techniques …