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 …
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 …
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
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 …
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 …
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
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 …
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 …
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 …
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 …
oil-exporter countries (Gulf Cooperation Council [GCC] countries) at different time horizons …
Green markets integration in different time scales: A regional analysis
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 …
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
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 …
as renewable and low-carbon-based energy markets. Leveraging advanced techniques …