A time-frequency analysis of trade openness and CO2 emissions in France
M Mutascu - Energy policy, 2018 - Elsevier
The paper explores the comovement between trade openness and carbon dioxide (CO 2)
emissions in France, over the period 1960–2013 by using the wavelet tool. The investigation …
emissions in France, over the period 1960–2013 by using the wavelet tool. The investigation …
Causality between European economic policy uncertainty and tourism using wavelet-based approaches
TP Wu, HC Wu - Journal of Travel Research, 2019 - journals.sagepub.com
This article aims to examine the link between European economic policy uncertainty (EPU)
and tourism activities in Portugal, Ireland, Italy, Greece, and Spain using wavelet transform …
and tourism activities in Portugal, Ireland, Italy, Greece, and Spain using wavelet transform …
Portfolio diversification benefits of Islamic investors with their major trading partners: Evidence from Malaysia based on MGARCH-DCC and wavelet approaches
AM Rahim, M Masih - Economic Modelling, 2016 - Elsevier
Previous studies have investigated the interdependence of Malaysian stock market with its
major trading partners without taking into account the time-varying correlations and different …
major trading partners without taking into account the time-varying correlations and different …
The co-movement and causality between the US housing and stock markets in the time and frequency domains
This study applies wavelet analysis to examine the relationship between the US housing
and stock markets over the period 1890–2012. Wavelet analysis allows the simultaneous …
and stock markets over the period 1890–2012. Wavelet analysis allows the simultaneous …
Revisiting global economic activity and crude oil prices: A wavelet analysis
Based on the wavelet analysis approach, this paper firstly examines the dynamic
relationship between global economic activity (proxied by the Kilian economic index) and …
relationship between global economic activity (proxied by the Kilian economic index) and …
Trade Openness - CO2 Emissions Nexus: a Wavelet Evidence from EU
M Mutascu, A Sokic - Environmental Modeling & Assessment, 2020 - Springer
The paper explores the interaction between trade openness and CO 2 emissions in the
European Union (EU) by using the wavelet tool. The sample covers the period 1960–2014 …
European Union (EU) by using the wavelet tool. The sample covers the period 1960–2014 …
Do oil and gas prices influence economic policy uncertainty differently: Multi-country evidence using time-frequency approach
This paper using data from major oil dependent countries examines the linear and nonlinear
causal relationship, and time-frequency co-movement between economic policy uncertainty …
causal relationship, and time-frequency co-movement between economic policy uncertainty …
The relationship between exchange rates and interest rates in a small open emerging economy: The case of Romania
This paper revisits the relationship between interest rates and exchange rates in a small
open emerging economy using wavelet-based methodologies. Based on data for Romania …
open emerging economy using wavelet-based methodologies. Based on data for Romania …
The effects of economic and financial shocks on private investment: A wavelet study of return and volatility spillovers
GVS Chiranjivi, R Sensarma - International Review of Financial Analysis, 2023 - Elsevier
This paper examines the linkage between private investments and shocks in economic and
financial indicators. Using data from India, we study the return and volatility spillovers from …
financial indicators. Using data from India, we study the return and volatility spillovers from …
Causality in continuous wavelet transform without spectral matrix factorization: theory and application
OR Olayeni - Computational Economics, 2016 - Springer
This paper proposes a continuous wavelet transform causality method that dispenses with
minimum-phase spectral density matrix factorization. Extant methods based on minimum …
minimum-phase spectral density matrix factorization. Extant methods based on minimum …