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 …

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 …

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 …

The co-movement and causality between the US housing and stock markets in the time and frequency domains

XL Li, T Chang, SM Miller, M Balcilar… - International Review of …, 2015 - Elsevier
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 …

Revisiting global economic activity and crude oil prices: A wavelet analysis

M Dong, CP Chang, Q Gong, Y Chu - Economic Modelling, 2019 - Elsevier
Based on the wavelet analysis approach, this paper firstly examines the dynamic
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 …

Do oil and gas prices influence economic policy uncertainty differently: Multi-country evidence using time-frequency approach

SR Dash, D Maitra - The Quarterly Review of Economics and Finance, 2021 - Elsevier
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 …

The relationship between exchange rates and interest rates in a small open emerging economy: The case of Romania

AM Andrieș, B Căpraru, I Ihnatov, AK Tiwari - Economic Modelling, 2017 - Elsevier
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 …

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 …

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 …