Forecasting carbon price accurately is of great significance to ensure the healthy
development of the carbon market. However, due to the non-linearity, non-stationarity, and …

The extreme price swings and complexity in cryptocurrency markets drives multifarious
research into co-movements, in both time and frequency, among cryptocurrencies. In this …

This paper examines the co-movements between Bitcoin (BTC) and the Dow Jones World
Stock Market Index, regional Islamic stock markets, and Sukuk markets. We apply cross …

Accurate carbon price forecasting is essential to reduce carbon dioxide emissions and slow
down global warming. However, a key issue in the carbon trading market is the diversity and …

This paper uses wavelet coherence and cross wavelet transform approaches to examine co-
movement between Bitcoin and five major cryptocurrencies (Dash, Ethereum, Litecoin …

This paper examines the frequency dynamic co-movements between crude oil prices and
stock market returns of three developed economies (Canada, Japan, and the USA) and the …

Redundancy: it is a word heavy with connotations of lacking usefulness. I often hear that the
rationale for not using the continuous wavelet transform (CWT)—even when it appears most …

Climate change imposes increased stress on the relationship between energy and financial
markets. Countries with energy matrices that depend on water sources influenced by …

The collaborative development of the electricity and carbon markets can reduce transaction
costs, stimulate energy conservation and emission reductions, and accelerate the social …

We present the first assessment of US Okun's Law across time and frequencies. We use a
set of continuous wavelet tools that allows for estimating Okun's coefficient and the lead/lag …