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Time–frequency featured co-movement between the stock and prices of crude oil and gold
16 references·5 citing·41 second hop
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References

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  • 2011OIL PRICES AND STOCK MARKETS IN GCC COUNTRIES: EMPIRICAL EVIDENCE FROM PANEL ANALYSIS

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374 cited
  • 2010Oil and the macroeconomy: using wavelets to analyze old issues348 cited
  • 2011Crude oil price forecasting: Experimental evidence from wavelet decomposition and neural network modeling282 cited
  • Cited by

    • 2021Asymmetric effect of energy price on commodity price: New evidence from NARDL and time frequency wavelet approaches68 cited
    • 2023Spillovers and hedging between US equity sectors and gold, oil, islamic stocks and implied volatilities67 cited
    • 2018Revisiting global economic activity and crude oil prices: A wavelet analysis64 cited
    • 2017Uncovering frequency domain causality between gold and the stock markets of China and India: Evidence from implied volatility indices63 cited
    • 2020Return and Volatility Transmissions between Metals and Stocks: A Study of the Emerging Asian Markets by Using the VAR-AGARCH Approach22 cited