SZodixStudyAcademic Library
DashboardShelvesOpen accessMy libraryInboxNotesWriteLearnAlerts
More
Ask your libraryNotificationsQuick citeReview
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
DECOMPOSITION OF ECONOMIC RELATIONSHIPS BY TIMESCALE USING WAVELETS
0 references·16 citing·48 second hopsampled
DECOMPOSITION OF ECONOMIC RELATIONSHIPS BY TIMESCALE USING WAVELETS (1998)DECOMPOSITION OF ECONOMIC RELATIONSHIPS B…Wavelet analysis of impact of renewable energy consumption and technological innovation on CO2 emissions: evidence from Portugal (2021)Wavelet analysis of impact of…Black swan events and safe havens: The role of gold in globally integrated emerging markets (2017)Black swan events and safe ha…Tourism development and environmental degradation in the United States: evidence from wavelet-based analysis (2016)Tourism development and envir…Wavelet-based evidence of the impact of oil prices on stock returns (2013)Wavelet-based evidence of the…Oil price and exchange rates: A wavelet based analysis for India (2013)Oil price and exchange rates:…Modeling nonlinear Granger causality between the oil price and U.S. dollar: A wavelet based approach (2012)Modeling nonlinear Granger ca…Integration of 22 emerging stock markets: A three-dimensional analysis (2012)Integration of 22 emerging st…International stock market indices comovements: a new look (2011)International stock market in…Oil and the macroeconomy: using wavelets to analyze old issues (2010)Oil and the macroeconomy: usi…Measuring comovement in the time–frequency space (2010)Measuring comovement in the t…Wavelet analysis of stock returns and aggregate economic activity (2007)Wavelet analysis of stock ret…A GUIDE TO WAVELETS FOR ECONOMISTS* (2007)A GUIDE TO WAVELETS FOR ECONO…The relationship between stock returns and inflation: new evidence from wavelet analysis (2004)The relationship between stoc…Multiscale systematic risk (2004)Multiscale systematic riskSystematic risk and timescales (2003)Systematic risk and timescalesThe contribution of wavelets to the analysis of economic and financial data (1999)The contribution of wavelets …Economic Forces and the Stock Market (1986)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)Investor Psychology and Security Market Under‐ and Overreactions (1998)Quantile dependence of oil price movements and stock returns (2015)What do we know about oil prices and stock returns? (2018)The asymmetric effects of oil price on sectoral Islamic stocks: New evidence from quantile-on-quantile regression approach (2019)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Testing for causality (1980)Oil and the Macroeconomy since World War II (1983)Linear and nonlinear Granger causality investigation between carbon market and crude oil market: A multi-scale approach (2015)The nexus between COVID-19, temperature and exchange rate in Wuhan city: New findings from partial and multiple wavelet coherence (2020)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)Risk, Return, and Equilibrium: Empirical Tests (1973)Wavelet-based test of co-movement and causality between oil and renewable energy stock prices (2016)Testing for short- and long-run causality: A frequency-domain approach (2005)International comovement of stock market returns: A wavelet analysis (2009)Analyzing volatility spillovers and hedging between oil and stock markets: Evidence from wavelet analysis (2015)Does geopolitical risk strengthen or depress oil prices and financial liquidity? Evidence from Saudi Arabia (2019)Are green bonds a different asset class? Evidence from time-frequency connectedness analysis (2021)AN INTRODUCTION TO LONG‐MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING (1980)Use of Cumulative Sums of Squares for Retrospective Detection of Changes of Variance (1994)An Introduction to Wavelets and Other Filtering Methods in Finance and Economics (2002)What is an Oil Shock? (2000)Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market (2009)The role of renewable energy consumption and financial development in environmental sustainability: implications for the Nordic Countries (2022)ARCH modeling in finance (1992)The Decomposition of Economic Relationships by Time Scale Using Wavelets: Expenditure and Income (1998)Wavelet-based feature extraction and decomposition strategies for financial forecasting (1998)Wavelets in Economics and Finance: Past and Future (2002)Crude oil price analysis and forecasting using wavelet decomposed ensemble model (2012)Does oil prices impede Islamic stock indices? Fresh insights from wavelet-based quantile-on-quantile approach (2019)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Testing for a Unit Root in Time Series Regression (1988)Bounds testing approaches to the analysis of level relationships (2001)Impact of tourism on CO2emission: evidence from Pakistan (2017)Dynamic common correlated effects of trade openness, FDI, and institutional performance on environmental quality: evidence from OIC countries (2020)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Are safe haven assets really safe during the 2008 global financial crisis and COVID-19 pandemic? (2021)Does the Russia-Ukraine War Lead to Currency Asymmetries? A US Dollar Tale (2022)Gold or Bitcoin, which is the safe haven during the COVID-19 pandemic? (2022)Measurement of Linear Dependence and Feedback Between Multiple Time Series (1982)Environmental Impacts of a North American Free Trade Agreement (1991)Economic growth, energy consumption, financial development, international trade and CO2 emissions in Indonesia (2013)Do nuclear energy and renewable energy surge environmental quality in the United States? New insights from novel bootstrap Fourier Granger causality in quantiles approach (2022)Do technology and renewable energy contribute to energy efficiency and carbon neutrality? Evidence from top ten manufacturing countries (2023)Is green finance really “green”? Examining the long-run relationship between green finance, renewable energy and environmental performance in developing countries (2023)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

No references inside the corpus for this window.

Cited by

  • 2007A GUIDE TO WAVELETS FOR ECONOMISTS*422 cited
  • 2010Oil and the macroeconomy: using wavelets to analyze old issues348 cited
  • 2004Multiscale systematic risk316 cited
  • 2013Wavelet-based evidence of the impact of oil prices on stock returns271 cited
  • 2021Wavelet analysis of impact of renewable energy consumption and technological innovation on CO2 emissions: evidence from Portugal266 cited
  • 2010Measuring comovement in the time–frequency space254 cited
  • 1999The contribution of wavelets to the analysis of economic and financial data247 cited
  • 2016Tourism development and environmental degradation in the United States: evidence from wavelet-based analysis220 cited
  • 2012Modeling nonlinear Granger causality between the oil price and U.S. dollar: A wavelet based approach212 cited
  • 2017Black swan events and safe havens: The role of gold in globally integrated emerging markets205 cited
  • 2004The relationship between stock returns and inflation: new evidence from wavelet analysis200 cited
  • 2007Wavelet analysis of stock returns and aggregate economic activity200 cited
  • 2003Systematic risk and timescales194 cited
  • 2013Oil price and exchange rates: A wavelet based analysis for India

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

193 cited
  • 2011International stock market indices comovements: a new look159 cited
  • 2012Integration of 22 emerging stock markets: A three-dimensional analysis147 cited