SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
A Multiple and Partial Wavelet Analysis of the Oil Price, Inflation, Exchange Rate, and Economic Growth Nexus in Saudi Arabia
16 references·13 citing·43 second hop
A Multiple and Partial Wavelet Analysis of the Oil Price, Inflation, Exchange Rate, and Economic Growth Nexus in Saudi Arabia (2018)A Multiple and Partial Wavelet Analysis o…Nonmonetary Effects of the Financial Crisis in the Propagation of the Great Depression (2024)Nonmonetary Effects of the Fi…NONLINEARITIES AND THE MACROECONOMIC EFFECTS OF OIL PRICES (2011)NONLINEARITIES AND THE MACROE…Oil and the macroeconomy: using wavelets to analyze old issues (2010)Oil and the macroeconomy: usi…Using wavelets to decompose the time–frequency effects of monetary policy (2008)Using wavelets to decompose t…Understanding Crude Oil Prices (2008)Understanding Crude Oil PricesOil prices and economic activity: An asymmetric cointegration approach (2006)Oil prices and economic activ…Energy prices and aggregate economic activity: an interpretative survey (2002)Energy prices and aggregate e…Sectoral job creation and destruction responses to oil price changes (2001)Sectoral job creation and des…The Decomposition of Economic Relationships by Time Scale Using Wavelets: Expenditure and Income (1998)The Decomposition of Economic…Oil price volatility and the macroeconomy (1996)Oil price volatility and the …Scale Economies, Product Differentiation, and the Pattern of Trade (1990)Scale Economies, Product Diff…Oil and the Macroeconomy When Prices Go Up and Down: An Extension of Hamilton's Results (1989)Oil and the Macroeconomy When…A Neoclassical Model of Unemployment and the Business Cycle (1988)A Neoclassical Model of Unemp…Oil Prices and Exchange Rates (1983)Oil Prices and Exchange RatesOil and the Macroeconomy since World War II (1983)Oil and the Macroeconomy sinc…Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Investigating Causal Relation…The resource-based Kuznets curve hypothesis: An empirical exploration (2024)The resource-based Kuznets cu…The non-oil institutional sectors and economic growth in Saudi Arabia (2024)The non-oil institutional sec…Dynamic dependence and causality between crude oil, green bonds, commodities, geopolitical risks, and policy uncertainty (2023)Dynamic dependence and causal…Natural resources commodity prices volatility and economic uncertainty: Evaluating the role of oil and gas rents in COVID-19 (2022)Natural resources commodity p…Natural resources commodity prices volatility and economic performance: Evidence from China pre and post COVID-19 (2021)Natural resources commodity p…How do geopolitical risks affect oil prices and freight rates? (2021)How do geopolitical risks aff…CO2 emissions and economic growth: Assessing the heterogeneous effects across climate regimes in Africa (2021)CO2 emissions and economic gr…Safe-Haven Properties of Soft Commodities during Times of COVID-19 (2020)Safe-Haven Properties of Soft…How do dynamic responses of exchange rates to oil price shocks co-move? From a time-varying perspective (2020)How do dynamic responses of e…Dynamic connection between inward foreign direct investment, renewable energy, economic growth and carbon emission in China: evidence from partial and multiple wavelet coherence (2020)Dynamic connection between in…Can crude oil drive the co-movement in the international stock market? Evidence from partial wavelet coherence analysis (2020)Can crude oil drive the co-mo…Who leads the inflation cycle in Europe? Inflation cycle and spillover influence among Eurozone and non-Eurozone economies (2019)Who leads the inflation cycle…Dynamic impacts of crude oil price on Chinese investor sentiment: Nonlinear causality and time-varying effect (2019)Dynamic impacts of crude oil …Increasing returns, monopolistic competition, and international trade (1979)Increasing Returns and Economic Geography (1990)The Impact of Trade on Intra-Industry Reallocations and Aggregate Industry Productivity (2002)Market Size, Trade, and Productivity (2005)The Economics of Exhaustible Resources (1931)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)What is an Oil Shock? (2000)Causes and Consequences of the Oil Shock of 2007-08 (2009)Dynamic correlation between stock market and oil prices: The case of oil-importing and oil-exporting countries (2011)Financialization of Commodity Markets (2013)Macroeconomics and Reality (1980)Comparing alternative tests of causality in temporal systems (1983)This is what happened to the oil price-macroeconomy relationship (1996)Oil price shocks and stock market activity (1999)Irreversibility, Uncertainty, and Cyclical Investment (1980)Time to Build and Aggregate Fluctuations (1982)Oil Price Shocks and the Macroeconomy: What Has Been Learned Since 1996 (2004)Examining carbon emissions economic growth nexus for India: A multivariate cointegration approach (2010)Oil price shocks and their short- and long-term effects on the Chinese economy (2010)Expected stock returns and volatility (1987)Statistical analysis of cointegration vectors (1988)Testing for a Unit Root in Time Series Regression (1988)Oil prices, economic activity and inflation: evidence for some Asian countries (2004)Oil Price Uncertainty (2010)Interpreting the macroeconomic time series facts (1992)Discretion versus policy rules in practice (1993)Measuring Business Cycles: Approximate Band-Pass Filters for Economic Time Series (1999)Co-movement of energy commodities revisited: Evidence from wavelet coherence analysis (2011)What Are the Main Drivers of the Bitcoin Price? Evidence from Wavelet Coherence Analysis (2015)Bitcoin, gold, and commodities as safe havens for stocks: New insight through wavelet analysis (2020)Credit Rationing in Markets with Imperfect Information (1981)Bank Runs, Deposit Insurance, and Liquidity (1983)The Benefits of Lending Relationships: Evidence from Small Business Data (1994)Bank governance, regulation and risk taking (2008)The federal funds rate and the channels of monetary transmission (1989)Job Creation and Job Destruction in the Theory of Unemployment (1994)Monetary Policy, Business Cycles, and the Behavior of Small Manufacturing Firms (1994)Oil prices, inflation and interest rates in a structural cointegrated VAR model for the G-7 countries (2007)Oil price shocks and stock markets in the U.S. and 13 European countries (2008)The Economic Effects of Energy Price Shocks (2008)Oil prices, US stock return, and the dependence between their quantiles (2015)Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Testing for Granger non-causality in heterogeneous panels (2012)
this work references cited by second hop

References

  • 1969Investigating Causal Relations by Econometric Models and Cross-spectral Methods22,971 cited
  • 1990Scale Economies, Product Differentiation, and the Pattern of Trade4,464 cited
  • 1983Oil and the Macroeconomy since World War II3,823 cited
  • 2024Nonmonetary Effects of the Financial Crisis in the Propagation of the Great Depression1,701 cited
  • 1989Oil and the Macroeconomy When Prices Go Up and Down: An Extension of Hamilton's Results1,557 cited
  • 2008Understanding Crude Oil Prices1,270 cited
  • 1996Oil price volatility and the macroeconomy765 cited
  • 2001Sectoral job creation and destruction responses to oil price changes650 cited
  • 2008Using wavelets to decompose the time–frequency effects of monetary policy590 cited
  • 2002Energy prices and aggregate economic activity: an interpretative survey587 cited
  • 1988A Neoclassical Model of Unemployment and the Business Cycle554 cited
  • 2011NONLINEARITIES AND THE MACROECONOMIC EFFECTS OF OIL PRICES475 cited
  • 1983Oil Prices and Exchange Rates468 cited
  • 2006Oil prices and economic activity: An asymmetric cointegration approach401 cited
  • 1998The Decomposition of Economic Relationships by Time Scale Using Wavelets: Expenditure and Income

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

370 cited
  • 2010Oil and the macroeconomy: using wavelets to analyze old issues348 cited
  • Cited by

    • 2020Can crude oil drive the co-movement in the international stock market? Evidence from partial wavelet coherence analysis118 cited
    • 2023Dynamic dependence and causality between crude oil, green bonds, commodities, geopolitical risks, and policy uncertainty114 cited
    • 2021Natural resources commodity prices volatility and economic performance: Evidence from China pre and post COVID-19105 cited
    • 2021How do geopolitical risks affect oil prices and freight rates?99 cited
    • 2019Dynamic impacts of crude oil price on Chinese investor sentiment: Nonlinear causality and time-varying effect90 cited
    • 2020Dynamic connection between inward foreign direct investment, renewable energy, economic growth and carbon emission in China: evidence from partial and multiple wavelet coherence73 cited
    • 2020Safe-Haven Properties of Soft Commodities during Times of COVID-1973 cited
    • 2021CO2 emissions and economic growth: Assessing the heterogeneous effects across climate regimes in Africa64 cited
    • 2022Natural resources commodity prices volatility and economic uncertainty: Evaluating the role of oil and gas rents in COVID-1964 cited
    • 2020How do dynamic responses of exchange rates to oil price shocks co-move? From a time-varying perspective56 cited
    • 2019Who leads the inflation cycle in Europe? Inflation cycle and spillover influence among Eurozone and non-Eurozone economies25 cited
    • 2024The resource-based Kuznets curve hypothesis: An empirical exploration10 cited
    • 2024The non-oil institutional sectors and economic growth in Saudi Arabia9 cited