1. Inflation synchronization and shock transmission between the eurozone and the non-euro CEE Economies: A wavelet quantile VAR approach. (2025). Canepa, Alessandra ; Alqaralleh, Huthaifa Sameeh ; Muchova, Eva.
   In: The North American Journal of Economics and Finance.
   RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940824002596.

   Full description at Econpapers || Download paper

2. Quantile spillovers and connectedness between oil shocks and stock markets of the largest oil producers and consumers. (2024). Hanif, Waqas ; Hadhri, Sinda ; el Khoury, Rim.
   In: Journal of Commodity Markets.
   RePEc:eee:jocoma:v:34:y:2024:i:c:s2405851324000230.

   Full description at Econpapers || Download paper

3. Is the impact of oil shocks more pronounced during extreme market conditions?. (2023). Vo, Xuan Vinh ; Ghardallou, Wafa ; Kang, Sang Hoon ; Nautiyal, Neeraj ; Ur, Mobeen.
   In: Resources Policy.
   RePEc:eee:jrpoli:v:85:y:2023:i:pa:s0301420723006104.

   Full description at Econpapers || Download paper

4. EU sectoral stocks amid geopolitical risk, market sentiment, and crude oil implied volatility: An asymmetric analysis of the Russia-Ukraine tensions. (2023). Teplova, Tamara ; Gubareva, Mariya ; Bossman, Ahmed.
   In: Resources Policy.
   RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723002234.

   Full description at Econpapers || Download paper

5. Impacts of oil shocks on stock markets in Norway and Japan: Does monetary policys effectiveness matter?. (2023). Mensi, Walid ; Roudari, Soheil ; al Kharusi, Sami ; Ahmadian-Yazdi, Farzaneh.
   In: International Economics.
   RePEc:eee:inteco:v:173:y:2023:i:c:p:343-358.

   Full description at Econpapers || Download paper

6. Joint extreme risk of energy prices-evidence from European energy markets. (2023). Sun, Yiqun ; Cai, Xiurong ; Li, Jiangchen ; Ji, Hao.
   In: Finance Research Letters.
   RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323004087.

   Full description at Econpapers || Download paper

7. Time-frequency co-movement and network connectedness between green bond and financial asset markets: Evidence from multiscale TVP-VAR analysis. (2023). Huang, Zishan ; Deng, XI ; Hau, Liya ; Zhu, Huiming.
   In: The North American Journal of Economics and Finance.
   RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000682.

   Full description at Econpapers || Download paper

8. Quantile spillovers and connectedness analysis between oil and African stock markets. (2023). Vo, Xuan Vinh ; Mensi, Walid ; Kang, Sang Hoon.
   In: Economic Analysis and Policy.
   RePEc:eee:ecanpo:v:78:y:2023:i:c:p:60-83.

   Full description at Econpapers || Download paper

1. Aguiar-Conraria, L. ; Azevedo, N. ; Soares, M.J. Using wavelets to decompose the time–frequency effects of monetary policy. 2008 Phys. Stat. Mech. Appl.. 387 2863-2878

2. Aguiar-Conraria, L. ; Joana Soares, M. ; Sousa, R. California's carbon market and energy prices: a wavelet analysis. 2018 Phil. Trans. Math. Phys. Eng. Sci.. 376 -
   Paper not yet in RePEc: Add citation now
   

3. Ahmed, A.D. ; Huo, Volatility transmissions across international oil market, commodity futures and stock markets: empirical evidence from China. 2021 Energy Econ.. 93 -

4. Al-Yahyaee, K.H. ; Rehman, M.U. ; Al-Jarrah, I.M.W. ; Mensi, W. ; Vo, X.V. Co-movements and spillovers between prices of precious metals and non-ferrous metals: a multiscale analysis. 2020 Resour. Pol.. 67 -

5. Aloui, C. ; Hammoudeh, S. ; Hamida, H.B. Co-movement between sharia stocks and sukuk in the GCC markets: a time-frequency analysis. 2015 J. Int. Financ. Mark. Inst. Money. 34 69-79

6. Aloui, C. ; Hkiri, B. Co-movements of GCC emerging stock markets: new evidence from wavelet coherence analysis. 2014 Econ. Modell.. 36 421-431

7. Aloui, C. ; Nguyen, D.K. ; Njeh, H. Assessing the impacts of oil price fluctuations on stock returns in emerging markets. 2012 Econ. Modell.. 29 2686-2695

8. Apergis, N. ; Miller, S.M. Do structural oil-market shocks affect stock prices?. 2009 Energy Econ.. 31 569-575

9. Balcilar, M. ; Demirer, R. ; Hammoudeh, S. Quantile relationship between oil and stock returns: evidence from emerging and frontier stock markets. 2019 Energy Pol.. 134 -

10. Baruník, J. ; Kočenda, E. ; Vácha, L. Asymmetric connectedness on the US stock market: bad and good volatility spillovers. 2016 J. Financ. Mark.. 27 55-78

11. Basher, S.A. ; Haug, A.A. ; Sadorsky, P. Oil prices, exchange rates and emerging stock markets. 2012 Energy Econ.. 34 227-240

12. Basher, S.A. ; Sadorsky, P. Hedging emerging market stock prices with oil, gold, VIX, and bonds: a comparison between DCC, ADCC and GO-GARCH. 2016 Energy Econ.. 54 235-247

13. Baur, D.G. ; Lucey, B.M. Is gold a hedge or a safe haven? An analysis of stocks, bonds and gold. 2010 Financ. Rev.. 45 217-229

14. Belhassine, O. ; Karamti, C. Volatility spillovers and hedging effectiveness between oil and stock markets: evidence from a wavelet-based and structural breaks analysis. 2021 Energy Econ.. 102 -

15. Berger, D. ; Pukthuanthong, K. ; Yang, J.J. International diversification with frontier markets. 2011 J. Financ. Econ.. 101 227-242

16. Bhatia, V. ; Basu, S. Causality-in-quantiles between crude oil and stock markets: Evidence from emerging economies. 2021 Finance Res. Lett.. 40 101736-

17. Boubaker, H. ; Raza, S.A. A wavelet analysis of mean and volatility spillovers between oil and BRICS stock markets. 2017 Energy Econ.. 64 105-117

18. Bouri, E. ; Lei, X. ; Jalkh, N. ; Xu, Y. ; Zhang, H. Spillovers in higher moments and jumps across US stock and strategic commodity markets. 2021 Resour. Pol.. 72 -

19. Brounen, D. ; Derwall, J. The impact of terrorist attacks on international stock markets. 2010 Eur. Financ. Manag.. 16 585-598

20. Cevik, N. ; Cevik, E. ; Dibooglu, S. Oil prices, stock market returns and volatility spillovers: evidence from Turkey. 2020 J. Pol. Model.. 42 597-614

21. Cheema, M. ; Scrimgeour, F. Oil prices and stock market anomalies. 2019 Energy Econ.. 83 578-587

22. Chen, L. ; Wen, F. ; Li, W. ; Yin, H. ; Zhao, L. Extreme risk spillover of the oil, exchange rate to Chinese stock market: evidence from implied volatility indexes. 2022 Energy Econ.. 107 -

23. Ciner, C. Oil and stock returns: frequency domain evidence. 2013 J. Int. Financ. Mark. Inst. Money. 23 1-11

24. Dai, Z. ; Zhu, H. Time-varying spillover effects and investment strategies between WTI crude oil, natural gas and Chinese stock markets related to belt and road initiative. 2022 Energy Econ.. 108 -

25. Diamonte, R.L. ; Liew, J.M. ; Stevens, R.L. Political risk in emerging and developed markets. 1996 Financ. Anal. J.. 52 71-76
    Paper not yet in RePEc: Add citation now
    

26. Ding, H. ; Kim, H.G. ; Park, S.Y. Crude oil and stock markets: causal relationships in tails?. 2016 Energy Econ.. 59 58-69

27. Dogah, K.E. ; Premaratne, G. Sectoral exposure of financial markets to oil risk factors in BRICS countries. 2018 Energy Econ.. 76 228-256

28. Driessen, J. ; Laeven, L. International portfolio diversification benefits: cross-country evidence from a local perspective. 2007 J. Bank. Finance. 31 1693-1712

29. Du, L. ; He, Y. Extreme risk spillovers between crude oil and stock markets. 2015 Energy Econ.. 51 455-465

30. Fernandez, V. The CAPM and value at risk at different time-scales. 2006 Int. Rev. Financ. Anal.. 15 203-219

31. Filis, G. ; Degiannakis, S. ; Floros, C. Dynamic correlation between stock market and oil prices: the case of oil-importing and oil-exporting countries. 2011 Int. Rev. Financ. Anal.. 20 152-164

32. Fisher, I. The Theory of Interest. 1930 Macmillan: New York
    Paper not yet in RePEc: Add citation now
    

33. Gardebroek, C. ; Hernandez, M.A. Do energy prices stimulate food price volatility? Examining volatility transmission between US oil, ethanol and corn markets. 2013 Energy Econ.. 40 119-129

34. Geman, H. ; Kharoubi, C. WTI crude oil futures in portfolio diversification: the time-to-maturity effect. 2008 J. Bank. Finance. 32 2553-2559

35. Gençay, R. ; Selcuk, F. ; Whitcher, B. Multiscale systematic risk. 2005 J. Int. Money Finance. 24 55-70

36. Goerner, S.J. ; Lietaer, B. ; Ulanowicz, R.E. Quantifying economic sustainability: implications for free-enterprise theory, policy and practice. 2009 Ecol. Econ.. 69 76-81

37. Golitsis, P. ; Gkasis, P. ; Bellos, S. Dynamic spillovers and linkages between gold, crude oil, S&P 500, and other economic and financial variables. Evidence from the USA. The North American. 2022 J. Econ. Finance. 63 -

38. Hernandez, J. ; Shahzad, S. ; Sadorsky, P. ; Uddin, G. ; Elie, B. ; Kang, S.H. Regime specific spillovers across US sectors and the role of oil price volatility. 2022 Energy Econ.. 107 -

39. Hkiri, B. ; Hammoudeh, S. ; Aloui, C. ; Shahbaz, M. The interconnections between US financial CDS spreads and control variables: new evidence using partial and multivariate wavelet coherences. 2018 Int. Rev. Econ. Finance. 57 237-257

40. Huang, B.-N. ; Hwang, M.J. ; Peng, H.-P. The asymmetry of the impact of oil price shocks on economic activities: an application of the multivariate threshold model. 2005 Energy Econ.. 27 455-476

41. Hudgins, L. ; Friehe, C.A. ; Mayer, M.E. Wavelet transforms and atmopsheric turbulence. 1993 Phys. Rev. Lett.. 71 3279-
    Paper not yet in RePEc: Add citation now
    

42. Ji, Q. ; Liu, B. ; Fan, Y. Modelling dynamic dependence and risk spillover between all oil price shocks and stock market returns in the BRICS. 2020 Int. Rev. Financ. Anal.. 68 -

43. Jiang, K. ; Ye, W. Does the asymmetric dependence volatility affect risk spillovers between the crude oil market and BRICS stock markets?. 2022 Econ. Modell.. -

44. Jiang, Z. ; Yoon, S.M. Dynamic co-movement between oil and stock markets in oil-importing and oil-exporting countries: two types of wavelet analysis. 2020 Energy Econ.. 90 -

45. Jones, C.M. ; Kaul, G. Oil and the stock markets. 1996 J. Finance. 51 463-491

46. Joo, Y.C. ; Park, S.Y. Oil prices and stock markets: does the effect of uncertainty change over time?. 2017 Energy Econ.. 61 42-51

47. Kang, S.H. ; Maitra, D. ; Dash, S. ; Brooks, R. Dynamic spillovers and connectedness between stock, commodities, bonds, and VIX markets. 2019 Pac. Basin Finance J.. 58 -

48. Kilian, L. ; Park, C. The impact of oil price shocks on the US stock market. 2009 Int. Econ. Rev.. 50 1267-1287

49. Kopyl, K.A. ; Lee, J.B.-T. How safe are the safe haven assets?. 2016 Financ. Mark. Portfolio Manag.. 30 453-482

50. Kristoufek, L. What are the main drivers of the Bitcoin price? Evidence from wavelet coherence analysis. 2015 PLoS One. 10 -
    Paper not yet in RePEc: Add citation now
    

51. Lane, P.R. The European sovereign debt crisis. 2012 J. Econ. Perspect.. 26 49-68

52. Lee, C.C. ; Chang, C.P. Structural breaks, energy consumption, and economic growth revisited: evidence from Taiwan. 2005 Energy Econ.. 27 857-872

53. Li, S. ; Tu, D. ; Zeng, Y. ; Gong, C. ; Yuan, D. Does geopolitical risk matter in crude oil and stock markets? Evidence from disaggregated data. 2022 Energy Econ.. 113 -

54. Liao, J. ; Zhu, X. ; Chen, J. Dynamic spillovers across oil, gold and stock markets in the presence of major public health emergencies. 2021 Int. Rev. Financ. Anal.. 77 -

55. Lin, L. ; Zhou, Z. ; Jiang, Y. ; Ou, Y. Risk spillovers and hedge strategies between global crude oil markets and stock markets: do regime switching processes combining long memory and asymmetry matter?. 2021 N. Am. J. Econ. Finance. 57 -

56. Liu, B. ; Fan, Y. ; Ji, Q. ; Hussain, N. High-dimensional CoVaR network connectedness for measuring conditional financial contagion and risk spillovers from oil markets to the G20 stock system. 2022 Energy Econ.. 105 -

57. Liu, Y. ; San Liang, X. ; Weisberg, R.H. Rectification of the bias in the wavelet power spectrum. 2007 J. Atmos. Ocean. Technol.. 24 2093-2102
    Paper not yet in RePEc: Add citation now
    

58. Ma, F. ; Wei, Y. ; Huang, D. ; Zhao, L. Cross-correlations between West Texas Intermediate crude oil and the stock markets of the BRIC. 2013 Phys. Stat. Mech. Appl.. 392 5356-5368

59. Managi, S. ; Yousfi, M. ; Zaied, Y. ; Mabrouk, N. ; Lahouel, B. Oil price, US stock market and the US business conditions in the era of COVID-19 pandemic outbreak. 2022 Econ. Anal. Pol.. 73 129-139

60. Maraun, D. ; Kurths, J. Cross wavelet analysis: significance testing and pitfalls. 2004 Nonlinear Process Geophys.. 11 505-514
    Paper not yet in RePEc: Add citation now
    

61. Mensi, W. ; Hammoudeh, S. ; Al-Jarrah, I.M.W. ; Sensoy, A. ; Kang, S.H. Dynamic risk spillovers between gold, oil prices and conventional, sustainability and Islamic equity aggregates and sectors with portfolio implications. 2017 Energy Econ.. 67 454-475

62. Mensi, W. ; Hammoudeh, S. ; Shahzad, S.H.J. ; Shahbaz, M. Modeling systemic risk and dependence structure between oil and stock markets using a variational mode decomposition-based copula method. 2017 J. Bank. Finance. 75 258-279

63. Mensi, W. ; Naeem, M. ; Vo, X.V. ; Kang, S.H. Dynamic and frequency spillovers between green bonds, oil and G7 stock markets: implications for risk management. 2022 Econ. Anal. Pol.. 73 331-344

64. Mensi, W. ; Reboredo, J. ; Ugolini, A. Price-switching spillovers between gold, oil, and stock markets: evidence from the USA and China during the COVID-19 pandemic. 2021 Resour. Pol.. 73 -

65. Mensi, W. ; Rehman, M.U. ; Al-Yahyaee, K.H. Time-frequency co-movements between oil prices and interest rates: evidence from a wavelet-based approach. 2018 N. Am. J. Econ. Finance. 51 -
    Paper not yet in RePEc: Add citation now
    

66. Mensi, W. ; Rehman, M.U. ; Maitra, D. ; Al-Yahyaee, K.H. ; Sensoy, A. Does bitcoin co-move and share risk with Sukuk and world and regional Islamic stock markets? Evidence using a time-frequency approach. 2020 Res. Int. Bus. Finance. 53 -

67. Mensi, W., Aslan, A., Vo, X., Kang, S.H., 2023. Time-frequency spillovers and connectedness between precious metals, oil futures and financial markets: hedge and safe haven implications. Int. Rev. Econ. Finance, 83, 219-232.

68. Mihanović, H. ; Orlić, M. ; Pasarić, Z. Diurnal thermocline oscillations driven by tidal flow around an island in the Middle Adriatic. 2009 J. Mar. Syst.. 78 S157-S168
    Paper not yet in RePEc: Add citation now
    

69. Miller, J.I. ; Ratti, R.A. Crude oil and stock markets: stability, instability, and bubbles. 2009 Energy Econ.. 31 559-568

70. Mokni, K. A dynamic quantile regression model for the relationship between oil price and stock markets in oil-importing and oil-exporting countries. 2020 Energy. 213 -

71. Mokni, K. ; Mensi, W. ; Hammoudeh, S. ; Ajmi, A. Green bonds and oil price shocks and uncertainty: a safe haven analysis. 2022 International Economics. 172 238-254

72. Naifar, N. ; Al Dohaiman, M.S. Nonlinear analysis among crude oil prices, stock markets' return and macroeconomic variables. 2013 Int. Rev. Econ. Finance. 27 416-431

73. Narayan, S. ; Rehman, M.U. Diversification opportunities between emerging and frontier Asian (EFA) and developed stock markets. 2017 Finance Res. Lett.. 23 223-232

74. Ng, E.K. ; Chan, J.C. Geophysical applications of partial wavelet coherence and multiple wavelet coherence. 2012 J. Atmos. Ocean. Technol.. 29 1845-1853
    Paper not yet in RePEc: Add citation now
    

75. Nissanke, M. Commodity market linkages in the global financial crisis: excess volatility and development impacts. 2012 J. Dev. Stud.. 48 732-750

76. Papapetrou, E. Oil price shocks, stock market, economic activity and employment in Greece. 2001 Energy Econ.. 23 511-532

77. Park, J. ; Ratti, R.A. Oil price shocks and stock markets in the U.S. and 13 European countries. 2008 Energy Econ.. 30 2587-2608

78. Reboredo, J.C. ; Ugolini, A. Quantile dependence of oil price movements and stock returns. 2016 Energy Econ.. 54 33-49

79. Rehman, M.U. ; Shahzad, S.J.H. ; Uddin, G.S. ; Hedström, A. Precious metal returns and oil shocks: a time varying connectedness approach. 2018 Resour. Pol.. 58 77-89

80. Rua, A. ; Nunes, L.C. International comovement of stock market returns: a wavelet analysis. 2009 J. Empir. Finance. 16 632-639

81. Sadorsky, P. Oil price shocks and stock market activity. 1999 Energy Econ.. 21 449-469

82. Salisu, A.A. ; Gupta, R. Oil shocks and stock market volatility of the BRICS: a GARCH-MIDAS approach. 2021 Global Finance J.. 48 -

83. Schreiber, T. ; Schmitz, A. Improved surrogate data for nonlinearity tests. 1996 Phys. Rev. Lett.. 77 635-
    Paper not yet in RePEc: Add citation now
    

84. Sharif, A. ; Aloui, C. ; Yarovaya, L. COVID-19 pandemic, oil prices, stock market, geopolitical risk and policy uncertainty nexus in the US economy: fresh evidence from the wavelet-based approach. 2020 Int. Rev. Financ. Anal.. 70 -

85. Shu, H.C. ; Chang, J.H. Spillovers of volatility index: evidence from US, European, and Asian stock markets. 2019 Appl. Econ.. 51 2070-2083

86. Smales, L.A. Geopolitical risk and volatility spillovers in oil and stock markets. 2021 Q. Rev. Econ. Finance. 80 358-366

87. Tachibana, M. Safe haven assets for international stock markets: a regime-switching factor copula approach. 2022 Res. Int. Bus. Finance. 60 -

88. Tian, M. ; Alshater, M. ; Yoon, S.M. Dynamic risk spillovers from oil to stock markets: fresh evidence from GARCH copula quantile regression-based CoVaR model. 2022 Energy Econ.. 115 -

89. Tiwari, A. ; Jena, S. ; Trabelsi, N. ; Hammoudeh, S. Conditional transmission of global shocks to emerging stock markets: evidence from the quantile connectedness network analysis. 2022 Appl. Econ.. 54 3621-3634

90. Tiwari, A. ; Trabelsi, N. ; Alqahtani, F. ; Hammoudeh, S. Analysing systemic risk and time-frequency quantile dependence between crude oil prices and BRICS equity markets indices: a new look. 2019 Energy Econ.. 83 445-466

91. Umar, Z. Trabelsi, N., Zaremba, A., 2021. Oil shocks and equity markets: the case of GCC and BRICS economies. 2021 Energy Econ.. 96 -

92. Veleda, D. ; Montagne, R. ; Araujo, M. Cross-wavelet bias corrected by normalizing scales. 2012 J. Atmos. Ocean. Technol.. 29 1401-1408
    Paper not yet in RePEc: Add citation now
    

93. Vo, M. Oil and stock market volatility: a multivariate stochastic volatility perspective. 2011 Energy Econ.. 33 956-965

94. Wang, L. ; Ma, F. ; Niu, T. ; He, C. Crude oil and BRICS stock markets under extreme shocks: new evidence. 2020 Econ. Modell.. 86 54-68

95. Wen, D. ; Wang, G. ; Ma, C. ; Wang, Y. Risk spillovers between oil and stock markets: a VAR for VaR analysis. 2019 Energy Econ.. 80 524-535

96. Wen, X. ; Wei, Y. ; Huang, D. Measuring contagion between energy market and stock market during financial crisis: a copula approach. 2012 Energy Econ.. 34 1435-1446

97. Williams, J.B. . 1938 Harvard University Press Cambridge: MA
    Paper not yet in RePEc: Add citation now
    

98. Wu, K. ; Zhu, J. ; Xu, M. ; Yang, L. Can crude oil drive the co-movement in the international stock market? Evidence from partial wavelet coherence analysis. 2020 N. Am. J. Econ. Finance. 53 -

99. Xiao, D. ; Wang, J. Dynamic complexity and causality of crude oil and major stock markets. 2020 Energy. 193 -

100. Xu, W. ; Ma, F. ; Chen, W. ; Zhang, B. Asymmetric volatility spillovers between oil and stock markets: evidence from China and the United States. 2019 Energy Econ.. 80 310-320

101. Yousaf, I. ; Hassa, A. Linkages between crude oil and emerging Asian stock markets: new evidence from the Chinese stock market crash. 2019 Finance Res. Lett.. 31 207-217

102. Zhang, B. ; Li, X.-M. Recent hikes in oil-equity market correlations: transitory or permanent?. 2016 Energy Econ.. 53 305-315

103. Zhang, Y.J. ; Wei, Y.M. The dynamic influence of advanced stock market risk on international crude oil returns: an empirical analysis. 2011 Quant. Finance. 11 967-978

104. Zhu, H. ; Chen, Y. ; Ren, Y. ; Xing, Z. ; Hau, L. Time-frequency causality and dependence structure between crude oil, EPU and Chinese industry stock: evidence from multiscale quantile perspectives. 2022 N. Am. J. Econ. Finance. 61 -

1. Macroeconomic transmission of Eurozone shocks to India—A mean-adjusted Bayesian VAR approach. (2020). Swamy, Vighneswara.
   In: Economic Analysis and Policy.
   RePEc:eee:ecanpo:v:68:y:2020:i:c:p:126-150.

   Full description at Econpapers || Download paper

2. Shariah stocks as an inflation hedge in Malaysia. (2016). Masih, Abul ; Haniff, Norazza Mohd .
   In: MPRA Paper.
   RePEc:pra:mprapa:71681.

   Full description at Econpapers || Download paper

3. Causality in Continuous Wavelet Transform Without Spectral Matrix Factorization: Theory and Application. (2016). Olayeni, Olaolu.
   In: Computational Economics.
   RePEc:kap:compec:v:47:y:2016:i:3:d:10.1007_s10614-015-9489-4.

   Full description at Econpapers || Download paper

4. Does the value of US dollar matter with the price of oil and gold? A dynamic analysis from time–frequency space. (2016). Chen, Yu-Fen ; Yang, Sheng-Yung ; Lin, Fu-Lai.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:43:y:2016:i:c:p:59-71.

   Full description at Econpapers || Download paper

5. Asymmetric causality using frequency domain and time-frequency domain (wavelet) approaches. (2016). Ranjbar, Omid ; Chang, Tsangyao ; Bahmani-Oskooee, Mohsen.
   In: Economic Modelling.
   RePEc:eee:ecmode:v:56:y:2016:i:c:p:66-78.

   Full description at Econpapers || Download paper

6. Interdependence of foreign exchange markets: A wavelet coherence analysis. (2016). Yang, Lu ; Hamori, Shigeyuki ; Cai, Xiaojing ; Zhang, Huimin.
   In: Economic Modelling.
   RePEc:eee:ecmode:v:55:y:2016:i:c:p:6-14.

   Full description at Econpapers || Download paper

7. Spatial price dependence by time scale: Empirical evidence from the international butter markets. (2016). Fousekis, Panos ; Grigoriadis, Vasilis.
   In: Economic Modelling.
   RePEc:eee:ecmode:v:54:y:2016:i:c:p:195-204.

   Full description at Econpapers || Download paper

8. Real growth co-movements and business cycle synchronization in the GCC countries: Evidence from time-frequency analysis. (2016). Nguyen, Duc Khuong ; Aloui, Chaker ; Hkiri, Besma.
   In: Economic Modelling.
   RePEc:eee:ecmode:v:52:y:2016:i:pb:p:322-331.

   Full description at Econpapers || Download paper

9. Oil Price and Exchange Rates: A Wavelet Analysis for Organisation of Oil Exporting Countries Members. (2016). ULUYOL, BURHAN ; Tau, Tuan Muhd ; Alshammri, Ahmad Alrazni .
   In: International Journal of Energy Economics and Policy.
   RePEc:eco:journ2:2016-03-7.

   Full description at Econpapers || Download paper

10. Price co-movement in the principal skim milk powder producing regions: a wavelet analysis. (2016). Fousekis, Panos ; Grigoriadis, Vasilis.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-15-00316.

    Full description at Econpapers || Download paper

11. The nexus between housing and GDP re-visited: A wavelet coherence view on housing and GDP for the U.S.. (2016). Klarl, Torben.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-15-00211.

    Full description at Econpapers || Download paper

12. The U.S. Role in the Price Determination of Major Agricultural Commodities. (2016). Nigatu, Getachew ; Adjemian, Michael.
    In: 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts.
    RePEc:ags:aaea16:236045.

    Full description at Econpapers || Download paper

13. Revisiting the long memory dynamics of implied-realized volatility relation: A new evidence from wavelet band spectrum regression. (2015). Baruník, Jozef ; Barunikova, Michaela .
    In: FinMaP-Working Papers.
    RePEc:zbw:fmpwps:43.

    Full description at Econpapers || Download paper

14. Time–frequency relationship between share prices and exchange rates in India: Evidence from continuous wavelets. (2015). Tiwari, Aviral ; Islam, Faridul ; Dar, Arif ; Bhanja, Niyati.
    In: Empirical Economics.
    RePEc:spr:empeco:v:48:y:2015:i:2:p:699-714.

    Full description at Econpapers || Download paper

15. Co-Movement Analysis of Italian and Greek Electricity Market Wholesale Prices by Using a Wavelet Approach. (2015). Papaioannou, Panagiotis G ; Evangelidis, George ; Georgiadis, Dionysios S ; Dikaiakos, Christos.
    In: Energies.
    RePEc:gam:jeners:v:8:y:2015:i:10:p:11770-11799:d:57403.

    Full description at Econpapers || Download paper

16. Co-movements of Ethanol Related Prices: Evidence from Brazil and the USA. (2015). Zilberman, David ; Krištoufek, Ladislav ; Janda, Karel.
    In: CAMA Working Papers.
    RePEc:een:camaaa:2015-11.

    Full description at Econpapers || Download paper

17. The co-movement and causality between the U.S. housing and stock markets in the time and frequency domains. (2015). Miller, Stephen ; GUPTA, RANGAN ; Chang, Tsangyao ; Balcilar, Mehmet ; Li, Xiao-Lin.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:38:y:2015:i:c:p:220-233.

    Full description at Econpapers || Download paper

18. Money growth and inflation in China: New evidence from a wavelet analysis. (2015). Chang, Tsangyao ; Li, Xiao-Lin ; Jiang, Chun.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:35:y:2015:i:c:p:249-261.

    Full description at Econpapers || Download paper

19. On the interplay between energy consumption, economic growth and CO2 emission nexus in the GCC countries: A comparative analysis through wavelet approaches. (2015). Aloui, Chaker ; Jammazi, Rania.
    In: Renewable and Sustainable Energy Reviews.
    RePEc:eee:rensus:v:51:y:2015:i:c:p:1737-1751.

    Full description at Econpapers || Download paper

20. Investment horizon heterogeneity and wavelet: Overview and further research directions. (2015). Dubey, Rameshwar ; De, Anupam ; Chakrabarty, Anindya ; Gunasekaran, Angappa.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:429:y:2015:i:c:p:45-61.

    Full description at Econpapers || Download paper

21. The nexus between oil price and Russias real exchange rate: Better paths via unconditional vs conditional analysis. (2015). Tiwari, Aviral ; Shahbaz, Muhammad ; Selmi, Refk ; bouoiyour, jamal.
    In: Energy Economics.
    RePEc:eee:eneeco:v:51:y:2015:i:c:p:54-66.

    Full description at Econpapers || Download paper

22. A wavelet analysis of US fiscal sustainability. (2015). lo Cascio, Iolanda.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:51:y:2015:i:c:p:33-37.

    Full description at Econpapers || Download paper

23. Stock returns and inflation in Pakistan. (2015). Tiwari, Aviral ; Teulon, Frédéric ; Dar, Arif ; Bhanja, Niyati ; Arouri, Mohamed.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:47:y:2015:i:c:p:23-31.

    Full description at Econpapers || Download paper

24. Business cycle synchronization in Asia-Pacific: New evidence from wavelet analysis. (2015). Chang, Chun-Ping ; Berdiev, Aziz N..
    In: Journal of Asian Economics.
    RePEc:eee:asieco:v:37:y:2015:i:c:p:20-33.

    Full description at Econpapers || Download paper

25. On the Cyclicity of Regional House Prices: New Evidence for U.S. Metropolitan Statistical Areas. (2015). Klarl, Torben ; Flor, Michael.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_5471.

    Full description at Econpapers || Download paper

26. What are the main drivers of the Bitcoin price? Evidence from wavelet coherence analysis. (2014). Krištoufek, Ladislav.
    In: FinMaP-Working Papers.
    RePEc:zbw:fmpwps:23.

    Full description at Econpapers || Download paper

27. The Nexus between Oil price and Russia’s Real Exchange rate: Better Paths via Unconditional vs Conditional Analysis. (2014). Tiwari, Aviral ; Selmi, Refk ; bouoiyour, jamal ; Shahbaz, Muhammad.
    In: Working Papers.
    RePEc:tac:wpaper:2014-2015_4.

    Full description at Econpapers || Download paper

28. The predictive power of yield spread: evidence from wavelet analysis. (2014). Dar, Arif ; Shah, Firdous ; Samantaraya, Amaresh.
    In: Empirical Economics.
    RePEc:spr:empeco:v:46:y:2014:i:3:p:887-901.

    Full description at Econpapers || Download paper

29. The Effect of Recent Financial Crisis over Global Portfolio Diversification Opportunities – Empirical Evidence A Comparative Multivariate GARCH-DCC, MODWT and Wavelet Correlation Analysis. (2014). Yildirim, Ramazan ; Masih, Abul ; Masih, A. Mansur M., .
    In: MPRA Paper.
    RePEc:pra:mprapa:58269.

    Full description at Econpapers || Download paper

30. Volatility Spillover between Oil and Stock Market Returns. (2014). Ramachandran, M ; Paul, Sunil ; Babu, Anand ; Anand, B..
    In: Working Papers.
    RePEc:mad:wpaper:2014-095.

    Full description at Econpapers || Download paper

31. Tests of Financial Market Contagion: Evolutionary Cospectral Analysis V.S. Wavelet Analysis. (2014). Tiwari, Aviral ; Belanes, Amel ; Ftiti, Zied.
    In: Working Papers.
    RePEc:ipg:wpaper:2014-62.

    Full description at Econpapers || Download paper

32. Tests of Financial Market Contagion- Evolutionary Cospectral Analysis V.S. Wavelet Analysis. (2014). Belanes, Amel.
    In: Working Papers.
    RePEc:ipg:wpaper:2014-062.

    Full description at Econpapers || Download paper

33. Carbon financial markets: A time–frequency analysis of CO2 prices. (2014). Sousa, Rita ; Aguiar-Conraria, Luís ; Soares, Maria Joana.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:414:y:2014:i:c:p:118-127.

    Full description at Econpapers || Download paper

34. Wavelet dynamics for oil-stock world interactions. (2014). Madaleno, Mara ; Pinho, Carlos.
    In: Energy Economics.
    RePEc:eee:eneeco:v:45:y:2014:i:c:p:120-133.

    Full description at Econpapers || Download paper

35. Analyzing time–frequency relationship between interest rate, stock price and exchange rate through continuous wavelet. (2014). Tiwari, Aviral ; Ihnatov, Iulian ; Andrieș, Alin Marius.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:41:y:2014:i:c:p:227-238.

    Full description at Econpapers || Download paper

36. Revisiting the inflation–output gap relationship for France using a wavelet transform approach. (2014). Tiwari, Aviral ; Oros, Cornel ; Albulescu, Claudiu.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:37:y:2014:i:c:p:464-475.

    Full description at Econpapers || Download paper

37. Causality between consumer price and producer price: Evidence from Mexico. (2014). Tiwari, Aviral ; Teulon, Frédéric ; K.G., Suresh ; Suresh K. G.,, ; Arouri, Mohamed.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:36:y:2014:i:c:p:432-440.

    Full description at Econpapers || Download paper

38. Co-movements of GCC emerging stock markets: New evidence from wavelet coherence analysis. (2014). Aloui, Chaker ; Hkiri, Besma.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:36:y:2014:i:c:p:421-431.

    Full description at Econpapers || Download paper

39. Measuring co-movement of globalization and democratization in the time–frequency space. (2014). Ying, Yung-Hsiang ; Chang, Koyin ; Yang, Ginny ju-ann ; Lee, Chen-Hsun.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-13-00470.

    Full description at Econpapers || Download paper

40. Contagion among Central and Eastern European Stock Markets during the Financial Crisis. (2013). Vacha, Lukas ; Baruník, Jozef.
    In: Czech Journal of Economics and Finance (Finance a uver).
    RePEc:fau:fauart:v:63:y:2013:i:5:p:443-453.

    Full description at Econpapers || Download paper

41. Structural change and phase variation: A re-examination of the q-model using wavelet exploratory analysis. (2013). Gallegati, Marco ; Ramsey, James B..
    In: Structural Change and Economic Dynamics.
    RePEc:eee:streco:v:25:y:2013:i:c:p:60-73.

    Full description at Econpapers || Download paper

42. The influence of the international oil prices on the real effective exchange rate in Romania in a wavelet transform framework. (2013). Tiwari, Aviral ; Mutascu, Mihai ; Albulescu, Claudiu.
    In: Energy Economics.
    RePEc:eee:eneeco:v:40:y:2013:i:c:p:714-733.

    Full description at Econpapers || Download paper

43. Decomposing time-frequency relationship between producer price and consumer price indices in Romania through wavelet analysis. (2013). Tiwari, Aviral ; Mutascu, Mihai ; Andrieș, Alin Marius ; Andries, Alin Marius.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:31:y:2013:i:c:p:151-159.

    Full description at Econpapers || Download paper

44. Oil prices and the macroeconomy reconsideration for Germany: Using continuous wavelet. (2013). Tiwari, Aviral.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:30:y:2013:i:c:p:636-642.

    Full description at Econpapers || Download paper

45. Wavelet multiple correlation and cross-correlation: A multiscale analysis of Eurozone stock markets. (2012). Fernandez-Macho, Javier.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:391:y:2012:i:4:p:1097-1104.

    Full description at Econpapers || Download paper

46. A partisan effect in the efficiency of the US stock market. (2012). Alvarez-Ramirez, J. ; Espinosa-Paredes, G. ; Rodriguez, E..
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:391:y:2012:i:20:p:4923-4932.

    Full description at Econpapers || Download paper

47. Cross dynamics of oil-stock interactions: A redundant wavelet analysis. (2012). JAMMAZI, RANIA.
    In: Energy.
    RePEc:eee:energy:v:44:y:2012:i:1:p:750-777.

    Full description at Econpapers || Download paper

48. Co-movement of energy commodities revisited: Evidence from wavelet coherence analysis. (2012). Vacha, Lukas ; Baruník, Jozef ; Barunik, Jozef.
    In: Energy Economics.
    RePEc:eee:eneeco:v:34:y:2012:i:1:p:241-247.

    Full description at Econpapers || Download paper

49. The yield curve and the macro-economy across time and frequencies. (2012). Martins, Manuel ; Aguiar-Conraria, Luís ; Martins, Manuel M. F., ; Soares, Maria Joana.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:36:y:2012:i:12:p:1950-1970.

    Full description at Econpapers || Download paper

50. Synchronization of Economic Sentiment Cycles in the Euro Area: a time-frequency analysis. (2011). Martins, Manuel ; Aguiar-Conraria, Luís ; Soares, Maria Joana ; Manuel M. F. Martins, .
    In: CEF.UP Working Papers.
    RePEc:por:cetedp:1105.

    Full description at Econpapers || Download paper

Report date: 2025-10-01 13:07:14 || Missing content? Let us know