A wavelet analysis of oil price volatility dynamic
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- Junsheng Ha & Pei-Pei Tan & Kim-Leng Goh, 2018. "Linear and nonlinear causal relationship between energy consumption and economic growth in China: New evidence based on wavelet analysis," PLOS ONE, Public Library of Science, vol. 13(5), pages 1-21, May.
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- Benhmad, François, 2012. "Modeling nonlinear Granger causality between the oil price and U.S. dollar: A wavelet based approach," Economic Modelling, Elsevier, vol. 29(4), pages 1505-1514.
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More about this item
Keywords
Causality; Wavelet decomposition; oil price volatility;All these keywords.
JEL classification:
- C5 - Mathematical and Quantitative Methods - - Econometric Modeling
- G1 - Financial Economics - - General Financial Markets
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