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Correlations between oil and stock markets: A wavelet-based approach

Author

Listed:
  • Ramos S.

    (NEOMA - Neoma Business School)

  • Martin-Barragan B.
  • Veigad H.

Abstract

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Suggested Citation

  • Ramos S. & Martin-Barragan B. & Veigad H., 2015. "Correlations between oil and stock markets: A wavelet-based approach," Post-Print hal-01220720, HAL.
    • Handle: RePEc:hal:journl:hal-01220720
    DOI: 10.1016/j.econmod.2015.06.010
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    Cited by:

    1. Salisu, Afees A. & Isah, Kazeem O., 2018. "Predicting US inflation: Evidence from a new approach," Economic Modelling, Elsevier, vol. 71(C), pages 134-158.
    2. Pönkä, Harri, 2016. "Real oil prices and the international sign predictability of stock returns," Finance Research Letters, Elsevier, vol. 17(C), pages 79-87.
    3. Salisu, Afees A. & Isah, Kazeem O., 2017. "Revisiting the oil price and stock market nexus: A nonlinear Panel ARDL approach," Economic Modelling, Elsevier, vol. 66(C), pages 258-271.
    4. Power, Gabriel J. & Eaves, James & Turvey, Calum & Vedenov, Dmitry, 2017. "Catching the curl: Wavelet thresholding improves forward curve modelling," Economic Modelling, Elsevier, vol. 64(C), pages 312-321.
    5. Jammazi, Rania & Ferrer, Román & Jareño, Francisco & Shahzad, Syed Jawad Hussain, 2017. "Time-varying causality between crude oil and stock markets: What can we learn from a multiscale perspective?," International Review of Economics & Finance, Elsevier, vol. 49(C), pages 453-483.
    6. Hkiri, Besma & Hammoudeh, Shawkat & Aloui, Chaker & Yarovaya, Larisa, 2017. "Are Islamic indexes a safe haven for investors? An analysis of total, directional and net volatility spillovers between conventional and Islamic indexes and importance of crisis periods," Pacific-Basin Finance Journal, Elsevier, vol. 43(C), pages 124-150.
    7. Iwanicz-Drozdowska Małgorzata & Rogowicz Karol & Smaga Paweł, 2023. "Market-moving events and their role in portfolio optimization of generations X, Y, and Z," International Journal of Management and Economics, Warsaw School of Economics, Collegium of World Economy, vol. 59(4), pages 371-397, December.

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