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The Continuous Wavelet Transform: Moving Beyond Uni- And Bivariate Analysis

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Cited by:

  1. Bilgili, Faik & Koçak, Emrah & Kuşkaya, Sevda & Bulut, Ümit, 2020. "Estimation of the co-movements between biofuel production and food prices: A wavelet-based analysis," Energy, Elsevier, vol. 213(C).
  2. Jun‐Hyung Ko & Yoshito Funashima, 2019. "On the Sources of the Feldstein–Horioka Puzzle across Time and Frequencies," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 81(4), pages 889-910, August.
  3. Monge, Manuel & Poza, Carlos & Borgia, Sofía, 2022. "A proposal of a suspicion of tax fraud indicator based on Google trends to foresee Spanish tax revenues," International Economics, Elsevier, vol. 169(C), pages 1-12.
  4. Martyna Marczak & Thomas Beissinger, 2016. "Bidirectional relationship between investor sentiment and excess returns: new evidence from the wavelet perspective," Applied Economics Letters, Taylor & Francis Journals, vol. 23(18), pages 1305-1311, December.
  5. Ha, Le Thanh, 2024. "Dynamic spill-over influences of FinTech innovation development on renewable energy volatility during the time of war in pandemic: A novel insight from a wavelet model," Economic Analysis and Policy, Elsevier, vol. 82(C), pages 515-529.
  6. Kilponen, Juha & Verona, Fabio, 2016. "Testing the Q theory of investment in the frequency domain," Bank of Finland Research Discussion Papers 32/2016, Bank of Finland.
  7. Avik Sinha & Arshian Sharif & Arnab Adhikari & Ankit Sharma, 2022. "Dependence structure between Indian financial market and energy commodities: a cross-quantilogram based evidence," Annals of Operations Research, Springer, vol. 313(1), pages 257-287, June.
  8. Aguiar-Conraria, Luis & Martins, Manuel M.F. & Soares, Maria Joana, 2018. "Estimating the Taylor rule in the time-frequency domain," Journal of Macroeconomics, Elsevier, vol. 57(C), pages 122-137.
  9. Mandler, Martin & Scharnagl, Michael, 2014. "Money growth and consumer price inflation in the euro area: A wavelet analysis," Discussion Papers 33/2014, Deutsche Bundesbank.
  10. repec:zbw:bofrdp:2019_012 is not listed on IDEAS
  11. Lubos Hanus & Lukas Vacha, 2015. "Business cycle synchronization of the Visegrad Four and the European Union," Working Papers IES 2015/19, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Jul 2015.
  12. Andrew Phiri, 2023. "Fisher’s hypothesis in time–frequency space: a premier using South Africa as a case study," Quality & Quantity: International Journal of Methodology, Springer, vol. 57(5), pages 4255-4284, October.
  13. Luís Aguiar-Conraria & Maria Joana Soares & Rita Sousa, 2017. "California´s Carbon Market and Energy Prices: A Wavelet Analysis," NIPE Working Papers 13/2017, NIPE - Universidade do Minho.
  14. Marfatia, Hardik A., 2017. "A fresh look at integration of risks in the international stock markets: A wavelet approach," Review of Financial Economics, Elsevier, vol. 34(C), pages 33-49.
  15. Jens J. Krüger, 2021. "A Wavelet Evaluation of Some Leading Business Cycle Indicators for the German Economy," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 17(3), pages 293-319, December.
  16. Khalfaoui, Rabeh & Padhan, Hemachandra & Tiwari, Aviral Kumar & Hammoudeh, Shawkat, 2020. "Understanding the time-frequency dynamics of money demand, oil prices and macroeconomic variables: The case of India," Resources Policy, Elsevier, vol. 68(C).
  17. Guo, Jin & Tanaka, Tetsuji, 2022. "Energy security versus food security: An analysis of fuel ethanol- related markets using the spillover index and partial wavelet coherence approaches," Energy Economics, Elsevier, vol. 112(C).
  18. Bekiros Stelios & Muzaffar Ahmed T. & Uddin Gazi S. & Vidal-García Javier, 2017. "Money supply and inflation dynamics in the Asia-Pacific economies: a time-frequency approach," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 21(3), pages 1-12, June.
  19. Qi, Xiaohong & Zhang, Guofu, 2022. "Dynamic connectedness of China’s green bonds and asset classes," The North American Journal of Economics and Finance, Elsevier, vol. 63(C).
  20. Mensi, Walid & Ur Rehman, Mobeen & Maitra, Debasish & Hamed Al-Yahyaee, Khamis & Sensoy, Ahmet, 2020. "Does bitcoin co-move and share risk with Sukuk and world and regional Islamic stock markets? Evidence using a time-frequency approach," Research in International Business and Finance, Elsevier, vol. 53(C).
  21. Manuel Monge & Luis A. Gil-Alana, 2020. "The Lithium Industry and Analysis of the Beta Term Structure of Oil Companies," Risks, MDPI, vol. 8(4), pages 1-17, December.
  22. Bekiros, Stelios & Boubaker, Sabri & Nguyen, Duc Khuong & Uddin, Gazi Salah, 2017. "Black swan events and safe havens: The role of gold in globally integrated emerging markets," Journal of International Money and Finance, Elsevier, vol. 73(PB), pages 317-334.
  23. Rezitis, Anthony N. & Rokopanos, Andreas, 2019. "Impact of trade liberalisation on dairy market price co-movements between the EU, Oceania, and the United States," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 63(3), July.
  24. Fratianni, Michele & Gallegati, Marco & Giri, Federico, 2022. "The medium-run Phillips curve: A time–frequency investigation for the UK," Journal of Macroeconomics, Elsevier, vol. 73(C).
  25. Funashima, Yoshito, 2015. "Automatic stabilizers in the Japanese tax system," Journal of Asian Economics, Elsevier, vol. 39(C), pages 86-93.
  26. Gallegati, Marco & Delli Gatti, Domenico, 2018. "Macrofinancial imbalances in historical perspective: A global crisis index," Journal of Economic Dynamics and Control, Elsevier, vol. 91(C), pages 190-205.
  27. Antony, Jürgen & Klarl, Torben, 2020. "Estimating the income inequality-health relationship for the United States between 1941 and 2015: Will the relevant frequencies please stand up?," The Journal of the Economics of Ageing, Elsevier, vol. 17(C).
  28. Gonçalo Faria & Fabio Verona, 2016. "Forecasting the equity risk premium with frequency-decomposed predictors," Working Papers de Economia (Economics Working Papers) 06, Católica Porto Business School, Universidade Católica Portuguesa.
  29. Monge, Manuel & Gil-Alana, Luis A. & Pérez de Gracia, Fernando, 2017. "U.S. shale oil production and WTI prices behaviour," Energy, Elsevier, vol. 141(C), pages 12-19.
  30. Andreani, Michele & Giri, Federico, 2024. "Mortgages, house prices, and business cycle dynamic: A medium-run exploration using the continuous wavelet transform," International Review of Economics & Finance, Elsevier, vol. 94(C).
  31. Verona, Fabio, 2016. "Time–frequency characterization of the U.S. financial cycle," Economics Letters, Elsevier, vol. 144(C), pages 75-79.
  32. Ghaemi Asl, Mahdi & Ben Jabeur, Sami, 2024. "Tail connectedness of DeFi and CeFi with accessible banking pillars: Unveiling novel insights through wavelet and quantile cross-spectral coherence analyses," International Review of Financial Analysis, Elsevier, vol. 95(PB).
  33. Verona, Fabio, 2016. "Time–frequency characterization of the U.S. financial cycle," Economics Letters, Elsevier, vol. 144(C), pages 75-79.
  34. Mustafa Gülerce & Gazanfer Ünal, 2018. "Electricity price forecasting using multiple wavelet coherence method: Comparison of ARMA versus VARMA," International Journal of Financial Engineering (IJFE), World Scientific Publishing Co. Pte. Ltd., vol. 5(01), pages 1-20, March.
  35. Erdost Torun & Afife Duygu Ayhan Akdeniz & Erhan Demireli & Simon Grima, 2022. "Long-Term US Economic Growth and the Carbon Dioxide Emissions Nexus: A Wavelet-Based Approach," Sustainability, MDPI, vol. 14(17), pages 1-16, August.
  36. Scharnagl Michael & Mandler Martin, 2019. "Real and Financial Cycles in Euro Area Economies: Results from Wavelet Analysis," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 239(5-6), pages 895-916, October.
  37. Emrah Oral & Gazanfer Unal, 2017. "Co-movement of precious metals and forecasting using scale by scale wavelet transform," International Journal of Financial Engineering (IJFE), World Scientific Publishing Co. Pte. Ltd., vol. 4(01), pages 1-21, March.
  38. Xu, Yingying, 2020. "Will energy transitions impact financial systems?," Energy, Elsevier, vol. 194(C).
  39. Luís Aguiar-Conraria & Manuel M. F. Martins & Maria Joana Soares, 2019. "The Phillips Curve at 60: time for time and frequency," CEF.UP Working Papers 1902, Universidade do Porto, Faculdade de Economia do Porto.
  40. Berta Marcos Ceron & Manuel Monge, 2023. "Consumer Sentiment and Luxury Behavior in the United States before and after COVID-19: Time Trends and Persistence Analysis," Mathematics, MDPI, vol. 11(16), pages 1-14, August.
  41. Mandler, Martin & Scharnagl, Michael, 2023. "Money growth and consumer price inflation in the euro area: An update," Technical Papers 01/2023, Deutsche Bundesbank.
  42. Huang, Shupei & An, Haizhong & Huang, Xuan & Jia, Xiaoliang, 2018. "Co-movement of coherence between oil prices and the stock market from the joint time-frequency perspective," Applied Energy, Elsevier, vol. 221(C), pages 122-130.
  43. Funashima, Yoshito, 2016. "The Fed-induced political business cycle: Empirical evidence from a time–frequency view," Economic Modelling, Elsevier, vol. 54(C), pages 402-411.
  44. Ko, Jun-Hyung & Lee, Chang-Min, 2015. "International economic policy uncertainty and stock prices: Wavelet approach," Economics Letters, Elsevier, vol. 134(C), pages 118-122.
  45. Mensi, Walid & Rehman, Mobeen Ur & Al-Yahyaee, Khamis Hamed, 2020. "Time-frequency co-movements between oil prices and interest rates: Evidence from a wavelet-based approach," The North American Journal of Economics and Finance, Elsevier, vol. 51(C).
  46. Mastroeni, Loretta & Mazzoccoli, Alessandro & Quaresima, Greta & Vellucci, Pierluigi, 2022. "Wavelet analysis and energy-based measures for oil-food price relationship as a footprint of financialisation effect," Resources Policy, Elsevier, vol. 77(C).
  47. Aktham Maghyereh & Hussein Abdoh, 2022. "COVID-19 and the volatility interlinkage between bitcoin and financial assets," Empirical Economics, Springer, vol. 63(6), pages 2875-2901, December.
  48. Clement Moyo & Andrew Phiri, 2023. "Re-Examining Bitcoin’s Price–Volume Relationship: A Time-Varying Spectral Analysis," JRFM, MDPI, vol. 16(7), pages 1-16, July.
  49. Gonçalo Faria & Fabio Verona, 2021. "Time-frequency forecast of the equity premium," Quantitative Finance, Taylor & Francis Journals, vol. 21(12), pages 2119-2135, December.
  50. Luís Francisco Aguiar-Conraria & Manuel M. F. Martins & Maria Joana Soares, 2014. "Analyzing the Taylor Rule with Wavelet Lenses," NIPE Working Papers 18/2014, NIPE - Universidade do Minho.
  51. Bouoiyour, Jamal & Gauthier, Marie & Bouri, Elie, 2023. "Which is leading: Renewable or brown energy assets?," Energy Economics, Elsevier, vol. 117(C).
  52. Dewandaru, Ginanjar & Masih, Rumi & Masih, A. Mansur M., 2015. "Why is no financial crisis a dress rehearsal for the next? Exploring contagious heterogeneities across major Asian stock markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 419(C), pages 241-259.
  53. Davor Kunovac & Martin Mandler & Michael Scharnagl, 2018. "Financial cycles in euro area economies: a cross-country perspective," Working Papers 55, The Croatian National Bank, Croatia.
  54. Kilponen, Juha & Verona, Fabio, 2016. "Testing the Q theory of investment in the frequency domain," Research Discussion Papers 32/2016, Bank of Finland.
  55. Chen, Mei-Ping & Chen, Wen-Yi & Tseng, Tseng-Chan, 2017. "Co-movements of returns in the health care sectors from the US, UK, and Germany stock markets: Evidence from the continuous wavelet analyses," International Review of Economics & Finance, Elsevier, vol. 49(C), pages 484-498.
  56. Sidi Mohammed Chekouri & Abderrahim Chibi & Mohamed Benbouziane, 2022. "Identifying Algeria’s de facto exchange rate regime: a wavelet-based approach," Journal of Economic Structures, Springer;Pan-Pacific Association of Input-Output Studies (PAPAIOS), vol. 11(1), pages 1-17, December.
  57. Jiang, Zhuhua & Yoon, Seong-Min, 2020. "Dynamic co-movement between oil and stock markets in oil-importing and oil-exporting countries: Two types of wavelet analysis," Energy Economics, Elsevier, vol. 90(C).
  58. Rongsheng Zhu & Yunpeng Li & Qian Huang & Sihan Li & Xinyu Zhang & Huairui Li & Qiang Fu, 2023. "Research on Vertical SEC Centrifugal Pump Multi-Fault Diagnosis Based on WPT–SVM," Energies, MDPI, vol. 16(22), pages 1-15, November.
  59. Bruzda, Joanna, 2017. "Real and complex wavelets in asset classification: An application to the US stock market," Finance Research Letters, Elsevier, vol. 21(C), pages 115-125.
  60. Huang, Shupei & An, Haizhong & Gao, Xiangyun & Huang, Xuan, 2016. "Time–frequency featured co-movement between the stock and prices of crude oil and gold," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 444(C), pages 985-995.
  61. Jammazi, Rania & Lahiani, Amine & Nguyen, Duc Khuong, 2015. "A wavelet-based nonlinear ARDL model for assessing the exchange rate pass-through to crude oil prices," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 34(C), pages 173-187.
  62. Rehman, Mobeen Ur & Nautiyal, Neeraj & Zeitun, Rami & Vo, Xuan Vinh & Ghardallou, Wafa, 2024. "Unraveling the multiscale comovement of green bonds and structural shocks: An oil-driven analysis," The North American Journal of Economics and Finance, Elsevier, vol. 72(C).
  63. Abid, Fathi & Kaffel, Bilel, 2018. "Time–frequency wavelet analysis of the interrelationship between the global macro assets and the fear indexes," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 490(C), pages 1028-1045.
  64. Wen-Yi CHEN & Yu-Hui LIN, 2016. "Co-Movement of Healthcare Financing in OECD Countries: Evidence from Discrete Wavelet Analyses," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(3), pages 40-56, September.
  65. Shupei Huang & Haizhong An & Xiangyun Gao & Meihui Jiang, 2016. "The Multiscale Fluctuations of the Correlation between Oil Price and Wind Energy Stock," Sustainability, MDPI, vol. 8(6), pages 1-14, June.
  66. Luís Aguiar-Conraria & Manuel M. F. Martins & Maria Joana Soares, 2019. "The Phillips Curve at 60: time for time and frequency," CEF.UP Working Papers 1902, Universidade do Porto, Faculdade de Economia do Porto.
  67. Wen-Yi Chen, 2016. "Health progress and economic growth in the USA: the continuous wavelet analysis," Empirical Economics, Springer, vol. 50(3), pages 831-855, May.
  68. Mensi, Walid & Rehman, Mobeen Ur & Al-Yahyaee, Khamis Hamed & Al-Jarrah, Idries Mohammad Wanas & Kang, Sang Hoon, 2019. "Time frequency analysis of the commonalities between Bitcoin and major Cryptocurrencies: Portfolio risk management implications," The North American Journal of Economics and Finance, Elsevier, vol. 48(C), pages 283-294.
  69. Brian Lucey & Fergal O’connor, 2017. "Are gold bugs coherent?," Applied Economics Letters, Taylor & Francis Journals, vol. 24(2), pages 90-94, January.
  70. Rehman, Mobeen Ur & Kang, Sang Hoon, 2021. "A time–frequency comovement and causality relationship between Bitcoin hashrate and energy commodity markets," Global Finance Journal, Elsevier, vol. 49(C).
  71. Funashima, Yoshito, 2020. "Money stock versus monetary base in time–frequency exchange rate determination," Journal of International Money and Finance, Elsevier, vol. 104(C).
  72. Dewandaru, Ginanjar & Masih, Rumi & Masih, A. Mansur M., 2016. "What can wavelets unveil about the vulnerabilities of monetary integration? A tale of Eurozone stock markets," Economic Modelling, Elsevier, vol. 52(PB), pages 981-996.
  73. Martin Mandler & Michael Scharnagl, 2022. "Financial Cycles in Euro Area Economies: A Cross‐Country Perspective Using Wavelet Analysis," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 84(3), pages 569-593, June.
  74. Baruník, Jozef & Hlínková, Michaela, 2016. "Revisiting the long memory dynamics of the implied–realized volatility relationship: New evidence from the wavelet regression," Economic Modelling, Elsevier, vol. 54(C), pages 503-514.
  75. Paulo Matos & Cristiano Da Silva & Antonio Costa, 2022. "On the relationship between COVID-19 and G7 banking co-movements," Economics Bulletin, AccessEcon, vol. 42(2), pages 793-801.
  76. Jacopo Staccioli & Maria Enrica Virgillito, 2021. "Back to the past: the historical roots of labor-saving automation," Eurasian Business Review, Springer;Eurasia Business and Economics Society, vol. 11(1), pages 27-57, March.
  77. Faria, Gonçalo & Verona, Fabio, 2018. "Forecasting stock market returns by summing the frequency-decomposed parts," Journal of Empirical Finance, Elsevier, vol. 45(C), pages 228-242.
  78. Mastroeni, Loretta & Mazzoccoli, Alessandro & Vellucci, Pierluigi, 2024. "Wavelet entropy and complexity–entropy curves approach for energy commodity price predictability amid the transition to alternative energy sources," Chaos, Solitons & Fractals, Elsevier, vol. 184(C).
  79. Luís Aguiar-Conraria & Pedro Brinca & Haukur Viðar Guðjónsson & Maria Joana Soares, 2015. "Optimum Currency Area and Business Cycle Synchronization Across U.S. States," NIPE Working Papers 1/2015, NIPE - Universidade do Minho.
  80. Faria, Gonçalo & Verona, Fabio, 2018. "Forecasting stock market returns by summing the frequency-decomposed parts," Journal of Empirical Finance, Elsevier, vol. 45(C), pages 228-242.
  81. Mustafa Gülerce & Gazanfer Ünal, 2017. "Forecasting Of Oil And Agricultural Commodity Prices: Varma Versus Arma," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 12(03), pages 1-30, September.
  82. Si, Deng-Kui & Liu, Xi-Hua & Kong, Xianli, 2019. "The comovement and causality between stock market cycle and business cycle in China: Evidence from a wavelet analysis," Economic Modelling, Elsevier, vol. 83(C), pages 17-30.
  83. Kenourgios, Dimitris & Drakonaki, Emmanouela & Dimitriou, Dimitrios, 2019. "ECB’s unconventional monetary policy and cross-financial-market correlation dynamics," The North American Journal of Economics and Finance, Elsevier, vol. 50(C).
  84. Liu, Ding & Sun, Weihong & Xu, Liao & Zhang, Xuan, 2023. "Time-frequency relationship between economic policy uncertainty and financial cycle in China: Evidence from wavelet analysis," Pacific-Basin Finance Journal, Elsevier, vol. 77(C).
  85. Angeliki Skoura, 2019. "Detection of Lead-Lag Relationships Using Both Time Domain and Time-Frequency Domain; An Application to Wealth-To-Income Ratio," Economies, MDPI, vol. 7(2), pages 1-27, April.
  86. Ciesielska, Dorota & Kołtuniak, Marcin, 2017. "Outward foreign direct investments and home country’s economic growth," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 482(C), pages 127-146.
  87. Antonis A. Michis, 2021. "Wavelet Multidimensional Scaling Analysis of European Economic Sentiment Indicators," Journal of Classification, Springer;The Classification Society, vol. 38(3), pages 443-480, October.
  88. Deng-Kui Si & Xiao-Lin Li & Xinyu Ge, 2020. "On the link between the exchange rates and interest rate differentials in China: evidence from an asymmetric wavelet analysis," Empirical Economics, Springer, vol. 59(6), pages 2925-2946, December.
  89. Rabeh Khalfaoui & Sakiru Adebola Solarin & Adel Al-Qadasi & Sami Ben Jabeur, 2022. "Dynamic causality interplay from COVID-19 pandemic to oil price, stock market, and economic policy uncertainty: evidence from oil-importing and oil-exporting countries," Annals of Operations Research, Springer, vol. 313(1), pages 105-143, June.
  90. Mutaju Isaack Marobhe & Jonathan Mukiza Peter Kansheba, 2023. "High frequency volatility spillover between oil and non-energy commodities during crisis and tranquil periods," SN Business & Economics, Springer, vol. 3(4), pages 1-27, April.
  91. Yenan Wu & Di Long & Upmanu Lall & Bridget R. Scanlon & Fuqiang Tian & Xudong Fu & Jianshi Zhao & Jianyun Zhang & Hao Wang & Chunhong Hu, 2022. "Reconstructed eight-century streamflow in the Tibetan Plateau reveals contrasting regional variability and strong nonstationarity," Nature Communications, Nature, vol. 13(1), pages 1-13, December.
  92. Anand, B. & Paul, Sunil & Ramachandran, M., 2014. "Volatility Spillover between Oil and Stock Market Returns," Indian Economic Review, Department of Economics, Delhi School of Economics, vol. 49(1), pages 37-56.
  93. Cosimo Magazzino & Francesco Forte & Lorenzo Giolli, 2022. "On the Italian public accounts' sustainability: A wavelet approach," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(1), pages 943-952, January.
  94. Saeed, Asif & Chaudhry, Sajid M. & Arif, Ahmed & Ahmed, Rizwan, 2023. "Spillover of energy commodities and inflation in G7 plus Chinese economies," Energy Economics, Elsevier, vol. 127(PA).
  95. Lubos Hanus & Lukas Vacha, 2015. "Business cycle synchronization within the European Union: A wavelet cohesion approach," Papers 1506.03106, arXiv.org, revised Feb 2016.
  96. Torben Klarl, 2016. "The nexus between housing and GDP re-visited: A wavelet coherence view on housing and GDP for the U.S," Economics Bulletin, AccessEcon, vol. 36(2), pages 704-720.
  97. Funashima Yoshito, 2021. "Time–Frequency Regression," Journal of Econometric Methods, De Gruyter, vol. 10(1), pages 21-32, January.
  98. Funashima, Yoshito, 2015. "The Fed-Induced Political Business Cycle," MPRA Paper 63654, University Library of Munich, Germany.
  99. Dimitriou, Dimitrios & Kenourgios, Dimitris & Simos, Theodore, 2020. "Are there any other safe haven assets? Evidence for “exotic” and alternative assets," International Review of Economics & Finance, Elsevier, vol. 69(C), pages 614-628.
  100. Ahmed, Walid M.A., 2022. "On the higher-order moment interdependence of stock and commodity markets: A wavelet coherence analysis," The Quarterly Review of Economics and Finance, Elsevier, vol. 83(C), pages 135-151.
  101. Fathi Abid & Bilel Kaffel, 2018. "The extent of virgin olive-oil prices’ distribution revealing the behavior of market speculators," Review of Quantitative Finance and Accounting, Springer, vol. 50(2), pages 561-590, February.
  102. Amine Ben Amar & Jean‐Étienne Carlotti, 2021. "Who drives the dance? Further insights from a time‐frequency wavelet analysis of the interrelationship between stock markets and uncertainty," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(1), pages 1623-1636, January.
  103. Aguiar-Conraria, Luís & Martins, Manuel M.F. & Soares, Maria Joana, 2020. "Okun’s Law across time and frequencies," Journal of Economic Dynamics and Control, Elsevier, vol. 116(C).
  104. Maghyereh, Aktham & Awartani, Basel & Abdoh, Hussein, 2020. "The effects of investor emotions sentiments on crude oil returns: A time and frequency dynamics analysis," International Economics, Elsevier, vol. 162(C), pages 110-124.
  105. Monge, Manuel & Romero Rojo, María Fátima & Gil-Alana, Luis Alberiko, 2023. "The impact of geopolitical risk on the behavior of oil prices and freight rates," Energy, Elsevier, vol. 269(C).
  106. Ferrer, Román & Bolós, Vicente J. & Benítez, Rafael, 2016. "Interest rate changes and stock returns: A European multi-country study with wavelets," International Review of Economics & Finance, Elsevier, vol. 44(C), pages 1-12.
  107. Yoshito Funashima, 2018. "Macroeconomic policy coordination between Japanese central and local governments," Empirical Economics, Springer, vol. 54(4), pages 1631-1651, June.
  108. Andreea Maria Muraru, 2020. "The Impact of Global Tensions on the Economic and Financial Cycle in Romania," Postmodern Openings, Editura Lumen, Department of Economics, vol. 11(3), pages 115-128, October.
  109. Hasan, Md. Bokhtiar & Rashid, Md. Mamunur & Shafiullah, Muhammad & Sarker, Tapan, 2022. "How resilient are Islamic financial markets during the COVID-19 pandemic?," Pacific-Basin Finance Journal, Elsevier, vol. 74(C).
  110. Monge, Manuel & Claudio-Quiroga, Gloria & Poza, Carlos, 2024. "Chinese economic behavior in times of covid-19. A new leading economic indicator based on Google trends," International Economics, Elsevier, vol. 177(C).
  111. Magazzino, Cosimo & Giolli, Lorenzo, 2021. "The relationship among railway networks, energy consumption, and real added value in Italy. Evidence form ARDL and Wavelet analysis," Research in Transportation Economics, Elsevier, vol. 90(C).
  112. Costa, Antonio & da Silva, Cristiano & Matos, Paulo, 2022. "The Brazilian financial market reaction to COVID-19: A wavelet analysis," International Review of Economics & Finance, Elsevier, vol. 82(C), pages 13-29.
  113. Huang, Shupei & An, Haizhong & Huang, Xuan & Wang, Yue, 2018. "Do all sectors respond to oil price shocks simultaneously?," Applied Energy, Elsevier, vol. 227(C), pages 393-402.
  114. Monge, Manuel & Lazcano, Ana & Parada, José Luis, 2023. "Growth vs value investing: Persistence and time trend before and after COVID-19," Research in International Business and Finance, Elsevier, vol. 65(C).
  115. Zhuhua Jiang & Rim El Khoury & Muneer M. Alshater & Seong‐Min Yoon, 2024. "Impact of global macroeconomic factors on spillovers among Australian sector markets: Fresh findings from a wavelet‐based analysis," Australian Economic Papers, Wiley Blackwell, vol. 63(1), pages 78-105, March.
  116. Feng, Yun & Yang, Jie & Huang, Qian, 2023. "Multiscale correlation analysis of Sino-US corn futures markets and the impact of international crude oil price: A new perspective from the multifractal method," Finance Research Letters, Elsevier, vol. 53(C).
  117. Patrick M. Crowley & Andrew Hughes Hallett, 2021. "The Evolution of US and UK Real GDP Components in the Time-Frequency Domain: A Continuous Wavelet Analysis," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 17(3), pages 233-261, December.
  118. Aguiar-Conraria Luís & Brinca Pedro & Guðjónsson Haukur Viðar & Soares Maria Joana, 2017. "Business cycle synchronization across U.S. states," The B.E. Journal of Macroeconomics, De Gruyter, vol. 17(1), pages 1-15, January.
  119. Khalfaoui, Rabeh & Tiwari, Aviral Kumar & Kablan, Sandrine & Hammoudeh, Shawkat, 2021. "Interdependence and lead-lag relationships between the oil price and metal markets: Fresh insights from the wavelet and quantile coherency approaches," Energy Economics, Elsevier, vol. 101(C).
  120. Conlon, Thomas & Corbet, Shaen & McGee, Richard J., 2021. "Inflation and cryptocurrencies revisited: A time-scale analysis," Economics Letters, Elsevier, vol. 206(C).
  121. Sun, Qi & Xu, Weidong, 2018. "Wavelet analysis of the co-movement and lead–lag effect among multi-markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 512(C), pages 489-499.
  122. Gonçalo Faria & Fabio Verona, 2016. "Forecasting the equity risk premium with frequency-decomposed predictors," Working Papers de Economia (Economics Working Papers) 06, Católica Porto Business School, Universidade Católica Portuguesa.
  123. Yaqi Wu & Chen Zhang & Po Yun & Dandan Zhu & Wei Cao & Zulfiqar Ali Wagan, 2021. "Time–frequency analysis of the interaction mechanism between European carbon and crude oil markets," Energy & Environment, , vol. 32(7), pages 1331-1357, November.
  124. Flor, Michael A. & Klarl, Torben, 2017. "On the cyclicity of regional house prices: New evidence for U.S. metropolitan statistical areas," Journal of Economic Dynamics and Control, Elsevier, vol. 77(C), pages 134-156.
  125. Cheneal Raubenheimer & Andrew Phiri, 2023. "The impact of climate change and economic development on fisheries in South Africa: a wavelet-based spectral analysis," Palgrave Communications, Palgrave Macmillan, vol. 10(1), pages 1-11, December.
  126. Aloui, Chaker & Jammazi, Rania, 2015. "Dependence and risk assessment for oil prices and exchange rate portfolios: A wavelet based approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 436(C), pages 62-86.
  127. Giri, Federico, 2022. "The relationship between headline, core, and energy inflation: A wavelet investigation," Economics Letters, Elsevier, vol. 210(C).
  128. Luboš Hanus & Lukáš Vácha, 2020. "Growth cycle synchronization of the Visegrad Four and the European Union," Empirical Economics, Springer, vol. 58(4), pages 1779-1795, April.
  129. Huang, Xiaohong & Huang, Shupei, 2020. "Identifying the comovement of price between China's and international crude oil futures: A time-frequency perspective," International Review of Financial Analysis, Elsevier, vol. 72(C).
  130. Marczak, Martyna & Gómez, Víctor, 2015. "Cyclicality of real wages in the USA and Germany: New insights from wavelet analysis," Economic Modelling, Elsevier, vol. 47(C), pages 40-52.
  131. Cosimo Magazzino & Mihai Mutascu, 2019. "A wavelet analysis of Italian fiscal sustainability," Journal of Economic Structures, Springer;Pan-Pacific Association of Input-Output Studies (PAPAIOS), vol. 8(1), pages 1-13, December.
  132. Funashima, Yoshito, 2016. "Governmentally amplified output volatility," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 462(C), pages 469-478.
  133. Roman Kräussl & Alessandro Tugnetti, 2024. "Non‐Fungible Tokens (NFTs): A Review of Pricing Determinants, Applications and Opportunities," Journal of Economic Surveys, Wiley Blackwell, vol. 38(2), pages 555-574, April.
  134. Mustapha Olalekan Ojo & Luís Aguiar-Conraria & Maria Joana Soares, 2019. "A Time-Frequency Analysis of Sovereign Debt Contagion in Europe," NIPE Working Papers 11/2019, NIPE - Universidade do Minho.
  135. Monge, Manuel & Gil-Alana, Luis Alberiko, 2021. "Spatial crude oil production divergence and crude oil price behaviour in the United States," Energy, Elsevier, vol. 232(C).
  136. Funashima, Yoshito, 2015. "Wagner's law versus displacement effect," MPRA Paper 68390, University Library of Munich, Germany.
  137. Pejman Bahramian & Andisheh Saliminezhad, 2021. "Does Capacity Utilization Predict Inflation? A Wavelet Based Evidence from United States," Computational Economics, Springer;Society for Computational Economics, vol. 58(4), pages 1103-1125, December.
  138. Brian Opiyo Yalla & Ferdinand Okoth Othieno, 2023. "Modelling delayed correlation between interest rates and equity market returns," SN Business & Economics, Springer, vol. 3(2), pages 1-24, February.
  139. Mustapha Olalekan Ojo & Luís Aguiar-Conraria & Maria Joana Soares, 2020. "A time–frequency analysis of the Canadian macroeconomy and the yield curve," Empirical Economics, Springer, vol. 58(5), pages 2333-2351, May.
  140. Panos Fousekis & Vasilis Grigoriadis, 2016. "Price co-movement in the principal skim milk powder producing regions: a wavelet analysis," Economics Bulletin, AccessEcon, vol. 36(1), pages 477-492.
  141. Mustapha Olalekan Ojo & Luís Aguiar‐Conraria & Maria Joana Soares, 2024. "The performance of OECD's composite leading indicator," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 29(2), pages 2265-2277, April.
  142. Huang, Shupei & An, Haizhong & Gao, Xiangyun & Wen, Shaobo & Jia, Xiaoliang, 2016. "The global interdependence among oil-equity nexuses," Energy, Elsevier, vol. 107(C), pages 259-271.
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  144. Yan, Chuanpeng & Huang, Kevin X.D., 2020. "Financial cycle and business cycle: An empirical analysis based on the data from the U.S," Economic Modelling, Elsevier, vol. 93(C), pages 693-701.
  145. Bales, Stephan, 2022. "Policy uncertainty and the sovereign-bank nexus: A time-frequency analysis using wavelet transformation," Finance Research Letters, Elsevier, vol. 44(C).
  146. Emre Kahraman & Gazanfer Unal, 2016. "Multiple Wavelet Coherency Analysis and Forecasting of Metal Prices," Papers 1602.01960, arXiv.org.
  147. Bekiros, Stelios & Nguyen, Duc Khuong & Uddin, Gazi Salah & Sjö, Bo, 2016. "On the time scale behavior of equity-commodity links: Implications for portfolio management," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 41(C), pages 30-46.
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  149. Bredin, Don & Conlon, Thomas & Potì, Valerio, 2015. "Does gold glitter in the long-run? Gold as a hedge and safe haven across time and investment horizon," International Review of Financial Analysis, Elsevier, vol. 41(C), pages 320-328.
  150. Ying Zhang & Xiaoxing Liu & Rui Wang & Ruobing Tang, 2016. "Revisiting the “Guns versus Butter” Argument in China (1950–2014): New Evidence from the Continuous Wavelet Analysis," Sustainability, MDPI, vol. 8(7), pages 1-13, July.
  151. Dimitra G Georgopoulou & Andrew J King & Rowan M Brown & Ines Fürtbauer, 2022. "Emergence and repeatability of leadership and coordinated motion in fish shoals [The continuous wavelet transform: moving beyond uni- and bivariate analysis]," Behavioral Ecology, International Society for Behavioral Ecology, vol. 33(1), pages 47-54.
  152. João Martins, 2022. "Bond Yields Movement Similarities and Synchronization in the G7: A Time–Frequency Analysis," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 18(2), pages 189-214, July.
  153. Rua, António, 2017. "A wavelet-based multivariate multiscale approach for forecasting," International Journal of Forecasting, Elsevier, vol. 33(3), pages 581-590.
  154. Monge, Manuel & Cristóbal, Enrique, 2021. "Terrorism and the behavior of oil production and prices in OPEC," Resources Policy, Elsevier, vol. 74(C).
  155. Habimana, Olivier, 2016. "Oil price, exchange rate and consumer price co-movement: A continuous-wavelet analysis," MPRA Paper 71886, University Library of Munich, Germany.
  156. Monge, Manuel & Gil-Alana, Luis A., 2021. "Lithium industry and the U.S. crude oil prices. A fractional cointegration VAR and a Continuous Wavelet Transform analysis," Resources Policy, Elsevier, vol. 72(C).
  157. K. Hafsal & S. Raja Sethu Durai, 2023. "Fundamental and bubble spillovers in stock markets: a common trend approach," SN Business & Economics, Springer, vol. 3(3), pages 1-17, March.
  158. Li, Xiao-Lin & Chang, Tsangyao & Miller, Stephen M. & Balcilar, Mehmet & Gupta, Rangan, 2015. "The co-movement and causality between the U.S. housing and stock markets in the time and frequency domains," International Review of Economics & Finance, Elsevier, vol. 38(C), pages 220-233.
  159. Aguiar-Conraria, Luís & Martins, Manuel M.F. & Soares, Maria Joana, 2023. "The Phillips curve at 65: Time for time and frequency," Journal of Economic Dynamics and Control, Elsevier, vol. 151(C).
  160. Avishek Bhandari, 2020. "A wavelet analysis of inter-dependence, contagion and long memory among global equity markets," Papers 2003.14110, arXiv.org.
  161. Wen-Yi Chen & Yai-Wun Liang & Yu-Hui Lin, 2018. "Does Health Spending Crowd out Defense in the United States? Evidence from Wavelet Multiresolution Analysis," Defence and Peace Economics, Taylor & Francis Journals, vol. 29(7), pages 780-793, November.
  162. Roman Mestre, 2021. "A wavelet approach of investing behaviors and their effects on risk exposures," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 7(1), pages 1-37, December.
  163. Ivanov, Ivan & Kabaivanov, Stanimir & Bogdanova, Boryana, 2016. "Stock market recovery from the 2008 financial crisis: The differences across Europe," Research in International Business and Finance, Elsevier, vol. 37(C), pages 360-374.
  164. Huang, Shupei & An, Haizhong & Gao, Xiangyun & Wen, Shaobo & Hao, Xiaoqing, 2017. "The multiscale impact of exchange rates on the oil-stock nexus: Evidence from China and Russia," Applied Energy, Elsevier, vol. 194(C), pages 667-678.
  165. Jitka Pomenkova & Eva Klejmova & Zuzana Kucerova, 2019. "Cyclicality in lending activity of Euro area in pre- and post- 2008 crisis: a local-adaptive-based testing of wavelets," Baltic Journal of Economics, Baltic International Centre for Economic Policy Studies, vol. 19(1), pages 155-175.
  166. Bolós, V.J. & Benítez, R. & Ferrer, R. & Jammazi, R., 2017. "The windowed scalogram difference: A novel wavelet tool for comparing time series," Applied Mathematics and Computation, Elsevier, vol. 312(C), pages 49-65.
  167. Huang, Shupei & An, Haizhong & Gao, Xiangyun & Hao, Xiaoqing, 2016. "Unveiling heterogeneities of relations between the entire oil–stock interaction and its components across time scales," Energy Economics, Elsevier, vol. 59(C), pages 70-80.
  168. Andrew Phiri, 2022. "Changing efficiency of BRICS currency markets during the COVID-19 pandemic," Economic Change and Restructuring, Springer, vol. 55(3), pages 1673-1699, August.
  169. Tanveer Bagh & Abdul Waheed & Muhammad Asif Khan & Mirza Muhammad Naseer, 2023. "Effect of Economic Policy Uncertainty on China’s Stock Price Index: A Comprehensive Analysis Using Wavelet Coherence Approach," SAGE Open, , vol. 13(4), pages 21582440231, December.
  170. Luis Aguiar-Conraria & Gilmar Conceigao & Maria Joana Soares, 2022. "How Far is Gas from becoming a Global Commodity?," The Energy Journal, , vol. 43(4), pages 179-198, May.
  171. Muhammad Ramzan & Mohammad Razib Hossain & Kashif Raza Abbasi & Tomiwa Sunday Adebayo & Rafael Alvarado, 2024. "Unveiling time-varying asymmetries in the stock market returns through energy prices, green innovation, and market risk factors: wavelet-based evidence from China," Economic Change and Restructuring, Springer, vol. 57(3), pages 1-36, June.
  172. Mandler, Martin & Scharnagl, Michael, 2022. "Financial cycles across G7 economies: A view from wavelet analysis," The Journal of Economic Asymmetries, Elsevier, vol. 26(C).
  173. Gonçalo Faria & Fabio Verona, 2021. "Time-frequency forecast of the equity premium," Quantitative Finance, Taylor & Francis Journals, vol. 21(12), pages 2119-2135, December.
  174. Meng, Xiangcai & Huang, Chia-Hsing, 2019. "The time-frequency co-movement of Asian effective exchange rates: A wavelet approach with daily data," The North American Journal of Economics and Finance, Elsevier, vol. 48(C), pages 131-148.
  175. repec:zbw:bofrdp:2016_014 is not listed on IDEAS
  176. Muhammad Anas & Ghulam Mujtaba & Sadaf Nayyar & Saira Ashfaq, 2020. "Time-Frequency Based Dynamics of Decoupling or Integration between Islamic and Conventional Equity Markets," JRFM, MDPI, vol. 13(7), pages 1-27, July.
  177. Le, Thanh Ha, 2022. "Connectedness between nonrenewable and renewable energy consumption, economic growth and CO2 emission in Vietnam: New evidence from a wavelet analysis," Renewable Energy, Elsevier, vol. 195(C), pages 442-454.
  178. Sousa, Rita & Aguiar-Conraria, Luís & Soares, Maria Joana, 2014. "Carbon financial markets: A time–frequency analysis of CO2 prices," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 414(C), pages 118-127.
  179. repec:zbw:bofrdp:2020_006 is not listed on IDEAS
  180. Krüger, Jens J., 2024. "A Wavelet Evaluation of Some Leading Business Cycle Indicators for the German Economy," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 149438, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
  181. Koushik Mandal & Radhika Prosad Datta, 2022. "Analysing Time-frequency Relationship between Oil price and Sectoral Indices in India using Wavelet Techniques," International Journal of Energy Economics and Policy, Econjournals, vol. 12(5), pages 192-201, September.
  182. Michele Fratianni & Marco Gallegati & Federico Giri, 2019. "Mr Phillips and the medium-run: temporal instability vs. frequency stability," Mo.Fi.R. Working Papers 155, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences.
  183. Poza, Carlos & Monge, Manuel, 2020. "A real time leading economic indicator based on text mining for the Spanish economy. Fractional cointegration VAR and Continuous Wavelet Transform analysis," International Economics, Elsevier, vol. 163(C), pages 163-175.
  184. David, S.A. & Inácio Jr., C.M.C. & Tenreiro Machado, José A., 2021. "The recovery of global stock markets indices after impacts due to pandemics," Research in International Business and Finance, Elsevier, vol. 55(C).
  185. Andreani, Michele & Giri, Federico, 2023. "Not a short-run noise! The low-frequency volatility of energy inflation," Finance Research Letters, Elsevier, vol. 51(C).
  186. Gandjon Fankem, Gislain Stéphane & Fouda Mbesa, Lucien Cédric, 2023. "Business cycle synchronization and African monetary union: A wavelet analysis," Journal of Macroeconomics, Elsevier, vol. 77(C).
  187. Roman Mestre, 2023. "Stock profiling using time–frequency-varying systematic risk measure," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 9(1), pages 1-29, December.
  188. Wu, Wanshan & Tiwari, Aviral Kumar & Gozgor, Giray & Leping, Huang, 2021. "Does economic policy uncertainty affect cryptocurrency markets? Evidence from Twitter-based uncertainty measures," Research in International Business and Finance, Elsevier, vol. 58(C).
  189. Caraiani, Petre, 2015. "Estimating DSGE models across time and frequency," Journal of Macroeconomics, Elsevier, vol. 44(C), pages 33-49.
  190. Faik Bilgili & Emrah Koçak & Sevda Kuşkaya, 2023. "Dynamics and Co-movements Between the COVID-19 Outbreak and the Stock Market in Latin American Countries: An Evaluation Based on the Wavelet-Partial Wavelet Coherence Model," Evaluation Review, , vol. 47(4), pages 630-652, August.
  191. Radulescu, Magdalena & Rao, Amar & Doğan, Buhari & Abbas, Shujaat, 2024. "Co-movement between COVID-19, oil price and American stock market during 2020: Fresh investigation from partial and multiple wavelet methods," Resources Policy, Elsevier, vol. 95(C).
  192. Chi-Wei Su & Xiao-Cui Yin & Ran Tao, 2018. "How do housing prices affect consumption in China? New evidence from a continuous wavelet analysis," PLOS ONE, Public Library of Science, vol. 13(9), pages 1-14, September.
  193. Rita Sousa & Luís Francisco Aguiar-Conraria & Maria Joana Soares, 2014. "Carbon and Energy Prices: Surfing the Wavelets of California," NIPE Working Papers 19/2014, NIPE - Universidade do Minho.
  194. Tiwari, Aviral Kumar & Albulescu, Claudiu Tiberiu, 2016. "Oil price and exchange rate in India: Fresh evidence from continuous wavelet approach and asymmetric, multi-horizon Granger-causality tests," Applied Energy, Elsevier, vol. 179(C), pages 272-283.
  195. Thomas Conlon & Brian M. Lucey & Gazi Salah Uddin, 2018. "Is gold a hedge against inflation? A wavelet time-scale perspective," Review of Quantitative Finance and Accounting, Springer, vol. 51(2), pages 317-345, August.
  196. Yang Mestre Zhou & Roman Mestre, 2024. "A continuous wavelets approach of China opening reforms effects on relationships between mainland Chinese stock exchanges and Hong Kong," Economics Bulletin, AccessEcon, vol. 44(1), pages 430-465.
  197. Marcin Koltuniak, 2016. "Examination of the directions of spillover effects between the real estate and stock prices in Poland using wavelet analysis," Bank i Kredyt, Narodowy Bank Polski, vol. 47(3), pages 251-266.
  198. Loretta Mastroeni & Alessandro Mazzoccoli & Greta Quaresima & Pierluigi Vellucci, 2021. "Wavelet analysis and energy-based measures for oil-food price relationship as a footprint of financialisation effect," Papers 2104.11891, arXiv.org, revised Mar 2022.
  199. Portugal, Pedro & Rua, António, 2020. "How the ins and outs shape differently the U.S. unemployment over time and across frequencies," European Economic Review, Elsevier, vol. 121(C).
  200. Rünstler, Gerhard & Balfoussia, Hiona & Burlon, Lorenzo & Buss, Ginters & Comunale, Mariarosaria & De Backer, Bruno & Dewachter, Hans & Guarda, Paolo & Haavio, Markus & Hindrayanto, Irma & Iskrev, Nik, 2018. "Real and financial cycles in EU countries - Stylised facts and modelling implications," Occasional Paper Series 205, European Central Bank.
  201. Sbarile, Andrea & Blampied, Nicolás, 2024. "Conflict Inflation, Political Exchange and Failed Stabilization in Post-Convertibility Argentina," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 77(2), pages 265-292.
  202. Mensi, Walid & Rehman, Mobeen Ur & Maitra, Debasish & Al-Yahyaee, Khamis Hamed & Vo, Xuan Vinh, 2023. "Frequency spillovers and portfolio risk implications between Sukuk, Islamic stock and emerging stock markets," The Quarterly Review of Economics and Finance, Elsevier, vol. 91(C), pages 139-157.
  203. Swamy, Vighneswara, 2020. "Macroeconomic transmission of Eurozone shocks to India—A mean-adjusted Bayesian VAR approach," Economic Analysis and Policy, Elsevier, vol. 68(C), pages 126-150.
  204. Cascio, Iolanda Lo, 2015. "A wavelet analysis of US fiscal sustainability," Economic Modelling, Elsevier, vol. 51(C), pages 33-37.
  205. Polanco Martínez, Josué M. & Abadie, Luis M. & Fernández-Macho, J., 2018. "A multi-resolution and multivariate analysis of the dynamic relationships between crude oil and petroleum-product prices," Applied Energy, Elsevier, vol. 228(C), pages 1550-1560.
  206. Naeem, Muhammad Abubakr & Husain, Afzol & Bossman, Ahmed & Karim, Sitara, 2024. "Assessing the linkage of energy cryptocurrency with clean and dirty energy markets," Energy Economics, Elsevier, vol. 130(C).
  207. Manuel Jaén-García, 2021. "Displacement Effect and Ratchet Effect: Testing of Two Alternative Hypotheses," SAGE Open, , vol. 11(1), pages 21582440211, March.
  208. Georgios Magkonis & Karen Jackson, 2019. "Identifying Networks in Social Media: The case of #Grexit," Networks and Spatial Economics, Springer, vol. 19(1), pages 319-330, March.
  209. repec:zbw:bofrdp:2016_029 is not listed on IDEAS
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