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Search: subject:"Wavelet coherence analysis"
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Volatility
State space model
13
Wavelet coherence analysis
13
Zustandsraummodell
13
Volatilität
10
Oil price
8
Welt
8
World
8
Ölpreis
8
Coronavirus
6
wavelet coherence analysis
6
Aktienmarkt
5
Impact assessment
5
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5
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4
Portfolio selection
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Agrarpreis
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Agricultural price
3
COVID-19
3
Co-movement
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Financial market
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Finanzmarkt
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Spillover effect
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Spillover-Effekt
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Wavelet Coherence Analysis
3
Anlageverhalten
2
Asia
2
Asien
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Behavioural finance
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2
Börsenkurs
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Causality analysis
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Choi, Sun-Yong
2
Ambatipudi, Vamsidhar
1
Cai, Xiao Jing
1
Cheng, Lu
1
Diakodimitriou, Danai
1
Dimitriou, Dimitrios
1
Fang, Zheng
1
Hamori, Shigeyuki
1
He, Linjie
1
Hu, Chunyan
1
Jana, Susovon
1
Kallandranis, Christos
1
Kumar, Dilip
1
Lapshina, Kseniya A.
1
Li, Jingyu
1
Liu, Ranran
1
Lu, Man
1
Maiti, Moinak
1
Ouyang, Guangda
1
Sahu, Tarak Nath
1
Su, Zhi
1
Tian, Shuairu
1
Tsioutsios, Alexandros
1
Vlassas, Ioannis
1
Vukovic, Darko B.
1
Wen, Fenghua
1
Xie, Qiwei
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Finance research letters
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Energy economics
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Journal of emerging market finance
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The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
10
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1
COVID-19 and risk spillovers of China's major financial markets : evidence from time-varying variance decomposition and
wavelet
coherence
analysis
Xie, Qiwei
;
Cheng, Lu
;
Liu, Ranran
;
Zheng, Xiaolong
; …
- In:
Finance research letters
52
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014472112
Saved in:
2
Is the cryptocurrency market a hedge against stock market risk? : a wavelet and GARCH approach
Jana, Susovon
;
Sahu, Tarak Nath
- In:
Economic notes
52
(
2023
)
3
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014427518
Saved in:
3
On the contagion effect between crude oil and agricultural commodity markets : a dynamic conditional correlation and spectral analysis
Kallandranis, Christos
;
Dimitriou, Dimitrios
; …
- In:
The journal of energy markets
16
(
2023
)
3
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014485210
Saved in:
4
Economic policy uncertainty versus sector volatility : evidence from India using multi-scale wavelet Granger causality analysis
Ambatipudi, Vamsidhar
;
Kumar, Dilip
- In:
Journal of emerging market finance
21
(
2022
)
2
,
pp. 184-210
Persistent link: https://www.econbiz.de/10013256889
Saved in:
5
Evidence from a multiple and partial wavelet analysis on the impact of geopolitical concerns on stock markets in North-East Asian countries
Choi, Sun-Yong
- In:
Finance research letters
46
(
2022
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10013342679
Saved in:
6
Wavelet
coherence
analysis
of returns, volatility and interdependence of the US and the EU money markets : pre & post crisis
Vukovic, Darko B.
;
Lapshina, Kseniya A.
;
Maiti, Moinak
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013186510
Saved in:
7
Co-movements in commodity markets andimplications in diversification benefits
Cai, Xiao Jing
;
Fang, Zheng
;
Youngho, Chang
;
Tian, Shuairu
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
2
,
pp. 393-425
Persistent link: https://www.econbiz.de/10012219019
Saved in:
8
The dynamic time-frequency relationship between international oil prices and investor sentiment in China : a
wavelet
coherence
analysis
Ye, Zhengke
;
Hu, Chunyan
;
He, Linjie
;
Ouyang, Guangda
; …
- In:
The energy journal
41
(
2020
)
5
,
pp. 251-270
Persistent link: https://www.econbiz.de/10012546964
Saved in:
9
Industry volatility and economic uncertainty due to the COVID-19 pandemic : evidence from
wavelet
coherence
analysis
Choi, Sun-Yong
- In:
Finance research letters
37
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012485194
Saved in:
10
Oil prices and news-based uncertainty : novel evidence
Su, Zhi
;
Lu, Man
;
Yin, Libo
- In:
Energy economics
72
(
2018
),
pp. 331-340
Persistent link: https://www.econbiz.de/10011972336
Saved in:
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