Search Results - subject:"Multiple wavelet"

Exploring the dynamic link between FDI, remittances, and ecological footprint in Pakistan : evidence from partial and multiple wavelet based-analysis

Chishti, Muhammad Zubair - In: Research in globalization 6 (2023), pp. 1-16

's wavelet method. Simply, the recent paper employs Wavelet Coherence Transform (WCT), Partial and Multiple Wavelet Coherence …

Persistent link: https://www.econbiz.de/10014331235

Oil price dynamics and fiscal policy cyclicality in Saudi Arabia : new evidence from partial and multiple wavelet coherences

Hathroubi, Salem; Aloui, Chaker - In: The quarterly review of economics and finance : journal … 85 (2022), pp. 149-160

Persistent link: https://www.econbiz.de/10013336086

Dynamic spillover effects and connectedness among climate change, technological innovation, and uncertainty : evidence from a quantile VAR network and wavelet coherence

Khalfaoui, Rabeh; Stef, Nicolae; Wissal, Ben Arfi; … - In: Technological forecasting & social change : an … 181 (2022), pp. 1-25

Persistent link: https://www.econbiz.de/10013417189

Modeling and forecasting time series of precious metals: A new approach to multifractal data

Oral, Emrah; Unal, Gazanfer - In: Financial Innovation 5 (2019) 1, pp. 1-28

-movement dependencies of the time series are scrutinized on time-frequency space using multiple wavelet coherence analysis. Then, the … modeling. Our study's novelty lies in using a multifractal de-trended fluctuation analysis, along with multiple wavelet …

Persistent link: https://www.econbiz.de/10012602819

Modeling and forecasting time series of precious metals : a new approach to multifractal data

Oral, Emrah; Unal, Gazanfer - In: Financial innovation : FIN 5 (2019) 22, pp. 1-28

-movement dependencies of the time series are scrutinized on time-frequency space using multiple wavelet coherence analysis. Then, the … modeling. Our study’s novelty lies in using a multifractal de-trended fluctuation analysis, along with multiple wavelet …

Persistent link: https://www.econbiz.de/10012266929

Multivariate co-movement between Islamic stock and bond markets among the GCC : a wavelet-based view

Aloui, Chaker; Jammazi, Rania; Ben Hamida, Hela - In: Computational economics 52 (2018) 2, pp. 603-626

Persistent link: https://www.econbiz.de/10012053011

The interconnections between U.S. financial CDS spreads and control variables : new evidence using partial and multivariate wavelet coherences

Hkiri, Besma; Hammoudeh, Shawkat; Aloui, Chaker; … - In: International review of economics & finance : IREF 57 (2018), pp. 237-257

Persistent link: https://www.econbiz.de/10012033861

A multiple and partial wavelet analysis of the oil price, inflation, exchange rate, and economic growth nexus in Saudi Arabia

Aloui, Chaker; Hkiri, Besma; Hammoudeh, Shawkat; … - In: Emerging markets finance & trade : a journal of the … 54 (2018) 4/5/6, pp. 935-956

Persistent link: https://www.econbiz.de/10012123535

Co-movement of precious metals and forecasting using scale by scale wavelet transform

Oral, Emrah; Unal, Gazanfer - In: International journal of financial engineering 4 (2017) 1, pp. 1-21

Persistent link: https://www.econbiz.de/10011673112

Dynamic correlation of Eastern and Western markets and forecasting : scale-by-scale wavelet-based approach

Oral, Emrah; Unal, Gazanfer - In: International journal of financial engineering 4 (2017) 4, pp. 1-22

Persistent link: https://www.econbiz.de/10011807094