Similar Search Results

Dynamic co-movements between energy consumption and economic growth : a panel data and wavelet perspective

Kristjanpoller Rodríguez, Werner; Sierra C., Alejandro; … - In: Energy economics 72 (2018), pp. 640-649

Persistent link: https://www.econbiz.de/10011972482

Crude oil price forecasting : experimental evidence from wavelet decomposition and neural network modeling

Jammazi, Rania; Aloui, Chaker - In: Energy economics 34 (2012) 3, pp. 828-841

Persistent link: https://www.econbiz.de/10010219886

Time-frequency contained co-movement of crude oil and world food prices : a wavelet-based analysis

Pal, Debdatta; Mitra, Subrata Kumar - In: Energy economics 62 (2017), pp. 230-239

Persistent link: https://www.econbiz.de/10011748104

Financial stress and crude oil implied volatility : new evidence from continuous wavelet transformation framework

Das, Debojyoti; Maitra, Debasish; Dutta, Anupam; Basu, … - In: Energy economics 115 (2022), pp. 1-25

Persistent link: https://www.econbiz.de/10013541818

Spillover of energy commodities and inflation in G7 plus Chinese economies

Saeed, Asif; Chaudhry, Sajid M.; Arif, Ahmed; Ahmed, Rizwan - In: Energy economics 127 (2023) 1, pp. 1-11

Persistent link: https://www.econbiz.de/10014486554

Connectedness between oil price shocks and US sector returns : evidence from TVP-VAR and wavelet decomposition

Sevillano, Maria-Caridad; Jareño, Francisco; López, Raquel - In: Energy economics 131 (2024), pp. 1-18

This paper examines the dynamic return and volatility connectedness between oil price shocks (demand, supply, and risk shocks) and US sector returns from October 2001 to January 2022. For this purpose, we combine the decomposition of the time series in time scales through the wavelet approach...

Persistent link: https://www.econbiz.de/10015046284