Thuy Tien Ho; Nguyen Mau Ba Dang; Ngo Thai Hung - In: Asian Academy of Management journal 29 (2024) 1, pp. 25-54
of wavelet and wavelet-based VAR-GARCH-BEKK model. Besides, the Wavelet-Granger causality test of Olayeni (2016) provides … toward the long run. The Wavelet-Granger causality provides us further insights into the lead-lag relationships between oil …