Thuy Tien Ho; Nguyen Mau Ba Dang; Ngo Thai Hung - In: Asian Academy of Management journal 29 (2024) 1, pp. 25-54
This study analyses the inherent evolution dynamics of economic activity and global oil prices in China using the tools … of wavelet and wavelet-based VAR-GARCH-BEKK model. Besides, the Wavelet-Granger causality test of Olayeni (2016) provides … China over time and across different frequencies simultaneously. We find that the spillover effects between China's economic …