The Time–Frequency Relationship between Oil Price, Stock Returns and Exchange Rate
Author:
Publisher
Springer Science and Business Media LLC
Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Finance,Business and International Management
Link
https://link.springer.com/content/pdf/10.1007/s41549-021-00057-3.pdf
Reference37 articles.
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2. Aguiar-Conraria, L., & Soares, M. J. (2011a). Oil and the macroeconomy: Using wavelets to analyze old issues. Empirical Economics, 40, 645–655. https://doi.org/10.1007/s00181-010-0371-x
3. Aguiar-Conraria, L., & Soares, M. J. (2011b). The continuous wavelet transform: A primer. NIPE Working Paper Series 16/2011
4. Aguiar-Conraria, L., Soares, M. J., & Sousa, R. (2018). California’s carbon market and energy prices: A wavelet analysis. Philosophical Transaction Royal Society A, 376, 20170256. https://doi.org/10.1098/rsta.2017.0256
5. Algia, H., & Abdelfatteh, B. (2018). The conditional relationship between oil price risk and return stock market: A comparative study of advanced and emerging countries. Journal of the Knowledge Economy, 9, 1321–1347. https://doi.org/10.1007/s13132-016-0421-5
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