Lithium industry and the U.S. crude oil prices. A fractional cointegration VAR and a Continuous Wavelet Transform analysis-Reference-Cited by-同舟云学术

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Lithium industry and the U.S. crude oil prices. A fractional cointegration VAR and a Continuous Wavelet Transform analysis

Published:2021-08 Issue: Volume:72 Page:102040
ISSN:0301-4207
Container-title:Resources Policy
language:en
Short-container-title:Resources Policy

Author:

Monge Manuel,Gil-Alana Luis A.

Funder

Universidad Francisco de Vitoria

Publisher

Elsevier BV

Subject

Law,Management, Monitoring, Policy and Law,Economics and Econometrics,Sociology and Political Science

Reference83 articles.

1. Using wavelets to decompose the time-frequency effects of monetary policy;Aguiar-Conraria;Phys. Stat. Mech. Appl.,2008

2. Oil and the macroeconomy: using wavelets to analyze old issues;Aguiar-Conraria;Empir. Econ.,2011

3. The continuous wavelet transform: moving beyond uni- and bivariate analysis;Aguiar-Conraria;J. Econ. Surv.,2014

4. Maximum likelihood identification of Gaussian autoregressive moving average models;Akaike;Biometrika,1973

5. A Bayesian extension of the minimum AIC procedure of autoregressive model fitting;Akaike;Biometrika,1979

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