Cross-spectral coherence and co-movement between WTI oil price and exchange rate of Thai Baht
Author:
Publisher
Elsevier BV
Subject
Law,Management, Monitoring, Policy and Law,Economics and Econometrics,Sociology and Political Science
Reference71 articles.
1. Time-frequency causality between stock prices and exchange rates:Further evidences from cointegration and wavelet analysis;Afshan;Phys. Stat. Mech. Appl.,2018
2. Using wavelets to decompose the time–frequency effects of monetary policy;Aguiar-Conraria;Phys. Stat. Mech. Appl.,2008
3. Exchange rates and oil prices;Amano;Rev. Int. Econ.,1998
4. Oil prices and the rise and fall of the US real exchange rate;Amano;J. Int. Money Finance,1998
5. Tests for parameter instability and structural change with unknown change point;Andrews;Econometrica,1993
Cited by 4 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献
1. Do clean energy stocks and sub-sectors hedge China economic policy uncertainty: New evidence from wavelet analysis;Journal of Cleaner Production;2023-12
2. Risk Measure between Exchange Rate and Oil Price during Crises: Evidence from Oil-Importing and Oil-Exporting Countries;Journal of Risk and Financial Management;2023-04-20
3. Detection of Background Water Leaks Using a High-Resolution Dyadic Transform;Water;2023-02-13
4. Analysis of Exchange Rate Fluctuations in Japan and Thailand by Using Copula-Based Seemingly Unrelated Regression Model;Lecture Notes in Computer Science;2023
1.学者识别学者识别
2.学术分析学术分析
3.人才评估人才评估
"同舟云学术"是以全球学者为主线,采集、加工和组织学术论文而形成的新型学术文献查询和分析系统,可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容,当前同舟云学术共收录了国内外主流学术期刊6万余种,收集的期刊论文及会议论文总量共计约1.5亿篇,并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询!咨询电话:010-8811{复制后删除}0370
www.globalauthorid.com
TOP
Copyright © 2019-2024 北京同舟云网络信息技术有限公司 京公网安备11010802033243号 京ICP备18003416号-3