Oil price and stock market co-movement: What can we learn from time-scale approaches?
Author:
Publisher
Elsevier BV
Subject
Economics and Econometrics,Finance
Reference64 articles.
1. Oil and the macroeconomy: Using wavelets to analyze old issues;Aguiar-Conraria;Empirical Economics,2011
2. Tests for covariance stationarity and white noise, with application to Euro/US Dollar exchange rate;Ahamada;Economics Letters,2002
3. Co-movement of oil and stock prices in the GCC region: A wavelet analysis;Akoum;The Quarterly Review of Economics and Finance,2012
4. Modeling time-varying volatility and expected returns: Evidence from GCC and MENA regions;Al Janabi;Emerging Markets Trade and Finance,2010
5. Dependence and risk assessment for oil prices and exchange rate portfolios: A wavelet based approach;Aloui;Physica A: Statistical Mechanics and its Applications,2015
Cited by 69 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. The relationship between Chinese and FOB prices of rare earth elements – Evidence in the time and frequency domain;The Quarterly Review of Economics and Finance;2024-06
2. The impact of geopolitical risks, financial stress, economic policy uncertainty on African stock markets returns and volatilities: wavelet coherence analysis;Journal of Humanities and Applied Social Sciences;2024-04-25
3. Frequency spillover effects and cross-quantile dependence between crude oil and stock markets: Evidence from BRICS and G7 countries;The North American Journal of Economics and Finance;2024-01
4. Staggered Linkage and Mechanisms between the International Crude Oil Market and China's Financial Markets;SSRN Electronic Journal;2024
5. Staggered Linkage and Mechanisms between the International Crude Oil Market and China's Financial Markets;2024
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