Decoupling between the energy and semiconductor sectors during the pandemic : new evidence from wavelet analysis
Mariya Gubareva, Zaghum Umar, Tamara Teplova, Dang K. Tran
Year of publication: |
2023
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Authors: | Gubareva, Mariya ; Umar, Zaghum ; Teplova, Tamara V. ; Dang Khoa Tran |
Published in: |
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets. - Abingdon, Oxon : Routledge, Taylor & Francis, ISSN 1558-0938, ZDB-ID 2095312-4. - Vol. 59.2023, 6, p. 1707-1719
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Subject: | causality | correlation | COVID-19 pandemic | energy | leads and lags | media coverage index | semiconductor industry | volatility spillovers | wavelet coherence phase-difference | Coronavirus | Korrelation | Correlation | Volatilität | Volatility | Halbleiterindustrie | Semiconductor industry | Halbleiter | Semiconductor | Zustandsraummodell | State space model | Welt | World | Epidemie | Epidemic |
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