Search Results - subject:"Fourier"

Doukali, Mohamed; Song, Xiaojun; Taamouti, Abderrahim - In: Oxford bulletin of economics and statistics 86 (2024) 3, pp. 690-713

Persistent link: https://www.econbiz.de/10014543504

Circular behavior of oil consumption and the impact of oil prices with the Fourier approach

Oltulular, Sabiha - In: Energy strategy reviews 53 (2024), pp. 1-13

permanency of oil consumption fluctuations was investigated. Fourier-based Granger causality tests were used to examine cause …-and-effect relationships between variables. Long-term relationships were estimated using Fourier-based Engle Granger cointegration tests … these analyzes using the Fourier approach. Oil consumption fluctuations appear temporary in New Zealand and Luxembourg but …

Persistent link: https://www.econbiz.de/10014632395

Segregation of hourly electricity consumption: quantification of demand types using fourier transform

Yucekaya, Ahmet; Bilge, Ayse H.; Yukseltan, Ergun; … - In: International Journal of Energy Economics and Policy : IJEEP 15 (2025) 1, pp. 384-396

Persistent link: https://www.econbiz.de/10015403993

Forecast combination in the frequency domain

Faria, Gonçalo; Verona, Fabio - 2023

Predictability is time and frequency dependent. We propose a new forecasting method - forecast combination in the frequency domain - that takes this fact into account. With this method we forecast the equity premium and real GDP growth rate. Combining forecasts in the frequency domain produces...

Persistent link: https://www.econbiz.de/10013485890

Financial cycles in euro area economies : a cross-country perspective using wavelet analysis

Mandler, Martin; Scharnagl, Michael - In: Oxford bulletin of economics and statistics 84 (2022) 3, pp. 569-593

Persistent link: https://www.econbiz.de/10013348442

Refugees, traditional energy consumption, environmental pollution, and deforestation : Fourier BARDL method

Bildirici, Melike E.; Castanho, Rui Alexandre; Couto, … - In: Energy strategy reviews 48 (2023), pp. 1-13

(firewood, charcoal, and coal), economic growth, environmental pollution, and deforestation by the tests of Fourier Bootstrapping ARDL … (FBARDL) and Granger causality with the Fourier method in the period 1985-2020 in Ethiopia, Sudan, and Uganda. Firstly …, whether the series is stationary was investigated by using Fourier unit root tests. Then, the FBARDL test determined the …

Persistent link: https://www.econbiz.de/10014541536

Connections between gold, main agricultural commodities, and Turkish stock markets

Kazak, Hasan; Mensi, Walid; Gunduz, Mehmet Akif; … - In: Borsa Istanbul Review 25 (2025) 2, pp. 296-310

, chickpea, lentil, and sugar), and Turkish stock markets. Using the Fourier Toda-Yamamoto causality test and wavelet coherency …

Persistent link: https://www.econbiz.de/10015337348

House price and economic activity in India : a Wavelet analysis

Pal, Swarup Kumar; Saha, Anjana; Ray, Partha - 2021

Persistent link: https://www.econbiz.de/10012542572

Inference of jumps using wavelet variance

Chen, Heng; Shintani, Mototsugu - 2021

Persistent link: https://www.econbiz.de/10012813628

Wavelet Decomposition of the Financial Cycle : An Early Warning System for Financial Tsunamis

Voutilainen, Ville - 2021

We propose a wavelet-based approach for construction of a financial cycle proxy. Specifically, we decompose three key macro-financial variables – private credit, house prices, and stock prices – on a frequency-scale basis using wavelet multiresolution analysis. The resulting...

Persistent link: https://www.econbiz.de/10013315450