Search Results - subject:"Wavelet"

The performance of OECD's composite leading indicator

Ojo, Mustapha Olalekan; Aguiar-Conraria, Luís; Soares, … - In: International journal of finance & economics : IJFE 29 (2024) 2, pp. 2265-2277

Persistent link: https://www.econbiz.de/10014533409

Exploring the dynamic linkages between carbon trading market and smart technology indices : a multi-dimensional analysis of China's case

Liu, Huifang; He, Qin; Cong, Ruiyuan; Ma, Shenglin; … - In: International review of economics & finance : IREF 102 (2025), pp. 1-15

Persistent link: https://www.econbiz.de/10015464745

Geopolitical risk and uncertainty in energy markets : evidence from wavelet-based methods

Crescenzo, Ivan De; Mastroeni, Loretta; Quaresima, Greta; … - In: Energy economics 143 (2025), pp. 1-14

Persistent link: https://www.econbiz.de/10015555550

The dynamics of frequency connectedness between technology ETFs and uncertainty indices under extreme market conditions

Ozcelebi, Oguzhan; McIver, Ron; Kang, Sang Hoon - In: Financial innovation : FIN 11 (2025), pp. 1-33

interconnectedness across market states. This study is the first to use quantile-frequency spillover, quadruple wavelet coherence, and … wavelet quantile correlation methodologies to facilitate these analyses. The total connectedness index value is 70%, which is …

Persistent link: https://www.econbiz.de/10015557924

Cryptocurrency returns and cryptocurrency uncertainty : a time-frequency analysis

Ah Mand, Abdollah - In: Financial innovation : FIN 11 (2025), pp. 1-29

various wavelet techniques. We concentrate on the recently published cryptocurrency uncertainty index (UCRY) and the top eight …

Persistent link: https://www.econbiz.de/10015557978

Exchange rates convergence in ECOWAS: WAMZ and WAEMU analysis on frequency time domains

Eshun, Richard; Tweneboah, George - In: Cogent Business & Management 11 (2024) 1, pp. 1-20

Economic and Monetary Union countries using monthly data from 2000 to 2021. Employing wavelet multiple correlation and wavelet …

Persistent link: https://www.econbiz.de/10015457127

Modelling dynamic relationships between energy prices and inflation in Euro area using wavelets

Alqaralleh, Huthaifa; Canepa, Alessandra - 2024

Persistent link: https://www.econbiz.de/10015324792

Interdependence between foreign exchange rate and international reserves : fresh evidence from China

Jiang, Zhuhua; Yoon, Seong-min - In: Research in international business and finance 69 (2024), pp. 1-14

Persistent link: https://www.econbiz.de/10015052405

Impact of malnutrition on education inequality in Africa : a partial wavelet coherence analysis

Raimi, Rasaq; Phiri, Andrew - In: South African journal of economic and management sciences 27 (2024) 1, pp. 1-12

Persistent link: https://www.econbiz.de/10015046040

The impact of energy prices on inflation and economic growth in Mozambique : a wavelet approach and OLS estimator

Conceição, Gilmar Fernando Dias da - In: The South African journal of economics 92 (2024) 3, pp. 354-385

Persistent link: https://www.econbiz.de/10015117820