Search Results - subject:"Wavelet approach"

Investor attention in cryptocurrency markets : examining the effects of vaccination and COVID-19 spread through a wavelet approach

Abida, Maher; Mnif, Emna - In: International journal of economics and financial issues … 13 (2023) 5, pp. 43-51

Persistent link: https://www.econbiz.de/10014416152

Wavelet coherence and continuous wavelet transform : implementation and application to the relationship between exchange rate and oil price for importing and exporting countries

Aladwani, Jassim - In: International Journal of Energy Economics and Policy : IJEEP 13 (2023) 4, pp. 531-541

Persistent link: https://www.econbiz.de/10014373692

Does heterogeneity in COVID-19 news affect asset market? Monte-Carlo simulation based wavelet transform

Siddique, Asima; Kayani, Ghulam Mujtaba; Ashfaq, Saira - In: Journal of Risk and Financial Management 14 (2021) 10, pp. 1-16

The current study investigates the connectedness between US COVID-19 news, Dowes Jones Index (DJI), green bonds, gold, and bitcoin prices for the period 22 January 2020-3 August 2021. The study has employed wavelet coherency, the continuous wavelet transform, and the wavelet-based Granger...

Persistent link: https://www.econbiz.de/10013201147

Does heterogeneity in COVID-19 news affect asset market? : Monte-Carlo simulation based wavelet transform

Siddique, Asima; Kayani, Ghulam Mujtaba; Ashfaq, Saira - In: Journal of risk and financial management : JRFM 14 (2021) 10, pp. 1-16

Persistent link: https://www.econbiz.de/10012628812

Energy market risk management under uncertainty: a VAR based on wavelet approach

Alqaralleh, Huthaifa; Al-Saraireh, Ahmad; Canepa, Alessandra - In: International Journal of Energy Economics and Policy : IJEEP 11 (2021) 5, pp. 130-137

Persistent link: https://www.econbiz.de/10012651703

Energy market risk management under uncertainty : a VaR based on wavelet approach

Alqaralleh, Huthaifa; Al-Saraireh, Ahmad; Canepa, Alessandra - 2021

Persistent link: https://www.econbiz.de/10013167200

The Nexus between Inflation and Inflation Uncertainty via Wavelet Approach: Some Lessons from Egyptian Case

Bouoiyour, Jamal; Selmi, Refk - Volkswirtschaftliche Fakultät, … - 2014

The nexus between inflation and its uncertainty has been a topic of wide dispute. Using wavelet decomposition and with special reference to Egypt for the period 1960-2013, we find that the focal relationship varies substantially among the different frequencies involved. In the short-run,...

Persistent link: https://www.econbiz.de/10011107929

The Nexus between Inflation and Inflation Uncertainty via Wavelet Approach: Some Lessons from Egyptian Case

BOUOIYOUR, Jamal; SELMI, Refk - Centre D'Analyse Théorique et de Traitement des … - 2014

The nexus between inflation and its uncertainty has been a topic of wide dispute. Using wavelet decomposition and with special reference to Egypt for the period 1960:M06-2013:M12, we find that the focal relationship varies substantially among the different frequencies involved. In the short-run,...

Persistent link: https://www.econbiz.de/10011252555