Search Results - subject:"evolutionary co-spectral analysis"

Evolution of Crude Oil Prices and Economic Growth: The case of OPEC Countries

Ftiti, Zied; Guesmi, Khaled; Teulon, Frédéric; … - Institut de Préparation à l'Administration et à la … - 2014

In this paper we examine the degree of interdependence between oil prices and four major countries (United

Persistent link: https://www.econbiz.de/10010796416

Oil price impact on financial markets:

Creti, Anna; Ftiti, Zied; Guesmi, Khaled - Institut de Préparation à l'Administration et à la … - 2014

The aim of this paper is to study the degree of interdependence between oil price and stock market

Persistent link: https://www.econbiz.de/10010799083

Tests of Financial Market Contagion- Evolutionary Cospectral Analysis V.S. Wavelet Analysis

Ftiti, Zied; Tiwari, Aviral; Belanès, Amél - Institut de Préparation à l'Administration et à la … - 2014

suggest advantageous techniques allowing the investigation with respect to time and frequency, namely evolutionary co-spectral … analysis and wavelet analysis. Our study puts in evidence the existence of both long run and short-run co-movements. Both …

Persistent link: https://www.econbiz.de/10010860470

Oil Price and Financial Markets: Multivariate Dynamic Frequency Analysis

Creti, Anna; Ftiti, Zied; Guesmi, Khaled - Institut de Préparation à l'Administration et à la … - 2014

The aim of this paper is to study the degree of interdependence between oil price and stock market index into two groups of countries: oil-importer countries and exporter ones. To this end, we propose a new empirical methodology allowing a time-varying dynamic correlation measure between the...

Persistent link: https://www.econbiz.de/10010860563

Tests of Financial Market Contagion: Evolutionary Cospectral Analysis V.S. Wavelet Analysis

Ftiti, Zied; Tiwari, Aviral; Belanès, Amél; Guesmi, Khaled - Institut de Préparation à l'Administration et à la … - 2014

Persistent link: https://www.econbiz.de/10010929413

Oil Shocks and Economic Growth in OPEC countries

Ftiti, Zied; Guesmi, Khaled; Teulon, Frédéric - Institut de Préparation à l'Administration et à la … - 2014

results from existing analyses (mainly focused on oil-importing countries) by using the evolutionary co-spectral analysis as …

Persistent link: https://www.econbiz.de/10010754717

Oil price impact on financial markets: co-spectral analysis for exporting versus importing countries

GUESMI, Khaled; Creti, Anna; Ftiti, Zied - EconomiX, Université Paris Ouest-Nanterre la Défense … - 2013

approach proposed by Priestley and Tong (1973), and developed by Ftiti (2010) that is the evolutionary co-spectral analysis …

Persistent link: https://www.econbiz.de/10010896331

Oil price impact on financial markets: co-spectral analysis for exporting versus importing countries

Créti, Anna; Ftiti, Zied; Guesmi, Khaleb - HAL - 2013

evolutionary co-spectral analysis. This method allows us to distinguish between short-run and long-run dependence. We find that …

Persistent link: https://www.econbiz.de/10010899622

Relationship between crude oil prices and economic growth in selected OPEC countries

Ftiti, Zied; Guesmi, Khaled; Teulon, Frédéric; … - In: The journal of applied business research 32 (2016) 1, pp. 11-21

Persistent link: https://www.econbiz.de/10011435936

Oil price and stock market co-movement : what can we learn from time-scale approaches?

Ftiti, Zied; Guesmi, Khaled; Abid, Ilyes - In: International review of financial analysis 46 (2016), pp. 266-280

Persistent link: https://www.econbiz.de/10011582053