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Welt
State space model
959
Zustandsraummodell
959
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431
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360
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308
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Bouri, Elie
3
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2
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3
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2
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2
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2
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1
Time-varying relationship between geopolitical uncertainty and agricultural investment
Jana, Rabin K.
;
Ghosh, Indranil
- In:
Finance research letters
52
(
2023
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014471906
Saved in:
2
Time-frequency correlations and extreme spillover effects between carbon markets and NFTs : the roles of EPU and COVID-19
Liu, Jiatong
- In:
Finance research letters
54
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014472625
Saved in:
3
Global supply chain pressure and commodity markets : evidence from multiple wavelet and quantile connectedness analyses
Gozgor, Giray
;
Khalfaoui, Rabeh
;
Yarovaya, Larisa
- In:
Finance research letters
54
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014472757
Saved in:
4
Carbon allowances amid climate change concerns : fresh insights from wavelet multiscale analysis
Goodell, John W.
;
Nammouri, Hela
;
Saâdaoui, Foued
; …
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014473237
Saved in:
5
Time-frequency relationship between energy imports, energy prices, exchange rate, and policy uncertainties in India : evidence from wavelet quantile correlation approach
Jalal, Rubia
;
Gopinathan, R.
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014473494
Saved in:
6
Dynamic co-movement in major commodity markets during crisis periods : a wavelet local multiple correlation analysis
Bouri, Elie
;
Nekhili, Ramzi
;
Todorova, Neda
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-10
Persistent link: https://www.econbiz.de/10014473528
Saved in:
7
The extreme spillover from climate policy uncertainty to the Chinese sector stock market : wavelet time-varying approach
Alqaralleh, Huthaifa
- In:
Letters in spatial and resource sciences : LSRS
16
(
2023
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014330520
Saved in:
8
A time-varying Phillips curve with global factors : are global factors important?
Kabundi, Alain
;
Poon, Aubrey
;
Wu, Ping
- In:
Economic modelling
126
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014462575
Saved in:
9
COVID-19, Russia-Ukraine war and interconnectedness between stock and crypto markets : a wavelet-based analysis
Frikha, Wajdi
;
Brahim, Mariem
;
Jeribi, Ahmed
;
Lahiani, Amine
- In:
Journal of business analytics
6
(
2023
)
4
,
pp. 255-275
Persistent link: https://www.econbiz.de/10014369314
Saved in:
10
Spillover of energy commodities and inflation in G7 plus Chinese economies
Saeed, Asif
;
Chaudhry, Sajid M.
;
Arif, Ahmed
;
Ahmed, Rizwan
- In:
Energy economics
127
(
2023
)
1
,
pp. 1-11
Persistent link: https://www.econbiz.de/10014486554
Saved in:
11
The ENSO cycle and forecastability of global inflation and output growth : evidence from standard and mixed-frequency multivariate singular spectrum analyses
Yeganegi, Mohammad Reza
;
Hassani, Hossein
;
Gupta, Rangan
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1690-1707
Persistent link: https://www.econbiz.de/10014432753
Saved in:
12
The benefit of the Covid-19 pandemic on global temperature projections
Rostan, Pierre
;
Rostan, Alexandra
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 2079-2098
Persistent link: https://www.econbiz.de/10014432850
Saved in:
13
Learning in the oil futures markets : evidence and macroeconomic implications
Leduc, Sylvain
;
Moran, Kevin
;
Vigfusson, Robert J.
- In:
The review of economics and statistics
105
(
2023
)
2
,
pp. 392-407
Persistent link: https://www.econbiz.de/10014295667
Saved in:
14
Financial development and tourism : a century of evidence from Germany
Awaworyi Churchill, Sefa
;
Cai, Yifei
;
Erdiaw-Kwasie, …
- In:
Applied economics
55
(
2023
)
3
,
pp. 305-318
Persistent link: https://www.econbiz.de/10013494425
Saved in:
15
Do stock market fear and economic policy uncertainty co-move with COVID-19 fear? : evidence from the US and UK
Rubbaniy, Ghulame
;
Khalid, Ali Awais
;
Tessema, Abiot Mindaye
- In:
Studies in economics and finance
40
(
2023
)
1
,
pp. 192-212
Persistent link: https://www.econbiz.de/10013503892
Saved in:
16
Seven centuries of commodity co-movement : a wavelet analysis approach
Umar, Zaghum
;
Zaremba, Adam
;
Olson, Dennis
- In:
Applied economics letters
29
(
2022
)
4
,
pp. 355-359
Persistent link: https://www.econbiz.de/10012803546
Saved in:
17
Correlation between geopolitical risk, economic policy uncertainty, and Bitcoin using partial and multiple wavelet coherence in P5 + 1 nations
Sanjeet Singh
;
Bansal, Pooja
;
Bhardwaj, Nav
- In:
Research in international business and finance
63
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014248923
Saved in:
18
A dynamic relationship between global economic policy uncertainty and tourism using a three-dimensional wavelet analysis
Wu, Tsung-Pao
;
Wu, Hung-Che
;
Wu, Cheng-Feng
;
Wu, Yu-Yu
- In:
Tourism planning & development
19
(
2022
)
6
,
pp. 570-585
Persistent link: https://www.econbiz.de/10013482496
Saved in:
19
How far is gas from becoming a global commodity?
Aguiar-Conraria, Luís
;
Conceição, Gilmar
;
Soares, …
- In:
The energy journal
43
(
2022
)
4
,
pp. 179-198
Persistent link: https://www.econbiz.de/10013411959
Saved in:
20
The impact of COVID-19 on the volatility transmission across equity and commodity markets
Tarchella, Salma
;
Mzoughi, Hela
;
Belaid, Fateh
- In:
Financial Market Dynamics after COVID 19 : The …
,
(pp. 123-137)
.
2022
Persistent link: https://www.econbiz.de/10013198545
Saved in:
21
Can gold hedge against oil price movements : evidence from GARCH-EVT wavelet modeling
Wang, Xinya
;
Lucey, Brian M.
;
Huang, Shupei
- In:
Journal of commodity markets
27
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014276632
Saved in:
22
Multiscale features of extreme risk spillover networks among global stock markets
Ren, Ying-hua
;
Zhao, Wanru
;
You, Wan-hai
;
Zhu, Huiming
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013538942
Saved in:
23
Green innovation, resource price and carbon emissions during the COVID-19 times : new findings from wavelet local multiple correlation analysis
Shah, Muhammad Ibrahim
;
Foglia, Matteo
;
Shahzad, Umer
; …
- In:
Technological forecasting & social change : an …
184
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013541791
Saved in:
24
Financial stress and crude oil implied volatility : new evidence from continuous wavelet transformation framework
Das, Debojyoti
;
Maitra, Debasish
;
Dutta, Anupam
;
Basu, …
- In:
Energy economics
115
(
2022
),
pp. 1-25
Persistent link: https://www.econbiz.de/10013541818
Saved in:
25
Testing the safe-haven properties of gold and bitcoin in the backdrop of COVID-19 : a wavelet quantile correlation approach
Kumar, Anoop S
;
Padakandla, Steven Raj
- In:
Finance research letters
47
(
2022
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10013553696
Saved in:
26
How does uncertainty affect volatility correlation between financial assets? : evidence from bitcoin, stock and gold
Li, Zheng-Zheng
;
Su, Chi-Wei
;
Zhu, Meng Nan
- In:
Emerging markets, finance and trade : EMFT
58
(
2022
)
9
,
pp. 2682-2694
Persistent link: https://www.econbiz.de/10013354990
Saved in:
27
Dynamic frequency relationships between bitcoin, oil, gold and economic policy uncertainty index
Hazgui, Samah
;
Sebai, Saber
;
Mensi, Walid
- In:
Studies in economics and finance
39
(
2022
)
3
,
pp. 419-443
Persistent link: https://www.econbiz.de/10013355177
Saved in:
28
The interrelationship between the carbon market and the green bonds market : evidence from wavelet quantile-on-quantile method
Ren, Xiaohang
;
Li, Yiying
;
Yan, Cheng
;
Wen, Fenghua
; …
- In:
Technological forecasting & social change : an …
179
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013363862
Saved in:
29
The co-movements of faith-based cryptocurrencies in periods of pandemics
Mnif, Emna
;
Mouakhar, Khaireddine
;
Jarboui, Anis
- In:
Review of financial economics : RFE
40
(
2022
)
3
,
pp. 300-311
Persistent link: https://www.econbiz.de/10013331032
Saved in:
30
COVID-19 pandemic, economic indicators and sectoral returns : evidence from US and China
Fiza Qureshi
- In:
Economic research
35
(
2022
)
1,2
,
pp. 2142-2172
Persistent link: https://www.econbiz.de/10014382053
Saved in:
31
The interest rate factor in commodity markets
Shu, Haicheng
- In:
Quantitative finance
21
(
2021
)
12
,
pp. 2103-2118
Persistent link: https://www.econbiz.de/10012696821
Saved in:
32
Measuring systemic risk of the Chinese banking industry : a wavelet-based quantile regression approach
Xu, Qifa
;
Jin, Bei
;
Jiang, Cuixia
- In:
The North American journal of economics and finance : a …
55
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012667347
Saved in:
33
Time-frequency quantile dependence between Bitcoin and global equity markets
Maghyereh, Aktham I.
;
Abdoh, Hussein
- In:
The North American journal of economics and finance : a …
56
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012821410
Saved in:
34
Long memory and fractality among global equity markets : a multivariate wavelet approach
Bhandari, Avishek
;
Kamaiah, Bandi
- In:
Journal of quantitative economics
19
(
2021
)
1
,
pp. 23-37
Persistent link: https://www.econbiz.de/10012489848
Saved in:
35
Co-movement of COVID-19 and Bitcoin : evidence from wavelet coherence analysis
Goodell, John W.
;
Goutte, Stéphane
- In:
Finance research letters
38
(
2021
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012490619
Saved in:
36
Oil-stock nexus in an oil-rich country : does geopolitical risk matter in terms of investment horizons?
Aloui, Chaker
;
Ben Hamida, Hela
- In:
Defence and peace economics
32
(
2021
)
4
,
pp. 468-488
Persistent link: https://www.econbiz.de/10012607758
Saved in:
37
Are cryptos safe-haven assets during COVID-19? : evidence from wavelet coherence analysis
Rubbaniy, Ghulame
;
Khalid, Ali Awais
;
Samitas, Aristeidis
- In:
Emerging markets, finance and trade : EMFT
57
(
2021
)
6
,
pp. 1741-1756
Persistent link: https://www.econbiz.de/10012514968
Saved in:
38
A time-frequency comovement and causality relationship between Bitcoin hashrate and energy commodity markets
Ur Rehman, Mobeen
;
Kang, Sang Hoon
- In:
Global finance journal
49
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012887193
Saved in:
39
Interdependence and lead-lag relationships between the oil price and metal markets : fresh insights from the wavelet and quantile coherency approaches
Khalfaoui, Rabeh
;
Tiwari, Aviral Kumar
;
Kablan, …
- In:
Energy economics
101
(
2021
),
pp. 1-36
Persistent link: https://www.econbiz.de/10013161506
Saved in:
40
Wavelet coherence analysis of returns, volatility and interdependence of the US and the EU money markets : pre & post crisis
Vukovic, Darko B.
;
Lapshina, Kseniya A.
;
Maiti, Moinak
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013186510
Saved in:
41
Impact of COVID-19 pandemic on stock markets : conventional vs. Islamic indices using wavelet-based multi-timescales analysis
Hasan, Md. Bokhtiar
;
Masnun Mahi
;
Hassan, M. Kabir
; …
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013186608
Saved in:
42
Forecasting crude oil futures prices using global macroeconomic news sentiment
Sadik, Zryan A.
;
Date, Paresh M.
;
Mitra, Gautam
- In:
IMA journal of management mathematics
31
(
2020
)
2
,
pp. 190-215
Persistent link: https://www.econbiz.de/10012181862
Saved in:
43
Co-movements in commodity markets andimplications in diversification benefits
Cai, Xiao Jing
;
Fang, Zheng
;
Youngho, Chang
;
Tian, Shuairu
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
2
,
pp. 393-425
Persistent link: https://www.econbiz.de/10012219019
Saved in:
44
Dependent relationships between Chinese commodity markets and the international financial market : evidence from quantile time-frequency analysis
Zhu, Huiming
;
Meng, Liang
;
Ge, Yajing
;
Hau, Liya
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-31
Persistent link: https://www.econbiz.de/10012664544
Saved in:
45
Can crude oil drive the co-movement in the international stock market? : evidence from partial wavelet coherence analysis
Wu, Kai
;
Zhu, Jingran
;
Xu, Mingli
;
Yang, Lu
- In:
The North American journal of economics and finance : a …
53
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012632221
Saved in:
46
Connectedness of cryptocurrencies and prevailing uncertainties
Balli, Faruk
;
De Bruin, Anne
;
Chowdhury, Md Iftekhar Hasan
- In:
Applied economics letters
27
(
2020
)
16
,
pp. 1316-1322
Persistent link: https://www.econbiz.de/10012267129
Saved in:
47
Bitcoin, gold, and commodities as safe havens for stocks : new insight through wavelet analysis
Bouri, Elie
;
Shahzad, Syed Jawad Hussain
;
Roubaud, David
; …
- In:
The quarterly review of economics and finance : journal …
77
(
2020
),
pp. 156-164
Persistent link: https://www.econbiz.de/10012430915
Saved in:
48
Identifying the comovement of price between China's and international crude oil futures : a time-frequency perspective
Huang, Xiaohong
;
Huang, Shupei
- In:
International review of financial analysis
72
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012437245
Saved in:
49
The dynamic time-frequency relationship between international oil prices and investor sentiment in China : a wavelet coherence analysis
Ye, Zhengke
;
Hu, Chunyan
;
He, Linjie
;
Ouyang, Guangda
; …
- In:
The energy journal
41
(
2020
)
5
,
pp. 251-270
Persistent link: https://www.econbiz.de/10012546964
Saved in:
50
Unveiling the time-dependent dynamics between oil prices and exchange rates : a wavelet-based panel analysis
Karlsson, Hyunjoo Kim
;
Månsson, Kristofer
;
Sjölander, Pär
- In:
The energy journal
41
(
2020
)
6
,
pp. 87-106
Persistent link: https://www.econbiz.de/10012547025
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