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Crude oil risk forecasting : new evidence from multiscale analysis approach

He, Kaijian; Tso, Kwok Fai Geoffrey; Zou, Yingchao; Liu, Jia - In: Energy economics 76 (2018), pp. 574-583

Persistent link: https://www.econbiz.de/10011976731

Equity markets volatility clustering : a multiscale analysis of intraday and overnight returns

Zhao, Xiaojun; Zhang, Na; Zhang, Yali; Xu, Chao; Shang, … - In: Journal of empirical finance 77 (2024), pp. 1-21

Persistent link: https://www.econbiz.de/10014578531

Multiscale decomposition and spectral analysis of sector ETF price dynamics

Leung, Tim; Zhao, Theodore - In: Journal of risk and financial management : JRFM 14 (2021) 10, pp. 1-22

We present a multiscale analysis of the price dynamics of U.S. sector exchange-traded funds (ETFs). Our methodology features a multiscale noise-assisted approach, called the complementary ensemble empirical mode decomposition (CEEMD), that decomposes any financial time series into a number of...

Persistent link: https://www.econbiz.de/10012628813

Commodities price cycles and their interdependence with equity markets

Boako, Gideon; Alagidede, Imhotep Paul - 2021

Persistent link: https://www.econbiz.de/10012631215

Dynamic spillover effect between oil prices and economic policy uncertainty in bric countries : a wavelet-based approach

Chen, Xiuwen; Sun, Xiaolei; Wang, Jun - In: Emerging markets, finance & trade : a journal of the … 55 (2019) 12, pp. 2703-2717

Persistent link: https://www.econbiz.de/10012211021

Commodities price cycles and their interdependence with equity markets

Boako, Gideon; Alagidede, Imhotep Paul; Sjo, Bo; Uddin, … - In: Energy economics 91 (2020), pp. 1-26

Persistent link: https://www.econbiz.de/10012518586

Multiscale extreme risk spillovers among the Chinese mainland, Hong Kong, and London stock markets : comparing the impacts of three Stock Connect programs

Yao, Yinhong; Li, Jingyu; Chen, Wei - In: International review of economics & finance : IREF 89 (2024) 1, pp. 1217-1233

Persistent link: https://www.econbiz.de/10014446620

Dynamic spillover effect and hedging between the gold price and key financial assets : new evidence from Vietnam

Ngo Thai Hung - In: Macroeconomics and finance in emerging market economies 16 (2023) 2, pp. 326-356

Persistent link: https://www.econbiz.de/10014319838