Cross dynamics of oil-stock interactions: A redundant wavelet analysis

By Rania Jammazi. 2012

111 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Electrical and Electronic Engineering

View Paper: https://www.semanticscholar.org/paper/114f221502c07a63fc44fb6a5db9adaa949acb54

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. Nicola Spagnolo
2. Guiglielmo Maria Caporale
3. Limin Du
4. Yanan He
5. Faek Menla Ali
6. Mohsen Bahmani-Oskooee *

In Electrical and Electronic Engineering

1. Nicola Spagnolo
2. Guiglielmo Maria Caporale
3. Limin Du
4. Yanan He
5. Faek Menla Ali

Citations in the corpus

• Extreme risk spillovers between crude oil and stock markets (2015, background): “…between crude oil futures and the S&P500 stock index from May 1990 to August 2006, and find that when the S&P 500 index was declining extremely, and Chen (2011), Zhu et al. (2011), Arouri et al. (2012), Basher et al. (2012), Jammazi (2012), Li, et al. (2012), Lee et al. (2012), and Ciner (2013).”
• The influence of the international oil prices on the real effective exchange rate in Romania in a wavelet transform framework (2013, unknown): “Several applications of wavelet analysis to economics and finance have been documented in the recent literature (Gallegati et al., 2011; In and Kim, 2006; Jammazi, 2012; Naccache, 2011; Nachane and Dubey, 2011).”
• Oil Price Uncertainty and Sectoral Stock Returns in China: A Time-Varying Approach (2015, result): “Overall, our findings are in line with those of Kilian and Park (2009), Filis et al.”