A wavelet analysis of mean and volatility spillovers between oil and BRICS stock markets

By Heni Boubaker, Syed Ali Raza. 2017

184 citations recorded by the source corpus.

Subfields: Economics and Econometrics

View Paper: https://www.semanticscholar.org/paper/3201dddca96979443b1d2ea53f68f82734cf672b

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In Economics and Econometrics

1. B. Awartani
2. Aktham Issa Maghyereh
3. Hussein Abdoh
4. George Filis
5. Elie Bouri
6. Stavros Degiannakis *
7. Vipin Arora
8. Dana Al-Najjar

Citations in the corpus

• The co-movement between oil and clean energy stocks: A wavelet-based analysis of horizon associations (2019, methodology): “21 A DCC-GARCH of the wavelets inference is followed by many researchers: see for instance, Khalfaoui et al., (2012, 2015), Baruník et al. (2016) and Boubaker and Raza (2017). for any potential nonlinearities, structural breaks, seasonality, trends and any other cyclical patterns in the…”