Islamic versus conventional stock market and its co-movement with crude oil: a wavelet analysis
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More about this item
KeywordsIslamic stock markets; crude oil; wavelets;
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- C58 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Financial Econometrics
- Q43 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Energy - - - Energy and the Macroeconomy
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2015-06-27 (All new papers)
- NEP-ENE-2015-06-27 (Energy Economics)
- NEP-SEA-2015-06-27 (South East Asia)
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