Revisiting global economic activity and crude oil prices: A wavelet analysis

Citations

Cited by:

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7. Yanhong Feng & Dilong Xu & Pierre Failler & Tinghui Li, 2020. "Research on the Time-Varying Impact of Economic Policy Uncertainty on Crude Oil Price Fluctuation," Sustainability, MDPI, vol. 12(16), pages 1-24, August.
8. Marcos Albuquerque Junior & José António Filipe & Paulo de Melo Jorge Neto & Cristiano da Costa da Silva, 2021. "Assessing the Time-Frequency Co-Movements among the Five Largest Engineering Consulting Companies: A Wavelet-Base Metrics of Contagion and VaR Ratio," Mathematics, MDPI, vol. 9(5), pages 1-16, March.
9. Sun, Qingru & Gao, Xiangyun & An, Haizhong & Guo, Sui & Liu, Xueyong & Wang, Ze, 2021. "Which time-frequency domain dominates spillover in the Chinese energy stock market?," International Review of Financial Analysis, Elsevier, vol. 73(C).
10. Raza, Syed Ali & Guesmi, Khaled & Belaid, Fateh & Shah, Nida, 2022. "Time-frequency causality and connectedness between oil price shocks and the world food prices," Research in International Business and Finance, Elsevier, vol. 62(C).
    • Syed Ali Raza & Khaled Guesmi & Fateh Belaid & Nida Shah, 2022. "Time-frequency causality and connectedness between oil price shocks and the world food prices," Post-Print hal-04542337, HAL.
11. Luo, Keyu & Ye, Yong, 2024. "How responsive are retail electricity prices to crude oil fluctuations in the US? Time-varying and asymmetric perspectives," Research in International Business and Finance, Elsevier, vol. 69(C).
12. Boying Li & Chun-Ping Chang & Yin Chu & Bo Sui, 2020. "Oil prices and geopolitical risks: What implications are offered via multi-domain investigations?," Energy & Environment, , vol. 31(3), pages 492-516, May.
13. Raggad, Bechir, 2021. "Time varying causal relationship between renewable energy consumption, oil prices and economic activity: New evidence from the United States," Resources Policy, Elsevier, vol. 74(C).
14. Nong, Huifu & Liu, Hongxiao, 2023. "Measuring the frequency and quantile connectedness between policy categories and global oil price," Resources Policy, Elsevier, vol. 83(C).
15. Sun-Yong Choi & Changsoo Hong, 2020. "Relationship between uncertainty in the oil and stock markets before and after the shale gas revolution: Evidence from the OVX, VIX, and VKOSPI volatility indices," PLOS ONE, Public Library of Science, vol. 15(5), pages 1-26, May.
16. Jiang, Zhuhua & Dong, Xiyong & Yoon, Seong-Min, 2025. "Impact of oil prices on key energy mineral prices: Fresh evidence from quantile and wavelet approaches," Energy Economics, Elsevier, vol. 145(C).
17. Lyubov Doroshenko & Loretta Mastroeni & Alessandro Mazzoccoli, 2025. "Wavelet and Deep Learning Framework for Predicting Commodity Prices Under Economic and Financial Uncertainty," Mathematics, MDPI, vol. 13(8), pages 1-19, April.
18. Xi, Yue & Zeng, Qing & Lu, Xinjie & Huynh, Toan L.D., 2022. "Oil and renewable energy stock markets: Unique role of extreme shocks," Energy Economics, Elsevier, vol. 109(C).
19. Simsek, Ahmed Ihsan & Bulut, Emre & Gur, Yunus Emre & Gültekin Tarla, Esma, 2024. "A novel approach to Predict WTI crude spot oil price: LSTM-based feature extraction with Xgboost Regressor," Energy, Elsevier, vol. 309(C).
20. Mastroeni, Loretta & Mazzoccoli, Alessandro & Quaresima, Greta, 2025. "Effects of the climate-related sentiment on agricultural spot prices: Insights from Wavelet Rényi Entropy analysis," Energy Economics, Elsevier, vol. 142(C).
21. Kojić, Milena & Schlüter, Stephan & Mitić, Petar & Hanić, Aida, 2022. "Economy-environment nexus in developed European countries: Evidence from multifractal and wavelet analysis," Chaos, Solitons & Fractals, Elsevier, vol. 160(C).
22. Mourad Zmami & Ousama Ben-Salha, 2023. "What factors contribute to the volatility of food prices? New global evidence," Agricultural Economics, Czech Academy of Agricultural Sciences, vol. 69(5), pages 171-184.
23. Padhan, Hemachandra & Kocoglu, Mustafa & Tiwari, Aviral Kumar & Haouas, Ilham, 2024. "Economic activities, dry bulk freight, and economic policy uncertainties as drivers of oil prices: A tail-behaviour time-varying causality perspective," Energy Economics, Elsevier, vol. 138(C).
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26. Raggad, Bechir & Bouri, Elie, 2023. "Gold and crude oil: A time-varying causality across various market conditions," Resources Policy, Elsevier, vol. 86(PA).
27. Loretta Mastroeni & Alessandro Mazzoccoli & Greta Quaresima & Pierluigi Vellucci, 2021. "Wavelet analysis and energy-based measures for oil-food price relationship as a footprint of financialisation effect," Papers 2104.11891, arXiv.org, revised Mar 2022.