Dynamic dependence and risk connectedness among oil and stock markets: New evidence from time-frequency domain perspectives

Energy ◽  
2021 ◽  
Vol 216 ◽  
pp. 119302
Author(s):  
Jinxin Cui ◽  
Mark Goh ◽  
Binlin Li ◽  
Huiwen Zou
Keyword(s):  
Frequency Domain ◽  
Stock Markets ◽  
Time Frequency ◽  
New Evidence

Oil, natural gas and BRICS stock markets: Evidence of systemic risks and co-movements in the time-frequency domain

2021 ◽  
Vol 72 ◽  
pp. 102062
Author(s):  
Walid Mensi ◽  
Mobeen Ur Rehman ◽  
Debasish Maitra ◽  
Khamis Hamed Al-Yahyaee ◽  
Xuan Vinh Vo
Keyword(s):  
Natural Gas ◽  
Frequency Domain ◽  
Stock Markets ◽  
Time Frequency ◽  
Systemic Risks

scholarly journals Bitcoin and stock markets: a revisit of relationship

2021 ◽  
Vol 29 (3) ◽  
pp. 234-256
Author(s):  
Hassanudin Mohd Thas Thaker ◽  
Abdollah Ah Mand
Keyword(s):  
Frequency Domain ◽  
Stock Markets ◽  
Time Horizon ◽  
Investment Decisions ◽  
Time Frequency ◽  
Center Point ◽  
Equity Indices ◽  
The Relationship

The volatility of bitcoin (BTC) and time horizon is the center point for investment decisions. However, attention is not often drawn to the relationship between BTC and equity indices. Thus, the purpose of this paper is to investigate the volatility and time frequency domain of BTC with stock markets.

scholarly journals Time-Frequency domain analysis of investor fear and expectations in stock markets of BRIC economies

Heliyon ◽  
2021 ◽  
pp. e08211
Author(s):  
Peterson Owusu Junior ◽  
Anokye Mohammed Adam ◽  
Emmanuel Asafo-Adjei ◽  
Ebenezer Boateng ◽  
Zulaiha Hamidu ◽  
...  
Keyword(s):  
Frequency Domain ◽  
Stock Markets ◽  
Domain Analysis ◽  
Frequency Domain Analysis ◽  
Time Frequency
Sign in / Sign up

Export Citation Format

Share Document