Analysing time-frequency relationship between COVID-19 and FII trading activities using wavelet coherence analysis

2021 ◽  
Vol 25 (3/4) ◽  
pp. 383
Author(s):  
Amrita Kaur ◽  
Prabhat Mittal ◽  
Pankaj Kumar Gupta
Keyword(s):  
Wavelet Coherence ◽  
Coherence Analysis ◽  
Time Frequency ◽  
Trading Activities ◽  
Frequency Relationship ◽  
Wavelet Coherence Analysis

scholarly journals Spatiotemporal Rainfall Dynamics in Kosi Basin Using Wavelet Analysis

2021 ◽  
Vol 11 (5) ◽  
pp. 7578-7584
Author(s):  
A. Towheed ◽  
R. Thendiyath
Keyword(s):  
Wavelet Analysis ◽  
Spectrum Analysis ◽  
Rainfall Variability ◽  
Rain Gauge ◽  
Wavelet Spectrum ◽  
Rainfall Data ◽  
Wavelet Coherence ◽  
Coherence Analysis ◽  
Time Frequency ◽  
Wavelet Coherence Analysis

Spatial and temporal analysis of rainfall data were carried out along with wavelet analysis for seven rain gauge sites of Kosi basin, India during the time period from 1985 to 2017. Wavelet spectrum analysis and wavelet coherence analysis were performed to fully characterize the time-frequency rainfall variability of the rain gauge data in these areas. For all the selected gauge stations during the study period, the peak value of the wavelet power spectrum was identified for the 8-16 month band. The results of wavelet spectrum analysis reveal a good correlation of rainfall data in the rain gauge sites lying in the southwest of the Kosi basin. The spectrum analysis also differentiates the wet and dry periods and it was observed that in the majority of the selected sites, a dry period occurred from the year 2005 onwards. This was again confirmed with breakpoint analysis. The wavelet coherence analysis explicit is a good correlation between the rain gauges in the study area. Overall, the variability of the rainfall parameters was more vivid with the wavelet analysis and this can be extended to other climatological parameters.

scholarly journals Uncertainty and the Oracle of Market Returns: Evidence from Wavelet Coherence Analysis

2020 ◽  
Author(s):  
Joan Nix ◽  
Bruce D. McNevin
Keyword(s):  
Frequency Domain ◽  
Wavelet Coherence ◽  
Coherence Analysis ◽  
Statistical Relationship ◽  
Market Uncertainty ◽  
Market Returns ◽  
Time Frequency ◽  
Wavelet Coherence Analysis ◽  
Sector Returns

Wavelet methodology is employed to investigate the statistical relationship between three well-accepted measures of uncertainty and both market and sector returns. Our primary goal is to determine whether uncertainty is sector specific. Although there are periods when the market works effectively as an oracle capturing uncertainty, we also find sector specific uncertainty. The wavelet equivalent of correlation, coherence, is used to determine the presence of sector specific uncertainty. We find that allowing localized information in the time frequency domain is critical for separating out sector specific uncertainty from market uncertainty.

scholarly journals Can Global Economic Policy Uncertainty Drive the Interdependence of Agricultural Commodity Prices? Evidence from Partial Wavelet Coherence Analysis

Complexity ◽  
2021 ◽  
Vol 2021 ◽  
pp. 1-13
Author(s):  
Siaw Frimpong ◽  
Emmanuel N. Gyamfi ◽  
Zangina Ishaq ◽  
Samuel Kwaku Agyei ◽  
Daniel Agyapong ◽  
...  
Keyword(s):  
Economic Policy ◽  
Wavelet Coherence ◽  
Frequency Effect ◽  
Coherence Analysis ◽  
Policy Uncertainty ◽  
Agricultural Commodities ◽  
Agricultural Commodity ◽  
Economic Policy Uncertainty ◽  
Time Frequency ◽  
Wavelet Coherence Analysis

This paper employed wavelet coherence and partial wavelet coherence to investigate the time-frequency effect of global economic policy uncertainty on the comovement of five agricultural commodities such as maize, oat, rice, soybean, and wheat using monthly data from January 1997 to December 2019. In general, we observed heterogeneity in comovement structures of the agricultural commodities market at different time-frequency scales which are profound at high frequencies from the bivariate wavelet coherence. The partial wavelet coherence analysis shows that global economic policy uncertainty is a driver of agricultural commodity market connectedness. This implies that extreme changes in economic policy uncertainty have the tendency to influence commodity price comovement. This poses risk to the stability of the agricultural commodities market, which requires the policymaker’s intervention to protect against the spillover risk contagion effect in uncertain times.

Wavelet coherence analysis of prefrontal oxygenation signals in elderly subjects with hypertension

2014 ◽  
Vol 35 (5) ◽  
pp. 777-791 ◽  
Author(s):  
Zengyong Li ◽  
Ming Zhang ◽  
Ruofei Cui ◽  
Qing Xin ◽  
Lu Liqian ◽  
...  
Keyword(s):  
Wavelet Coherence ◽  
Elderly Subjects ◽  
Coherence Analysis ◽  
Wavelet Coherence Analysis
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