1. Extreme risk spillovers in RMB exchange rates: The role of categorical economic policy uncertainties. (2024). Wang, Xinya.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:94:y:2024:i:c:s1059056024003423.

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2. Analysing and forecasting co-movement between innovative and traditional financial assets based on complex network and machine learning. (2023). Uddin, Gazi Salah ; Zhu, You ; Wang, Gang-Jin ; Xie, Chi ; Zhou, Yang.
   In: Research in International Business and Finance.
   RePEc:eee:riibaf:v:64:y:2023:i:c:s027553192200232x.

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3. Extreme risk spillover effects of international oil prices on the Chinese stock market: A GARCH-EVT-Copula-CoVaR approach. (2023). Liu, Weiguo ; Cui, Luansong ; Zhao, Jing ; Zhang, Qiwen.
   In: Resources Policy.
   RePEc:eee:jrpoli:v:86:y:2023:i:pb:s030142072300853x.

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4. How does the Russian-Ukrainian war change connectedness and hedging opportunities? Comparison between dirty and clean energy markets versus global stock indices. (2023). Urjasz, Szczepan ; Karkowska, Renata.
   In: Journal of International Financial Markets, Institutions and Money.
   RePEc:eee:intfin:v:85:y:2023:i:c:s1042443123000367.

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5. Heterogeneous impacts of oil prices on Chinas stock market: Based on a new decomposition method. (2023). Ai, Chunrong ; Xu, Jie ; Liu, Feng.
   In: Energy.
   RePEc:eee:energy:v:268:y:2023:i:c:s0360544223000385.

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6. Forecasting oil inventory changes with Google trends: A hybrid wavelet decomposer and ARDL-SVR ensemble model. (2023). Zhao, Lu-Tao ; Wei, Yi-Ming ; Zheng, Zhi-Yi.
   In: Energy Economics.
   RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001019.

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7. Does climate impact the relationship between the energy price and the stock market? The Colombian case. (2023). Carabali-Mosquera, Jaime ; Buenaventura-Vera, Guillermo ; Benavides-Franco, Julian ; Taype-Huaman, Irvin ; Villa-Loaiza, Carlos.
   In: Applied Energy.
   RePEc:eee:appene:v:336:y:2023:i:c:s0306261923001642.

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8. Tourism with Energy Production and Consumption in the Red River Delta, Vietnam. (2023). Thi, Huyen Giang.
   In: International Journal of Energy Economics and Policy.
   RePEc:eco:journ2:2023-01-53.

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9. Crude oil market and Nigerian stocks: An asymmetric information spillover approach. (2022). Lin, Boqiang ; Okorie, David.
   In: International Journal of Finance & Economics.
   RePEc:wly:ijfiec:v:27:y:2022:i:4:p:4002-4017.

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10. Time?frequency analysis of risk spillovers from oil to BRICS stock markets: A long?memory Copula?CoVaR?MODWT method. (2022). Wu, Lanxin ; Nie, HE ; Mu, Jinqi ; Jiang, Yonghong.
    In: International Journal of Finance & Economics.
    RePEc:wly:ijfiec:v:27:y:2022:i:3:p:3386-3404.

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11. On the higher-order moment interdependence of stock and commodity markets: A wavelet coherence analysis. (2022). Ahmed, Walid.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:83:y:2022:i:c:p:135-151.

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12. Forecast of Bayesian-based dynamic connectedness between oil market and Islamic stock indices of Islamic oil-exporting countries: Application of the cascade-forward backpropagation network. (2022). Dolatabadi, Ali ; Doudkanlou, Mohammad Ghasemi ; Rashidi, Muhammad Mahdi ; Adekoya, Oluwasegun Babatunde ; Asl, Mahdi Ghaemi.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:77:y:2022:i:c:s0301420722002264.

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13. The dynamic moderating function of the exchange rate market on the oil-stock nexus. (2022). An, Haizhong ; Huang, Shupei ; Xu, Xin.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:81:y:2022:i:c:s1057521922000941.

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14. Characterizing the dynamic evolutionary behavior of multivariate price movement fluctuation in the carbon-fuel energy markets system from complex network perspective. (2022). Chen, Quanyu ; Xiong, Shi.
    In: Energy.
    RePEc:eee:energy:v:239:y:2022:i:pa:s0360544221021447.

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15. The Time–Frequency Relationship between Oil Price, Stock Returns and Exchange Rate. (2021). Das, Sudipta.
    In: Journal of Business Cycle Research.
    RePEc:spr:jbuscr:v:17:y:2021:i:2:d:10.1007_s41549-021-00057-3.

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16. Energy commodities and advanced stock markets: A post-crisis approach. (2021). Kiohos, Apostolos ; Stoupos, Nikolaos.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:70:y:2021:i:c:s0301420720309181.

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17. The cross-impact between financial markets, Covid-19 pandemic, and economic sanctions: The case of Iran. (2021). Halafi, Zohoor Nezhad ; Owjimehr, Sakine ; Samadi, Ali Hussein.
    In: Journal of Policy Modeling.
    RePEc:eee:jpolmo:v:43:y:2021:i:1:p:34-55.

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18. Relationships and portfolios between oil and Chinese stock sectors: A study based on wavelet denoising-higher moments perspective. (2021). Lu, Tuantuan ; Dai, Yimin ; Wei, YU ; Tang, Yong ; Zhu, Pengfei.
    In: Energy.
    RePEc:eee:energy:v:217:y:2021:i:c:s0360544220325238.

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19. Linkages between the international crude oil market and the Chinese stock market: A BEKK-GARCH-AFD approach. (2021). Li, Jingyu ; Qian, Tao ; Liu, Ranran ; Xie, Qiwei.
    In: Energy Economics.
    RePEc:eee:eneeco:v:102:y:2021:i:c:s0140988321003704.

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20. The impact of COVID – 19 on the stocks’ yield from the pharmaceutical sector. (2020). Kagitci, Meral.
    In: Journal of Financial Studies.
    RePEc:fst:rfsisf:v:5:y:2020:i:9:p:58-71.

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21. Research on the time-varying network structure evolution of the stock indices of the BRICS countries based on fluctuation correlation. (2020). Yuan, Meng ; Li, Zhengyang ; Liu, Sen ; Dong, Zhiliang.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:69:y:2020:i:c:p:63-74.

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22. Identifying the comovement of price between Chinas and international crude oil futures: A time-frequency perspective. (2020). Huang, Shupei.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:72:y:2020:i:c:s1057521920302064.

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23. Identifying influential energy stocks based on spillover network. (2020). Sun, Qingru ; Tang, Renwu ; Gao, Xiangyun ; Wang, ZE.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:68:y:2020:i:c:s1057521918305179.

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24. Dynamic co-movement between oil and stock markets in oil-importing and oil-exporting countries: Two types of wavelet analysis. (2020). Yoon, Seong-Min ; Jiang, Zhuhua.
    In: Energy Economics.
    RePEc:eee:eneeco:v:90:y:2020:i:c:s0140988320301754.

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25. Connectedness and systemic risk spillovers analysis of Chinese sectors based on tail risk network. (2020). Lu, Yang ; Wang, Jian ; Zhuang, Xintian ; Zhang, Weiping.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301455.

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26. Can crude oil drive the co-movement in the international stock market? Evidence from partial wavelet coherence analysis. (2020). Yang, Lu ; Xu, Mingli ; Zhu, Jingran ; Wu, Kai.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:53:y:2020:i:c:s1062940820300917.

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27. Portfolio strategy of International crude oil markets: A study based on multiwavelet denoising-integration MF-DCCA method. (2019). Dai, Yimin ; Wei, YU ; Tang, Yong ; Zhu, Pengfei.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:535:y:2019:i:c:s0378437119314414.

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28. Identifying influential nodes based on fluctuation conduction network model. (2019). Wang, ZE ; Chen, Zhihua ; Sun, Qingru ; Liu, Xueyong ; Tang, Renwu ; Gao, Xiangyun.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:514:y:2019:i:c:p:355-369.

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29. Effects of crude oil shocks on the PPI system based on variance decomposition network analysis. (2019). Liu, Siyao ; Wang, ZE ; Guo, Sui ; Gao, Xiangyun ; Sun, Qingru ; Wen, Shaobo.
    In: Energy.
    RePEc:eee:energy:v:189:y:2019:i:c:s0360544219320730.

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30. Impact of oil price fluctuations on tanker maritime network structure and traffic flow changes. (2019). Murray, Alan T ; Lu, Feng ; Fang, Zhixiang ; Yu, Hongchu ; Chen, Jinhai ; Mei, Qiang ; Peng, Peng ; Zhang, Hengcai.
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    RePEc:eee:appene:v:237:y:2019:i:c:p:390-403.

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    RePEc:eee:appene:v:228:y:2018:i:c:p:1550-1560.

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1. Black swan events and safe havens: The role of gold in globally integrated emerging markets. (2017). Uddin, Gazi ; Nguyen, Duc Khuong ; Bekiros, Stelios ; Boubaker, Sabri.
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   RePEc:eee:jimfin:v:73:y:2017:i:pb:p:317-334.

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2. On the cyclicity of regional house prices: New evidence for U.S. metropolitan statistical areas. (2017). Flor, Michael ; Klarl, Torben.
   In: Journal of Economic Dynamics and Control.
   RePEc:eee:dyncon:v:77:y:2017:i:c:p:134-156.

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3. The multiscale impact of exchange rates on the oil-stock nexus: Evidence from China and Russia. (2017). Huang, Shupei ; Hao, Xiaoqing ; Wen, Shaobo ; Gao, Xiangyun.
   In: Applied Energy.
   RePEc:eee:appene:v:194:y:2017:i:c:p:667-678.

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4. Forecasting the equity risk premium with frequency-decomposed predictors. (2017). Verona, Fabio ; Faria, Gonçalo.
   In: Research Discussion Papers.
   RePEc:bof:bofrdp:2017_001.

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5. Health progress and economic growth in the USA: the continuous wavelet analysis. (2016). Chen, Wen-Yi.
   In: Empirical Economics.
   RePEc:spr:empeco:v:50:y:2016:i:3:d:10.1007_s00181-015-0955-6.

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6. Co-Movement of Healthcare Financing in OECD Countries: Evidence from Discrete Wavelet Analyses. (2016). Chen, Wen-Yi ; Lin, Yu-Hui .
   In: Journal for Economic Forecasting.
   RePEc:rjr:romjef:v::y:2016:i:3:p:40-56.

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7. A wavelet-based multivariate multiscale approach for forecasting. (2016). Rua, Antonio.
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8. Black Swan Events and Safe Havens: The role of Gold in Globally Integrated Emerging Markets. (2016). Uddin, Gazi ; Nguyen, Duc Khuong ; Bekiros, Stelios ; Boubaker, Sabri.
   In: MPRA Paper.
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9. On the Sources of the Feldstein-Horioka Puzzle across Time and Frequencies. (2016). Ko, Jun-Hyung ; Funashima, Yoshito.
   In: MPRA Paper.
   RePEc:pra:mprapa:75297.

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10. Oil price, exchange rate and consumer price co-movement: A continuous-wavelet analysis. (2016). Habimana, Olivier.
    In: MPRA Paper.
    RePEc:pra:mprapa:71886.

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11. Time-frequency characterization of the U.S. financial cycle. (2016). Verona, Fabio.
    In: CEF.UP Working Papers.
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12. Estimating the Taylor Rule in the Time-Frequency Domain. (2016). Martins, Manuel ; Aguiar-Conraria, Luís ; Soares, Maria Joana ; Manuel M. F. Martins, .
    In: CEF.UP Working Papers.
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13. Examination of the directions of spillover effects between the real estate and stock prices in Poland using wavelet analysis. (2016). Koltuniak, Marcin .
    In: Bank i Kredyt.
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14. Stock market recovery from the 2008 financial crisis: The differences across Europe. (2016). Ivanov, Ivan ; Bogdanova, Boryana ; Kabaivanov, Stanimir .
    In: Research in International Business and Finance.
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15. Interest rate changes and stock returns: A European multi-country study with wavelets. (2016). Ferrer, Roman ; Benitez, Rafael ; Bolos, Vicente J.
    In: International Review of Economics & Finance.
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16. Governmentally amplified output volatility. (2016). Funashima, Yoshito.
    In: Physica A: Statistical Mechanics and its Applications.
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17. Time–frequency featured co-movement between the stock and prices of crude oil and gold. (2016). Gao, Xiangyun ; Huang, Xuan.
    In: Physica A: Statistical Mechanics and its Applications.
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18. On the time scale behavior of equity-commodity links: Implications for portfolio management. (2016). Uddin, Gazi ; Nguyen, Duc Khuong ; Bekiros, Stelios ; Sjo, BO.
    In: Journal of International Financial Markets, Institutions and Money.
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19. The global interdependence among oil-equity nexuses. (2016). An, Haizhong ; Huang, Shupei ; Jia, Xiaoliang ; Wen, Shaobo ; Gao, Xiangyun.
    In: Energy.
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20. Unveiling heterogeneities of relations between the entire oil–stock interaction and its components across time scales. (2016). Huang, Shupei ; Hao, Xiaoqing ; Gao, Xiangyun.
    In: Energy Economics.
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21. Time–frequency characterization of the U.S. financial cycle. (2016). Verona, Fabio.
    In: Economics Letters.
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22. Revisiting the long memory dynamics of the implied–realized volatility relationship: New evidence from the wavelet regression. (2016). Baruník, Jozef ; Hlinkova, Michaela ; Barunik, Jozef.
    In: Economic Modelling.
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23. The Fed-induced political business cycle: Empirical evidence from a time–frequency view. (2016). Funashima, Yoshito.
    In: Economic Modelling.
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24. What can wavelets unveil about the vulnerabilities of monetary integration? A tale of Eurozone stock markets. (2016). Masih, Abul ; Mansur, A ; Dewandaru, Ginanjar.
    In: Economic Modelling.
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25. Oil price and exchange rate in India: Fresh evidence from continuous wavelet approach and asymmetric, multi-horizon Granger-causality tests. (2016). Tiwari, Aviral ; Albulescu, Claudiu.
    In: Applied Energy.
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26. Price co-movement in the principal skim milk powder producing regions: a wavelet analysis. (2016). Fousekis, Panos ; Grigoriadis, Vasilis.
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27. The nexus between housing and GDP re-visited: A wavelet coherence view on housing and GDP for the U.S.. (2016). Klarl, Torben.
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28. Forecasting the equity risk premium with frequency-decomposed predictors. (2016). Verona, Fabio ; Faria, Gonçalo.
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29. Forecasting stock market returns by summing the frequency-decomposed parts. (2016). Verona, Fabio ; Faria, Gonçalo.
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30. Forecasting stock market returns by summing the frequency-decomposed parts. (2016). Verona, Fabio ; Faria, Gonçalo.
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31. Time-frequency characterization of the U.S. financial cycle. (2016). Verona, Fabio.
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32. Multiple Wavelet Coherency Analysis and Forecasting of Metal Prices. (2016). Kahraman, Emre ; Unal, Gazanfer.
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33. Business cycle synchronization within the European Union: A wavelet cohesion approach. (2016). Vacha, Lukas ; Hanus, Lubos.
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34. Business cycle synchronization of the Visegrad Four and the European Union. (2015). Vacha, Lukas ; Hanus, Lubos.
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35. Wagners law versus displacement effect. (2015). Funashima, Yoshito.
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36. The Fed-Induced Political Business Cycle. (2015). Funashima, Yoshito.
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37. Optimum Currency Area and Business Cycle Synchronization Across U.S. States. (2015). Gudjonsson, Haukur ; Brinca, Pedro ; Aguiar-Conraria, Luís ; Gujonsson, Haukur Viar ; Soares, Maria Joana.
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38. The co-movement and causality between the U.S. housing and stock markets in the time and frequency domains. (2015). Miller, Stephen ; GUPTA, RANGAN ; Chang, Tsangyao ; Balcilar, Mehmet ; Li, Xiao-Lin.
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39. Dependence and risk assessment for oil prices and exchange rate portfolios: A wavelet based approach. (2015). JAMMAZI, RANIA ; Aloui, Chaker.
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40. Why is no financial crisis a dress rehearsal for the next? Exploring contagious heterogeneities across major Asian stock markets. (2015). Masih, Abul ; Dewandaru, Ginanjar ; Masih, A. Mansur M., .
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41. Estimating DSGE models across time and frequency. (2015). Caraiani, Petre.
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42. A wavelet-based nonlinear ARDL model for assessing the exchange rate pass-through to crude oil prices. (2015). Nguyen, Duc Khuong ; Lahiani, Amine ; JAMMAZI, RANIA.
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43. Does gold glitter in the long-run? Gold as a hedge and safe haven across time and investment horizon. (2015). Potì, Valerio ; Bredin, Don ; Poti, Valerio ; Conlon, Thomas.
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44. International economic policy uncertainty and stock prices: Wavelet approach. (2015). Ko, Jun-Hyung ; Lee, Chang-Min .
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45. A wavelet analysis of US fiscal sustainability. (2015). lo Cascio, Iolanda.
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46. Cyclicality of real wages in the USA and Germany: New insights from wavelet analysis. (2015). Marczak, Martyna ; Gomez, Victor .
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47. Automatic stabilizers in the Japanese tax system. (2015). Funashima, Yoshito.
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48. On the Cyclicity of Regional House Prices: New Evidence for U.S. Metropolitan Statistical Areas. (2015). Flor, Michael ; Klarl, Torben.
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49. Volatility Spillover between Oil and Stock Market Returns. (2014). Ramachandran, M ; Paul, Sunil ; ANAND, B.
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50. Analyzing the Taylor Rule with Wavelet Lenses. (). Martins, Manuel ; Aguiar-Conraria, Luís ; Soares, Maria Joana ; Manuel M. F. Martins, .
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