1. Quantile time-frequency connectedness analysis between crude oil, gold, financial markets, and macroeconomic indicators: Evidence from the US and EU. (2024). Hamori, Shigeyuki ; Shang, Jin.
   In: Energy Economics.
   RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001816.

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2. Wavelet Analysis of Cryptocurrencies -- Non-Linear Dynamics in High Frequency Domains. (2024). Kikuchi, Tatsuru.
   In: Papers.
   RePEc:arx:papers:2411.14058.

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3. .

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4. Portfolio diversification benefits before and during the times of COVID-19: evidence from USA. (2023). Awad, Ebtehal Orabi ; Elrawas, Ahmed Said ; Aly, Sharihan Mohamed ; Attia, Eman F.
   In: Future Business Journal.
   RePEc:spr:futbus:v:9:y:2023:i:1:d:10.1186_s43093-023-00205-4.

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5. The words have power: the impact of news on exchange rates. (2023). Shugliashvili, Teona.
   In: FFA Working Papers.
   RePEc:prg:jnlwps:v:5:y:2023:id:5.006.

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6. Time-varying causality between oil price and exchange rate in five ASEAN economies. (2023). Lim, So Young ; Awan, Ashar ; Kyophilavong, Phouphet ; Kocoglu, Mustafa.
   In: Economic Change and Restructuring.
   RePEc:kap:ecopln:v:56:y:2023:i:2:d:10.1007_s10644-022-09457-6.

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7. Differential Tail Dependence between Crude Oil and Forex Markets in Oil-Importing and Oil-Exporting Countries during Recent Crisis Periods. (2023). Hamori, Shigeyuki ; Shang, Jin.
   In: Sustainability.
   RePEc:gam:jsusta:v:15:y:2023:i:19:p:14445-:d:1252857.

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8. Frequency domain quantile dependence and connectedness between crude oil and exchange rates: Evidence from oil-importing and exporting countries. (2023). Huang, Zishan ; Li, Shuang ; Zhu, Huiming.
   In: The Quarterly Review of Economics and Finance.
   RePEc:eee:quaeco:v:90:y:2023:i:c:p:1-30.

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9. Explain systemic risk of commodity futures market by dynamic network. (2023). Zhang, Zuominyang ; Wang, Tianqi ; Lin, Jianwu ; Huang, KE ; He, Chengying.
   In: International Review of Financial Analysis.
   RePEc:eee:finana:v:88:y:2023:i:c:s1057521923001746.

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10. Modeling the out-of-sample predictive relationship between equity premium, returns on the price of crude oil and economic policy uncertainty using multivariate time-varying dimension models. (2023). Nonejad, Nima.
    In: Energy Economics.
    RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323004620.

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11. Conditional out-of-sample predictability of aggregate equity returns and aggregate equity return volatility using economic variables. (2023). Nonejad, Nima.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:70:y:2023:i:c:p:91-122.

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12. Coupling correlation adaptive detrended analysis for multiple nonstationary series. (2023). Han, Guosheng ; Wang, Fang.
    In: Chaos, Solitons & Fractals.
    RePEc:eee:chsofr:v:177:y:2023:i:c:s0960077923011979.

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13. The Effect of World Oil Price on Türkiye’s Exchange Rate. (2023). Huseynli, Nigar.
    In: International Journal of Energy Economics and Policy.
    RePEc:eco:journ2:2023-06-32.

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14. What Drives Credit Spreads of Oil Companies? Evidence from the Upstream, Integrated and Downstream Industries. (2023). Ha, Quan Tran ; Yihong, Simon Cottrell.
    In: The Energy Journal.
    RePEc:aen:journl:ej44-5-delpachitra.

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15. Hedging capabilities of Bitcoin for Asian currencies. (2022). Kinkyo, Takuji.
    In: International Journal of Finance & Economics.
    RePEc:wly:ijfiec:v:27:y:2022:i:2:p:1769-1784.

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16. The Oil Price?Macroeconomic fundamentals nexus for emerging market economies: Evidence from a wavelet analysis. (2022). Tiwari, Aviral ; Hammoudeh, Shawkat ; Bozoklu, Seref ; Raheem, Ibrahim D.
    In: International Journal of Finance & Economics.
    RePEc:wly:ijfiec:v:27:y:2022:i:1:p:1569-1590.

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17. Multifrequency network for SADC exchange rate markets using EEMD-based DCCA. (2022). Gill, Ryan ; Moyo, Simiso ; Kyei, Kwabena ; Adam, Anokye M ; Gyamfi, Emmanuel N.
    In: Journal of Economics and Finance.
    RePEc:spr:jecfin:v:46:y:2022:i:1:d:10.1007_s12197-021-09560-w.

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18. COVID-19 and the volatility interlinkage between bitcoin and financial assets. (2022). Maghyereh, Aktham ; Abdoh, Hussein.
    In: Empirical Economics.
    RePEc:spr:empeco:v:63:y:2022:i:6:d:10.1007_s00181-022-02223-7.

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19. Dynamic causality interplay from COVID-19 pandemic to oil price, stock market, and economic policy uncertainty: evidence from oil-importing and oil-exporting countries. (2022). ben Jabeur, Sami ; Al-Qadasi, Adel ; Solarin, Sakiru Adebola ; Khalfaoui, Rabeh.
    In: Annals of Operations Research.
    RePEc:spr:annopr:v:313:y:2022:i:1:d:10.1007_s10479-021-04446-w.

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20. The relationship between oil prices and exchange rates in South Africa. (2022). Hlongwane, Nyiko Worship.
    In: MPRA Paper.
    RePEc:pra:mprapa:113209.

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21. Bidirectional Risk Spillovers between Exchange Rate of Emerging Market Countries and International Crude Oil Price–Based on Time-varing Copula-CoVaR. (2022). Xu, Tingjia ; Wang, Liang.
    In: Computational Economics.
    RePEc:kap:compec:v:59:y:2022:i:1:d:10.1007_s10614-021-10160-3.

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22. Neuro-wavelet Model for price prediction in high-frequency data in the Mexican Stock market. (2022). Miranda, Montserrat Reyna ; Salcido, Vicente Gomez ; Roldan, Ricardo Massa.
    In: Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance).
    RePEc:imx:journl:v:17:y:2022:i:1:a:6.

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23. Exploring the Trend of Commodity Prices: A Review and Bibliometric Analysis. (2022). Jiao, Jianbin ; Hu, YI ; Zhang, QI ; Wang, Shouyang.
    In: Sustainability.
    RePEc:gam:jsusta:v:14:y:2022:i:15:p:9536-:d:879376.

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24. Energy Price Prediction Integrated with Singular Spectrum Analysis and Long Short-Term Memory Network against the Background of Carbon Neutrality. (2022). Zhu, DI ; Wang, Yinghong ; Zhang, Fenglin.
    In: Energies.
    RePEc:gam:jeners:v:15:y:2022:i:21:p:8128-:d:959496.

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25. The Impact of Oil Price and Oil Volatility Index (OVX) on the Exchange Rate in Sub-Saharan Africa: Evidence from Oil Importing/Exporting Countries. (2022). giouvris, evangelos ; Korley, Maud.
    In: Economies.
    RePEc:gam:jecomi:v:10:y:2022:i:11:p:272-:d:960401.

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26. On the asymmetrical connectedness between cryptocurrencies and foreign exchange markets: Evidence from the nonparametric quantile on quantile approach. (2022). Aloui, Chaker ; Ahmed, Maiyra ; Raza, Syed Ali.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:61:y:2022:i:c:s0275531922000150.

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27. Asymmetric spillovers and connectedness between crude oil and currency markets using high-frequency data. (2022). Vo, Xuan Vinh ; Kang, Sanghoon ; Mensi, Walid ; Shafiullah, Muhammad.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:77:y:2022:i:c:s030142072200126x.

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28. The connectedness in the world petroleum futures markets using a Quantile VAR approach. (2022). Hammoudeh, Shawkat ; Aikins, Emmanuel Joel ; Tiwari, Aviral Kumar ; Jena, Sangram Keshari.
    In: Journal of Commodity Markets.
    RePEc:eee:jocoma:v:27:y:2022:i:c:s2405851321000556.

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29. Sovereign and bank dependence in the eurozone: A multi-scale approach using wavelet-network analysis. (2022). Bales, Stephan.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002514.

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30. Predicting equity premium out-of-sample by conditioning on newspaper-based uncertainty measures: A comparative study. (2022). Nonejad, Nima.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002095.

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31. Equity premium prediction using the price of crude oil: Uncovering the nonlinear predictive impact. (2022). Nonejad, Nima.
    In: Energy Economics.
    RePEc:eee:eneeco:v:115:y:2022:i:c:s0140988322005242.

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32. Understanding the conditional out-of-sample predictive impact of the price of crude oil on aggregate equity return volatility. (2022). Nonejad, Nima.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822000973.

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33. Heterogeneity dependence between oil prices and exchange rate: Evidence from a parametric test of Granger causality in quantiles. (2022). Ma, Chao-Qun ; Narayan, Seema ; Ren, Yi-Shuai ; Jiang, Yong ; Yang, Xiao-Guang.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822000638.

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34. The intermediating role of the Chinese renminbi in Asian currency markets: Evidence from partial wavelet coherence. (2022). Kinkyo, Takuji.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821001984.

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35. The influence of international oil price fluctuation on the exchange rate of countries along the “Belt and Road”. (2022). GENG, Xueqing ; Guo, Kun ; Wang, Yijing.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821001911.

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36. How does investor attention matter for crude oil prices and returns? Evidence from time-frequency quantile causality analysis. (2022). Hau, Liya ; Yu, Dongwei ; Zhu, Huiming ; Chen, Qitong.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821001844.

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37. Economic Modelling at thirty-five: A retrospective bibliometric survey. (2022). Lim, Weng Marc ; Burton, Bruce ; Kumar, Satish ; Pattnaik, Debidutta.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:107:y:2022:i:c:s0264999321003011.

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38. .

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39. Time?dependent intrinsic correlation analysis of crude oil and the US dollar based on CEEMDAN. (2021). Wen, Fenghua ; Peng, Qing ; Gong, XU.
    In: International Journal of Finance & Economics.
    RePEc:wly:ijfiec:v:26:y:2021:i:1:p:834-848.

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40. Dynamic linkage between oil prices and exchange rates: new global evidence. (2021). Lee, Chien-Chiang ; Huang, Bwo-Nung ; Chang, Yu-Fang.
    In: Empirical Economics.
    RePEc:spr:empeco:v:61:y:2021:i:2:d:10.1007_s00181-020-01874-8.

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41. The Essence of Relationships between the Crude Oil Market and Foreign Currencies Market Based on a Study of Key Currencies. (2021). Miciua, Ireneusz ; Wodarczyk, Bogdan ; Szturo, Marek.
    In: Energies.
    RePEc:gam:jeners:v:14:y:2021:i:23:p:7978-:d:690892.

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42. Effectiveness of Artificial Neural Networks in Hedging against WTI Crude Oil Price Risk. (2021). Michalski, Marek ; Amasz, Bartosz ; Puka, Radosaw.
    In: Energies.
    RePEc:gam:jeners:v:14:y:2021:i:11:p:3308-:d:569136.

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43. Multiscale stock-bond correlation: Implications for risk management. (2021). McMillan, David ; Alomari, Mohammad ; al Rababaa, Abdel Razzaq.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:58:y:2021:i:c:s0275531921000568.

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44. Dynamic spillovers and dependencies between iron ore prices, industry bond yields, and steel prices. (2021). Ma, Yiqun.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721004396.

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45. Do crude oil prices and the sentiment index influence foreign exchange rates differently in oil-importing and oil-exporting countries? A dynamic connectedness analysis. (2021). Hamori, Shigeyuki ; Shang, Jin.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721004098.

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46. Green markets integration in different time scales: A regional analysis. (2021). Brahim, Mariem ; Abid, Ilyes ; Mzoughi, Hela ; Urom, Christian.
    In: Energy Economics.
    RePEc:eee:eneeco:v:98:y:2021:i:c:s0140988321001596.

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47. Predicting the return on the spot price of crude oil out-of-sample by conditioning on news-based uncertainty measures: Some new empirical results. (2021). Nonejad, Nima.
    In: Energy Economics.
    RePEc:eee:eneeco:v:104:y:2021:i:c:s0140988321004977.

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48. A model of dynamic tail dependence between crude oil prices and exchange rates. (2021). Ye, Wuyi ; Guo, Ranran.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001534.

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49. Navigating transfer pricing risk in the oil and gas sector: Essential elements of a policy framework for Trinidad and Tobago and Guyana. (2021). McLean, Sheldon ; Rajkumar, Antonio ; Charles, Don.
    In: Studies and Perspectives – ECLAC Subregional Headquarters for The Caribbean.
    RePEc:ecr:col033:46813.

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50. Navigating transfer pricing risk in the oil and gas sector: Essential elements of a policy framework for Trinidad and Tobago and Guyana. (2021). Rajkumar, Antonio ; Charles, Don ; McLean, Sheldon.
    In: Studies and Perspectives – ECLAC Subregional Headquarters for The Caribbean.
    RePEc:ecr:col033:46657.

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51. Trend of Oil Prices, Gold, GCC Stocks Market during Covid-19 Pandemic: A Wavelet Approach. (2021). Sisodia, Gyanendra Singh ; Tellez, Jesus Cuauhtemoc ; Daffodils, Jennifer ; Rafiuddin, Aqila.
    In: International Journal of Energy Economics and Policy.
    RePEc:eco:journ2:2021-04-64.

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52. A detailed look at crude oil price volatility prediction using macroeconomic variables. (2020). Nonejad, Nima.
    In: Journal of Forecasting.
    RePEc:wly:jforec:v:39:y:2020:i:7:p:1119-1141.

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53. The Impact of Implied Volatility Fluctuations on Vertical Spread Option Strategies: The Case of WTI Crude Oil Market. (2020). Iwaszczuk, Natalia ; Amasz, Bartosz.
    In: Energies.
    RePEc:gam:jeners:v:13:y:2020:i:20:p:5323-:d:427209.

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54. Oil as Hedge, Safe-Haven, and Diversifier for Conventional Currencies. (2020). Shahzad, Syed Jawad Hussain ; Naeem, Muhammad Abubakr ; Liu, Changyu ; Hussain, Syed Jawad ; Farid, Saqib ; Ur, Mobeen.
    In: Energies.
    RePEc:gam:jeners:v:13:y:2020:i:17:p:4354-:d:402987.

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55. Effects of International Crude Oil Prices on Energy Consumption in China. (2020). Chau, Kwong Wing ; Zou, Gaolu.
    In: Energies.
    RePEc:gam:jeners:v:13:y:2020:i:15:p:3891-:d:391968.

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56. Modelling the nonlinear relationship between oil prices, stock markets, and exchange rates in oil-exporting and oil-importing countries. (2020). Guesmi, Khaled ; Chkir, Imed ; Naoui, Kamel ; ben Brayek, Angham.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531920300659.

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57. Bitcoin, gold, and commodities as safe havens for stocks: New insight through wavelet analysis. (2020). Bouri, Elie ; Roubaud, David ; Hussain, Syed Jawad ; Lucey, Brian ; Kristoufek, Ladislav.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:77:y:2020:i:c:p:156-164.

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58. The asymmetric relationship between the oil price and the US-Canada exchange rate. (2020). McFarlane, Adian ; Das, Anupam ; Jung, Young Cheol.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:76:y:2020:i:c:p:198-206.

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59. Hedging effectiveness of precious metals across frequencies: Evidence from Wavelet based Dynamic Conditional Correlation analysis. (2020). Kumar, Surya Bhushan ; Das, Debojyoti ; Bhatia, Vaneet.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:541:y:2020:i:c:s0378437119320242.

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60. Modeling the relationship between oil and USD exchange rates: Evidence from a regime-switching-quantile regression approach. (2020). Mokni, Khaled ; Youssef, Manel.
    In: Journal of Multinational Financial Management.
    RePEc:eee:mulfin:v:55:y:2020:i:c:s1042444x20300141.

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61. The tail dependence structure between investor sentiment and commodity markets. (2020). Abdoh, Hussein ; Maghyereh, Aktham.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:68:y:2020:i:c:s0301420720302828.

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62. Commodity terms of trade shocks and real effective exchange rate dynamics in Africas commodity-exporting countries. (2020). Yacouba, kassouri ; Altinta, Halil ; Kassouri, Yacouba.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:68:y:2020:i:c:s0301420720301501.

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63. Seasonal patterns of global oil consumption: Implications for long term energy policy. (2020). Inchauspe, Julian ; Park, Jason.
    In: Journal of Policy Modeling.
    RePEc:eee:jpolmo:v:42:y:2020:i:3:p:536-556.

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64. Crude oil price changes and the United Kingdom real gross domestic product growth rate: An out-of-sample investigation. (2020). Nonejad, Nima.
    In: The Journal of Economic Asymmetries.
    RePEc:eee:joecas:v:21:y:2020:i:c:s1703494920300013.

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65. A comprehensive empirical analysis of the predictive impact of the price of crude oil on aggregate equity return volatility. (2020). Nonejad, Nima.
    In: Journal of Commodity Markets.
    RePEc:eee:jocoma:v:20:y:2020:i:c:s2405851319300868.

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66. The effects of investor emotions sentiments on crude oil returns: A time and frequency dynamics analysis. (2020). Abdoh, Hussein ; Awartani, Basel ; Maghyereh, Aktham.
    In: International Economics.
    RePEc:eee:inteco:v:162:y:2020:i:c:p:110-124.

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67. Tail dependence between Bitcoin and financial assets: Evidence from a quantile cross-spectral approach. (2020). Abdoh, Hussein ; Maghyereh, Aktham.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301897.

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68. Crude oil price volatility and equity return predictability: A comparative out-of-sample study. (2020). Nonejad, Nima.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301654.

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69. Extreme risk spillovers between crude oil prices and the U.S. exchange rate: Evidence from oil-exporting and oil-importing countries. (2020). Wang, Yudong ; Ma, Chaoqun ; Liu, LI ; Wen, Danyan.
    In: Energy.
    RePEc:eee:energy:v:212:y:2020:i:c:s0360544220318478.

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70. Multiscale lead-lag relationships in oil and refined product return dynamics: A symbolic wavelet transfer entropy approach. (2020). Singh, Abhay Kumar ; de Mello, Lurion ; DeMello, Lurion ; Storhas, Dominik P.
    In: Energy Economics.
    RePEc:eee:eneeco:v:92:y:2020:i:c:s014098832030267x.

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71. Multi-scale dependence structure and risk contagion between oil, gold, and US exchange rate: A wavelet-based vine-copula approach. (2020). Zhou, Dequn ; Zha, Donglan ; Wang, Qunwei ; Dai, Xingyu.
    In: Energy Economics.
    RePEc:eee:eneeco:v:88:y:2020:i:c:s0140988320301146.

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72. The relationship between oil prices and exchange rates: Revisiting theory and evidence. (2020). Czudaj, Robert ; Beckmann, Joscha ; Arora, Vipin.
    In: Energy Economics.
    RePEc:eee:eneeco:v:88:y:2020:i:c:s0140988320301122.

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73. How do dynamic responses of exchange rates to oil price shocks co-move? From a time-varying perspective. (2020). lucey, brian ; Huang, Shupei.
    In: Energy Economics.
    RePEc:eee:eneeco:v:86:y:2020:i:c:s0140988319304384.

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74. Volatility interdependence on foreign exchange markets: The contribution of cross-rates. (2020). Kinkyo, Takuji.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301807.

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75. Growing influences of the Chinese renminbi on Asian exchange rates: Evidence from a wavelet analysis of dynamic spillovers. (2020). Kinkyo, Takuji.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940819302827.

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76. Oil Price Fluctuations and Exchange Rate in Selected Sub-Saharan Africa countries: A Vector Error Correction Model Approach. (2020). Omodero, Cordelia Onyinyechi ; Osuma, Godswill Osagie ; Babajide, Ayopo Abiola ; Omankhanlen, Alexander Ehimare ; Ehikioya, Benjamin Ighodalo.
    In: International Journal of Energy Economics and Policy.
    RePEc:eco:journ2:2020-06-32.

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77. Analysis of the Time-frequency Connectedness between Gold Prices, Oil Prices and Hungarian Financial Markets. (2020). Hung, Ngo Thai.
    In: International Journal of Energy Economics and Policy.
    RePEc:eco:journ2:2020-04-8.

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78. .

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79. Has Co-Movement Dynamics in Brazil, Russia, India, China and South Africa (BRICS) Markets Changed After Global Financial Crisis? New Evidence from Wavelet Analysis. (2019). Das, Debojyoti ; Kannadhasan, M.
    In: Asian Academy of Management Journal of Accounting and Finance (AAMJAF).
    RePEc:usm:journl:aamjaf01501_1-26.

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80. Estimating volatility transmission between oil prices and the US Dollar exchange rate under structural breaks. (2019). Anjum, Hassan.
    In: Journal of Economics and Finance.
    RePEc:spr:jecfin:v:43:y:2019:i:4:d:10.1007_s12197-019-09472-w.

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81. Measuring volatility spill-over effects of crude oil prices on Ghana’s exchange rate and stock market between 1991 and 2015. (2019). Stewart, Chris ; Zankawah, Mutawakil M.
    In: Economics Discussion Papers.
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82. Conditional Dependence between Oil Prices and Exchange Rates in BRICS Countries: An Application of the Copula-GARCH Model. (2019). Hamori, Shigeyuki ; He, Yijin.
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83. Oil Price and Stock Prices of EU Financial Companies: Evidence from Panel Data Modeling. (2019). BELASCU, LUCIAN ; Vrinceanu, Georgiana ; Horobet, Alexandra ; Popescu, Consuela.
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84. Detection of Lead-Lag Relationships Using Both Time Domain and Time-Frequency Domain; An Application to Wealth-To-Income Ratio. (2019). Skoura, Angeliki.
    In: Economies.
    RePEc:gam:jecomi:v:7:y:2019:i:2:p:28-:d:219048.

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85. Oil price fluctuations and exchange rate dynamics in the MENA region: Evidence from non-causality-in-variance and asymmetric non-causality tests. (2019). Rault, Christophe ; Amor, Thouraya Hadj ; Nouira, Ridha.
    In: The Quarterly Review of Economics and Finance.
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86. Co-movement between oil, gas, coal, and iron ore prices, the Australian dollar, and the Chinese RMB exchange rates: A copula approach. (2019). Wang, Junhao ; Ma, Yiqun .
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87. Causal flows between oil and forex markets using high-frequency data: Asymmetries from good and bad volatility. (2019). Alam, Md Samsul ; Ferrer, Roman ; Hussain, Syed Jawad.
    In: Energy Economics.
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88. Dynamic link between oil prices and exchange rates: A non-linear approach. (2019). Xu, Yang ; Yin, Libo ; Wan, LI ; Han, Liyan.
    In: Energy Economics.
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89. Energy contagion analysis: A new perspective with application to a small petroleum economy. (2019). Mahadeo, Scott ; Heinlein, Reinhold ; Legrenzi, Gabriella D.
    In: Energy Economics.
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90. Forecasting aggregate equity return volatility using crude oil price volatility: The role of nonlinearities and asymmetries. (2019). Nonejad, Nima.
    In: The North American Journal of Economics and Finance.
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91. Oil price and automobile stock return co-movement: A wavelet coherence analysis. (2019). Pal, Debdatta ; Mitra, Subrata K.
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92. The Exchange Rate and Oil Prices in Colombia: A High Frequency Analysis. (2019). Julio, Juan ; Gamboa-Estrada, Fredy ; Julio-Roman, Juan Manuel.
    In: Borradores de Economia.
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93. Macroeconomic policy coordination between Japanese central and local governments. (2018). Funashima, Yoshito.
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94. Ceny biopaliv a souvisejících komodit: analýza s použitím metod minimální kostry grafu a hierarchických stromů. (2018). Krištoufek, Ladislav ; Janda, Karel ; Kritoufek, Ladislav ; Filip, Ondej.
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95. Can gold be used as a hedge against the risks of Sharia-compliant securities? Application for Islamic portfolio management. (2018). Awartani, Basel ; Maghyereh, Aktham ; Hassan, Abul.
    In: Journal of Asset Management.
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96. Predicting Currency Crises: A Novel Approach Combining Random Forests and Wavelet Transform. (2018). Hamori, Shigeyuki ; Kinkyo, Takuji ; Xu, Lei.
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97. Determining Time-Varying Drivers of Spot Oil Price in a Dynamic Model Averaging Framework. (2018). Drachal, Krzysztof.
    In: Energies.
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98. Exchange Rate and Oil Price Interactions in Selected CEE Countries. (2018). Drachal, Krzysztof.
    In: Economies.
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99. Information transmission across stock indices and stock index futures: International evidence using wavelet framework. (2018). Aloui, Chaker ; Yarovaya, Larisa ; Keung, Marco Chi ; Hkiri, Besma.
    In: Research in International Business and Finance.
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100. Analyzing time–frequency co-movements across gold and oil prices with BRICS stock markets: A VaR based on wavelet approach. (2018). Mensi, Walid ; Kang, Sang Hoon ; Al-Yahyaee, Khamis H ; Hkiri, Besma.
     In: International Review of Economics & Finance.
     RePEc:eee:reveco:v:54:y:2018:i:c:p:74-102.

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101. Causality between oil shocks and exchange rate: A Bayesian, graph-based VAR approach. (2018). Yin, Libo ; Ma, Xiyuan.
     In: Physica A: Statistical Mechanics and its Applications.
     RePEc:eee:phsmap:v:508:y:2018:i:c:p:434-453.

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102. The dynamic relationship between stock returns and trading volume revisited: A MODWT-VAR approach. (2018). Gupta, Suman ; Tiwari, Aviral Kumar ; Hasim, Haslifah ; Das, Debojyoti.
     In: Finance Research Letters.
     RePEc:eee:finlet:v:27:y:2018:i:c:p:91-98.

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103. What determines the long-term correlation between oil prices and exchange rates?. (2018). Yang, Lu ; Hamori, Shigeyuki ; Cai, Xiaojing.
     In: The North American Journal of Economics and Finance.
     RePEc:eee:ecofin:v:44:y:2018:i:c:p:140-152.

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104. Energy Contagion Analysis: A New Perspective with Application to a Small Petroleum Economy. (2018). Mahadeo, Scott ; Legrenzi, Gabriella ; Heinlein, Reinhold.
     In: CESifo Working Paper Series.
     RePEc:ces:ceswps:_7279.

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105. Co-movement of real exchange rates in the West African Monetary Zone. (2017). Owusu Junior, Peterson ; Soo, Kwok Tong ; Tweneboah, George ; Adam, Anokye M.
     In: Cogent Economics & Finance.
     RePEc:taf:oaefxx:v:5:y:2017:i:1:p:1351807.

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106. Commodity currencies and commodity prices: modelling static and time-varying dependence. (2017). Ponomareva, Natalia ; Ignatieva, Katja.
     In: Applied Economics.
     RePEc:taf:applec:v:49:y:2017:i:15:p:1491-1512.

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107. Estimating and forecasting portfolio’s Value-at-Risk with wavelet-based extreme value theory: Evidence from crude oil prices and US exchange rates. (2017). Nguyen, Duc Khuong ; Jammazi, Rania.
     In: Journal of the Operational Research Society.
     RePEc:pal:jorsoc:v:68:y:2017:i:11:d:10.1057_s41274-016-0133-z.

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108. On Oil-US Exchange Rate Volatility Relationships: an Intradaily Analysis. (2017). Cheffou, Abdoulkarim Idi ; ben Ameur, Hachmi ; Louhichi, Wael ; Jawadi, Fredj.
     In: Working Papers.
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109. The Diversification Benefits of Including Carbon Assets in Financial Portfolios. (2017). Yu, Xueying ; Liu, Zhixin ; Zhang, Yinpeng.
     In: Sustainability.
     RePEc:gam:jsusta:v:9:y:2017:i:3:p:437-:d:93470.

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110. Does the crude oil price influence the exchange rates of oil-importing and oil-exporting countries differently? A wavelet coherence analysis. (2017). Yang, Lu ; Hamori, Shigeyuki ; Cai, Xiaojing.
     In: International Review of Economics & Finance.
     RePEc:eee:reveco:v:49:y:2017:i:c:p:536-547.

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111. Are Islamic indexes a safe haven for investors? An analysis of total, directional and net volatility spillovers between conventional and Islamic indexes and importance of crisis periods. (2017). Hkiri, Besma ; Yarovaya, Larisa ; Aloui, Chaker ; Hammoudeh, Shawkat.
     In: Pacific-Basin Finance Journal.
     RePEc:eee:pacfin:v:43:y:2017:i:c:p:124-150.

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112. Oil and foreign exchange market tail dependence and risk spillovers for MENA, emerging and developed countries: VMD decomposition based copulas. (2017). Shahzad, Syed Jawad Hussain ; Shahbaz, Muhammad ; Mensi, walid ; Hammoudeh, Shawkat ; Hussain, Syed Jawad ; Al-Yahyaee, Khamis Hamed.
     In: Energy Economics.
     RePEc:eee:eneeco:v:67:y:2017:i:c:p:476-495.

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113. Wavelet-based test of co-movement and causality between oil and renewable energy stock prices. (2017). Ugolini, Andrea ; Reboredo, Juan ; Rivera-Castro, Miguel A.
     In: Energy Economics.
     RePEc:eee:eneeco:v:61:y:2017:i:c:p:241-252.

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114. The impact of crude oil prices on financial market indicators: copula approach. (2017). KÜÇÜKÖZMEN, CUMHUR ; Selcuk-Kestel, Sevtap A ; Kuukozmen, Cokun C ; Kayalar, Derya Ezgi .
     In: Energy Economics.
     RePEc:eee:eneeco:v:61:y:2017:i:c:p:162-173.

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115. Revisiting the oil price and stock market nexus: A nonlinear Panel ARDL approach. (2017). Salisu, Afees ; Isah, Kazeem.
     In: Economic Modelling.
     RePEc:eee:ecmode:v:66:y:2017:i:c:p:258-271.

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116. Catching the curl: Wavelet thresholding improves forward curve modelling. (2017). Vedenov, Dmitry ; Turvey, Calum ; Eaves, James ; Power, Gabriel J.
     In: Economic Modelling.
     RePEc:eee:ecmode:v:64:y:2017:i:c:p:312-321.

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117. On Oil-US Exchange Rate Volatility Relationships: an Intradaily Analysis. (2017). JAWADI, Fredj ; ben ameur, hachmi ; Cheffou, Abdoulkarim Idi ; Louhichi, Wael.
     In: EconomiX Working Papers.
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118. Dynamic Connectedness and Causality between Oil prices and Exchange Rates. (2017). Uribe, Jorge ; Hirs-Garzon, Jorge ; Gomez-Gonzalez, Jose.
     In: Borradores de Economia.
     RePEc:bdr:borrec:1025.

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119. Oil price and FX-rates dependency. (2016). Czudaj, Robert ; Beckmann, Joscha ; Berger, Theo.
     In: Quantitative Finance.
     RePEc:taf:quantf:v:16:y:2016:i:3:p:477-488.

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120. 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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121. Oil market modelling: A comparative analysis of fundamental and latent factor approaches. (2016). Kearney, Fearghal ; Dowling, Michael ; Cummins, Mark.
     In: Post-Print.
     RePEc:hal:journl:hal-01387596.

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122. Are there profit (returns) in Shariah-compliant exchange traded funds? The multiscale propensity. (2016). Masih, Abul ; Farouk, Faizal .
     In: Research in International Business and Finance.
     RePEc:eee:riibaf:v:38:y:2016:i:c:p:360-375.

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123. Asymmetrical long-run dependence between oil price and US dollar exchange rate—Based on structural oil shocks. (2016). Gu, Rongbao ; Jiang, Jiaqi .
     In: Physica A: Statistical Mechanics and its Applications.
     RePEc:eee:phsmap:v:456:y:2016:i:c:p:75-89.

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124. Interest rate next-day variation prediction based on hybrid feedforward neural network, particle swarm optimization, and multiresolution techniques. (2016). Lahmiri, Salim.
     In: Physica A: Statistical Mechanics and its Applications.
     RePEc:eee:phsmap:v:444:y:2016:i:c:p:388-396.

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125. Oil market modelling: A comparative analysis of fundamental and latent factor approaches. (2016). Kearney, Fearghal ; Cummins, Mark ; Dowling, Michael.
     In: International Review of Financial Analysis.
     RePEc:eee:finana:v:46:y:2016:i:c:p:211-218.

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126. Oil price shocks and U.S. dollar exchange rates. (2016). Chen, Hongtao ; Zhu, Yingming ; Wang, Yudong ; Liu, LI.
     In: Energy.
     RePEc:eee:energy:v:112:y:2016:i:c:p:1036-1048.

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127. Forecasting spot oil price in a dynamic model averaging framework — Have the determinants changed over time?. (2016). Drachal, Krzysztof.
     In: Energy Economics.
     RePEc:eee:eneeco:v:60:y:2016:i:c:p:35-46.

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128. On oil-US exchange rate volatility relationships: An intraday analysis. (2016). JAWADI, Fredj ; Louhichi, Wael ; ben Ameur, Hachmi ; Cheffou, Abdoulkarim Idi.
     In: Economic Modelling.
     RePEc:eee:ecmode:v:59:y:2016:i:c:p:329-334.

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129. Revisiting the accelerator principle in a world of uncertainty: Some empirical evidence. (2016). Arestis, Philip ; Gonzalez-Martinez, Ana Rosa.
     In: Economic Modelling.
     RePEc:eee:ecmode:v:56:y:2016:i:c:p:35-42.

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130. Portfolio diversification benefits of Islamic investors with their major trading partners: Evidence from Malaysia based on MGARCH-DCC and wavelet approaches. (2016). Masih, Abul ; Rahim, Adam Mohamed .
     In: Economic Modelling.
     RePEc:eee:ecmode:v:54:y:2016:i:c:p:425-438.

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131. Spatial price dependence by time scale: Empirical evidence from the international butter markets. (2016). Fousekis, Panos ; Grigoriadis, Vasilis.
     In: Economic Modelling.
     RePEc:eee:ecmode:v:54:y:2016:i:c:p:195-204.

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132. On the risk comovements between the crude oil market and U.S. dollar exchange rates. (2016). Keddad, Benjamin ; DE TRUCHIS, Gilles.
     In: Economic Modelling.
     RePEc:eee:ecmode:v:52:y:2016:i:pa:p:206-215.

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133. The nexus between housing and GDP re-visited: A wavelet coherence view on housing and GDP for the U.S.. (2016). Klarl, Torben.
     In: Economics Bulletin.
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134. Dependence and risk assessment for oil prices and exchange rate portfolios: A wavelet based approach. (2015). JAMMAZI, RANIA ; Aloui, Chaker.
     In: Physica A: Statistical Mechanics and its Applications.
     RePEc:eee:phsmap:v:436:y:2015:i:c:p:62-86.

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135. A study of the interactive relationship between oil price and exchange rate: A copula approach and a DCC-MGARCH model. (2015). naoui, kamel ; Sebai, Saber ; ben Brayek, Angham.
     In: The Journal of Economic Asymmetries.
     RePEc:eee:joecas:v:12:y:2015:i:2:p:173-189.

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136. 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.
     In: Journal of International Financial Markets, Institutions and Money.
     RePEc:eee:intfin:v:34:y:2015:i:c:p:173-187.

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137. Electricity price forecasting with a BED (Bivariate EMD Denoising) methodology. (2015). Yu, Lean ; Tang, Ling ; He, Kaijian.
     In: Energy.
     RePEc:eee:energy:v:91:y:2015:i:c:p:601-609.

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138. The 2014 oil bust: Causes and consequences. (2015). Tokic, Damir .
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     RePEc:eee:enepol:v:85:y:2015:i:c:p:162-169.

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139. Structural breaks, dynamic correlations, asymmetric volatility transmission, and hedging strategies for petroleum prices and USD exchange rate. (2015). Yoon, Seong-Min ; Mensi, walid ; Hammoudeh, Shawkat.
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     RePEc:eee:eneeco:v:48:y:2015:i:c:p:46-60.

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140. The role of financial speculation in the energy future markets: A new time-varying coefficient approach. (2015). Park, Sung Y. ; Kim, Hyung-Gun ; Li, Haiqi.
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141. Cyclicality of real wages in the USA and Germany: New insights from wavelet analysis. (2015). Marczak, Martyna ; Gomez, Victor .
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     RePEc:eee:ecmode:v:47:y:2015:i:c:p:40-52.

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142. World gold prices and stock returns in China: Insights for hedging and diversification strategies. (2015). Nguyen, Duc Khuong ; Lahiani, Amine ; AROURI, Mohamed ; El Hedi Arouri, Mohamed, .
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143. Portfolio Diversification Benefits of Islamic Stocks and Malaysia’s Major Trading Partners:MGARCH-DCC and Wavelet Correlation Approaches. (2014). Masih, Abul ; Rahim, Adam Mohamed .
     In: MPRA Paper.
     RePEc:pra:mprapa:58903.

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144. Are There Profit (Returns) in Shariah-Compliant Exchange Traded Funds? The Multiscale Propensity. (2014). Masih, Abul ; Farouk, Faizal .
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     RePEc:pra:mprapa:58869.

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145. Gold and exchange rates: Downside risk and hedging at different investment horizons. (2014). Reboredo, Juan ; Rivera-Castro, Miguel A..
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     RePEc:eee:reveco:v:34:y:2014:i:c:p:267-279.

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146. Wavelet-based evidence of the impact of oil prices on stock returns. (2014). Reboredo, Juan ; Rivera-Castro, Miguel A..
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     RePEc:eee:reveco:v:29:y:2014:i:c:p:145-176.

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147. Value at risk estimation with entropy-based wavelet analysis in exchange markets. (2014). He, Kaijian ; Zou, Yingchao ; Wang, Lijun ; Lai, Kin Keung.
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148. A comparative analysis of the dynamic relationship between oil prices and exchange rates. (2014). Turhan, Ibrahim ; Sensoy, Ahmet ; Hacihasanoglu, Erk ; Åžensoy, Ahmet.
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149. Wavelet dynamics for oil-stock world interactions. (2014). Pinho, Carlos ; Madaleno, Mara.
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150. Crude oil prices and exchange rates: Causality, variance decomposition and impulse response. (2014). Sissoko, Yaya ; Huang, Jui-Chi ; Brahmasrene, Tantatape.
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151. Oil and US dollar exchange rate dependence: A detrended cross-correlation approach. (2014). Reboredo, Juan ; Zebende, Gilney F. ; Rivera-Castro, Miguel A..
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     RePEc:eee:eneeco:v:42:y:2014:i:c:p:132-139.

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152. The symmetrical and positive relationship between crude oil and nominal exchange rate returns. (2014). Chang, Kuang-Liang.
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     RePEc:eee:ecofin:v:29:y:2014:i:c:p:266-284.

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153. The extreme value in crude oil and US dollar markets. (2013). Wu, Chih-Chiang ; Chen, Wei-Peng ; Choudhry, Taufiq.
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     RePEc:eee:jimfin:v:36:y:2013:i:c:p:191-210.

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154. Modeling returns and volatility transmission between oil price and US–Nigeria exchange rate. (2013). Salisu, Afees ; Mobolaji, Hakeem .
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     RePEc:eee:eneeco:v:39:y:2013:i:c:p:169-176.

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22. The influence of the international oil prices on the real effective exchange rate in Romania in a wavelet transform framework. (2013). Tiwari, Aviral ; Mutascu, Mihai Ioan ; Albulescu, Claudiu.
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23. Is there a homogeneous causality pattern between oil prices and currencies of oil importers and exporters?. (2013). Czudaj, Robert ; Beckmann, Joscha.
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28. Long memory and structural breaks in modeling the return and volatility dynamics of precious metals. (2012). Nguyen, Duc Khuong ; Lahiani, Amine ; Hammoudeh, Shawkat ; AROURI, Mohamed ; Arouri, Mohamed El Hedi, .
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38. Oil prices, exchange rates and emerging stock markets. (2011). Haug, Alfred ; Basher, Syed ; Sadorsky, Perry.
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44. The Effect of Monetary Policy on Commodity Prices: Disentangling the Evidence for Individual Prices. (2011). Ojeda-Joya, Jair ; Granados, Joan Camilo ; Arteaga, Carolina ; cabrales, Carolina Arteaga ; Joan Camilo Granados Castro, .
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45. Causal modeling and inference for electricity markets. (2011). Loland, Anders ; Wilhelmsen, Mathilde ; Ferkingstad, Egil .
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46. A hybrid commodity price-forecasting model applied to the sugar–alcohol sector. (2011). Ribeiro, Celma O. ; Oliveira, Sydnei M..
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47. Asset Value, Interest Rates and Oil Price Volatility. (2011). Arora, Vipin.
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48. Oil Prices, Exchange Rates and Emerging Stock Markets. (2010). Haug, Alfred ; Basher, Syed ; Sadorsky, Perry.
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49. Primary commodity prices: co-movements, common factors and fundamentals. (2010). Fiess, Norbert ; Fazio, Giorgio ; Byrne, Joseph.
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50. Editorial introduction of the special issue: Energy sector pricing and macroeconomic dynamics. (2009). Malliaris, Anastasios ; KYRTSOU, Catherine.
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