A wavelet-based methodology to compare the impact of pandemic versus Russia–Ukraine conflict on crude oil sector and its interconnectedness with other energy …

A Roy, A Soni, S Deb - Energy Economics, 2023 - Elsevier
We address the important question of whether the COVID-19 pandemic and the Russia–
Ukraine conflict have the same economic impact. Our study focuses on a comparative …

Multivariate co-movement between Islamic stock and bond markets among the GCC: a wavelet-based view

C Aloui, R Jammazi, HB Hamida - Computational Economics, 2018 - Springer
In this study, we investigate the connectedness between sharia stock index and three
Islamic bond yields within a global perspective of the Gulf Cooperation Council Islamic …

A wavelet-based analysis of the co-movement between Sukuk bonds and Shariah stock indices in the GCC region: Implications for risk diversification

S Nasreen, SAA Naqvi, AK Tiwari… - Journal of Risk and …, 2020 - mdpi.com
Investors are interested in knowing whether sukuk bonds and shariah stock indices in the
Gulf Corporation Council (GCC) region are related. This study examines the connectedness …

The impact of investor sentiment on commercial real estate market liquidity

J Freybote, P Seagraves - Journal of Real Estate Research, 2018 - Taylor & Francis
This study investigates investor sentiment as an explanation for the variation in real estate
market liquidity by accounting for liquidity regimes, different liquidity measures, and investor …

Dynamic interdependence between the US and the securitized real estate markets of the Asian-Pacific economies

KH Liow, X Zhou, Q Li, Y Huang - Journal of Property Investment & …, 2019 - emerald.com
Purpose The purpose of this paper is to revisit the dynamic linkages between the US and the
national securitized real estate markets of each of the nine Asian-Pacific (APAC) economies …

A continuous differentiable wavelet shrinkage function for economic data denoising

F He, X He - Computational Economics, 2019 - Springer
In economic (financial) time series analysis, prediction plays an important role and the
inclusion of noise in the time series data is also a common phenomenon. In particular, stock …

Early prediction of Ibex 35 movements

IM Miranda García, MJ Segovia‐Vargas… - Journal of …, 2023 - Wiley Online Library
In this paper, we examine the early predictability of the market's directional movement using
intraday high‐frequency data (695,764 observations) from an stock index (Ibex 35 Index) to …

Comovement of Greater China real estate markets: some time scale evidence

KH Liow, X Zhou, Q Li, Y Huang - Journal of Real Estate Research, 2019 - Taylor & Francis
The novelty of this study is the use of wavelets, which make it possible to assess
simultaneously how the Greater China (GC) and international securitized real estate markets …

Co-movement between the US and the securitised real estate markets of the Asian-Pacific economies

KH Liow, X Zhou, Q Li, Y Huang - Journal of Property Research, 2019 - Taylor & Francis
The novelty of this study is the use of continuous wavelet transform analysis of wavelet
coherence, as well as its partial and multiple forms, to revisit the co-movements of Asian …

Revealing Multiscale Interdependence between Ethanol and Corn

B Kuzman - Economic Insights–Trends and Challenges, 2023 - repository.iep.bg.ac.rs
One of the key issues nowadays is global warming, while biofuels have been seen as
potential solution for this problem. In the recent years, corn is used as a primary raw material …