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Article

Oil prices and economic activity: evidence for G-7 economies based on a wavelet approach

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Read on this site (3)

Jens J. Krüger & Michael Neugart. (2021) Dissecting Okun’s law beyond time and frequency. Applied Economics Letters 28:20, pages 1744-1749.
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Yanfeng Wei, Liguo Zhang & Qirui Li. (2020) The source of real oil price fluctuations: a fresh view from the frequency domain. Applied Economics Letters 27:17, pages 1395-1399.
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Debojyoti Das, Vaneet Bhatia, Jayarethanam Pillai & Aviral Kumar Tiwari. (2018) The relationship between oil prices and US economy revisited. Energy Sources, Part B: Economics, Planning, and Policy 13:1, pages 37-45.
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Liang Wang, Xianyan Xiong & Ziqiu Cao. (2023) Time-frequency volatility spillovers between Chinese renminbi onshore and offshore markets during the COVID-19 crisis. Humanities and Social Sciences Communications 10:1.
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Michele Andreani & Federico Giri. (2023) Not a short-run noise! The low-frequency volatility of energy inflation. Finance Research Letters 51, pages 103477.
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Yijun Wang, Meiyun Wei, Usman Bashir & Chao Zhou. (2022) Geopolitical risk, economic policy uncertainty and global oil price volatility —an empirical study based on quantile causality nonparametric test and wavelet coherence. Energy Strategy Reviews 41, pages 100851.
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Khalid Khan, Chi-Wei Su, Ran Tao & Muhammad Umar. (2021) How do geopolitical risks affect oil prices and freight rates?. Ocean & Coastal Management 215, pages 105955.
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Raphael Raduzzi & Antonio Ribba. (2019) The macroeconomics outcome of oil shocks in the small Eurozone economies. The World Economy 43:1, pages 191-211.
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Shekhar Mishra, Arshian Sharif, Sashikanta Khuntia, Muhammad Saeed Meo & Syed Abdul Rehman Khan. (2019) Does oil prices impede Islamic stock indices? Fresh insights from wavelet-based quantile-on-quantile approach. Resources Policy 62, pages 292-304.
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