Co-movement of oil and stock prices in the GCC region: A wavelet analysis

Investigating Causal Relations by Econometric Models and Cross-spectral Methods

Clive W. J. Granger · Econometrica · 1969 · 22.9K citations

Social Sciences, Economics, Causal Inference +8

A Practical Guide to Wavelet Analysis

Christopher Torrence, Gilbert P. Compo · Bulletin of the American Meteorological Society · 1998 · 14.9K citations · Full text

Natural Sciences, Earth Sciences, Meteorology +15

Application of the cross wavelet transform and wavelet coherence to geophysical time series

Aslak Grinsted, John C. Moore, Svetlana Jevrejeva · Nonlinear processes in geophysics · 2004 · 6.2K citations · Full text

Natural Sciences, Earth Sciences, Geophysics +15

Economic Forces and the Stock Market

Nai‐Fu Chen, Richard Roll, Stephen A. Ross · The Journal of Business · 1986 · 5.4K citations

Business, Economics, Finance +17

Spectral Analysis and Time Series

David B. Preston · Technometrics · 1983 · 4.9K citations

Natural Sciences, Mathematics, Physics +14