Concepedia

Asymmetric dynamic spillover and time-frequency connectedness in the oil-stock nexus under COVID-19 shock: Evidence from African oil importers and exporters

Yufeng Chen, Zulkifr Abdallah Msofe, Chuwen Wang

Resources Policy · 2024 · 28 citations · 68 references

Concepts

Social SciencesEconomicsInternational EconomicsMacroeconomicsTime Series AnalysisCointegration AnalysisCommodity Price DynamicsOil EconomicsSpillover EffectsTemporal Dependence ModelingCross-border Spillover AnalysisCross-border SpilloversInternational Financial SpilloversMacro-financial SpilloversMacroeconomic Spillover EffectsOil Price ShocksReturn Spillover Effects

References

68

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

Oil and the Macroeconomy since World War II

James D. Hamilton · Journal of Political Economy · 1983 · 3.8K citations

Social Sciences, Economics, Resource Economics +17

Answering the Skeptics: Yes, Standard Volatility Models do Provide Accurate Forecasts

Torben G. Andersen, Tim Bollerslev · International Economic Review · 1998 · 3.5K citations

Business, Economics, Finance +17

Interdecadal Changes in the ENSO–Monsoon System

Christopher Torrence, Peter J. Webster · Journal of Climate · 1999 · 2.1K citations · Full text

Natural Sciences, Earth Sciences, Meteorology +17

Oil price shocks and stock market activity

Perry Sadorsky · Energy Economics · 1999 · 1.8K citations

Business, Economics, Finance +14