1. Exchange rate movements and the energy transition. (2024). Huynh, Luu Duc Toan ; Hong, Yanran ; Xing, Xiaochao ; Wang, LU ; Luo, Keyu.
   In: Energy Economics.
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2. Should stock returns predictability be ‘hooked on’ long?horizon regressions?. (2023). Pouliasis, Panos K ; Dergiades, Theologos.
   In: International Journal of Finance & Economics.
   RePEc:wly:ijfiec:v:28:y:2023:i:1:p:718-732.

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3. Exploring the asymmetric effect of COVID-19 pandemic news on the cryptocurrency market: evidence from nonlinear autoregressive distributed lag approach and frequency domain causality. (2023). Gherghina, Ştefan ; Simionescu, Liliana Nicoleta.
   In: Financial Innovation.
   RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-022-00430-w.

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4. Innovation, income, and waste disposal operations in Korea: evidence from a spectral granger causality analysis and artificial neural networks experiments. (2022). Magazzino, Cosimo ; Golpira, Heri ; Gurrieri, Antonia Rosa ; Schneider, Nicolas ; Mele, Marco.
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   RePEc:spr:epolit:v:39:y:2022:i:2:d:10.1007_s40888-022-00261-z.

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5. Cost-Push and Demand-Pull Inflation in India ? A Frequency Domain Analysis. (2022). Ghoshal, Ishita.
   In: Proceedings of Economics and Finance Conferences.
   RePEc:sek:iefpro:13015641.

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6. A Bootstrap Method to Test Granger-Causality in the Frequency Domain. (2022). Montanari, Angela ; Farne, Matteo.
   In: Computational Economics.
   RePEc:kap:compec:v:59:y:2022:i:3:d:10.1007_s10614-021-10112-x.

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7. Should Stock Returns Predictability be hooked on Long Horizon Regressions?. (2021). Dergiades, Theologos ; Pouliasis, Panos K.
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   RePEc:mcd:mcddps:2021_03.

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8. Coal Pricing in China: Is It a Bit Too Crude?. (2021). Li, Raymond ; Broadstock, David.
   In: Energies.
   RePEc:gam:jeners:v:14:y:2021:i:13:p:3752-:d:580137.

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9. Revisiting the sustainable versus conventional investment dilemma in COVID-19 times. (2021). Sharma, Gagan ; Jain, Mansi ; Talan, Gaurav ; Tiwari, Aviral Kumar.
   In: Energy Policy.
   RePEc:eee:enepol:v:156:y:2021:i:c:s0301421521003372.

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10. The importance of extreme shock: Examining the effect of investor sentiment on the crude oil futures market. (2021). Liang, Chao ; Niu, Tianjiao ; Ma, Feng ; Wang, LU.
    In: Energy Economics.
    RePEc:eee:eneeco:v:99:y:2021:i:c:s0140988321002255.

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11. Disaggregated Indian industrial cycles: A Spectral analysis. (2020). Goyal, Ashima ; Bose, Ritabrata.
    In: Indira Gandhi Institute of Development Research, Mumbai Working Papers.
    RePEc:ind:igiwpp:2020-033.

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12. Threshold cointegration, nonlinearity, and frequency domain causality relationship between stock price and Turkish Lira. (2020). Yacouba, kassouri ; Altinta, Halil ; Kassouri, Yacouba.
    In: Research in International Business and Finance.
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13. FDI Inflows and Financial Development in Ecowas: Causality Analysis in the Frequency Domain. (2020). Pokou, Koffi.
    In: Asian Economic and Financial Review.
    RePEc:asi:aeafrj:2020:p:946-955.

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14. A Data-Driven Approach to Construct Survey-Based Indicators by Means of Evolutionary Algorithms. (2018). Claveria, Oscar ; Torra, Salvador ; Monte, Enric.
    In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement.
    RePEc:spr:soinre:v:135:y:2018:i:1:d:10.1007_s11205-016-1490-3.

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15. Does international tourism affect international trade and economic growth? The Indian experience. (2018). Tiwari, Aviral ; Suresh, K G.
    In: Empirical Economics.
    RePEc:spr:empeco:v:54:y:2018:i:3:d:10.1007_s00181-017-1241-6.

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16. Do spillover effects between crude oil and natural gas markets disappear? Evidence from option markets. (2018). Zhu, Fangfei ; Luo, Xingguo ; Jin, Xuejun.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:24:y:2018:i:c:p:25-33.

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17. Impact of oil price risk on sectoral equity markets: Implications on portfolio management. (2018). Tiwari, Aviral ; Yoon, Seong-Min ; Mitra, Amarnath ; Jena, Sangram Keshari.
    In: Energy Economics.
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18. Assessing causality and delay within a frequency band. (2018). Schreiber, Sven ; Breitung, Jörg.
    In: Econometrics and Statistics.
    RePEc:eee:ecosta:v:6:y:2018:i:c:p:57-73.

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19. Multi-scale causality and extreme tail inter-dependence among housing prices. (2018). Uddin, Gazi ; Yoon, Seong-Min ; Ahmed, Ali ; Kang, Sang Hoon.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:70:y:2018:i:c:p:301-309.

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20. Does the time horizon of the return predictive effect of investor sentiment vary with stock characteristics? A Granger causality analysis in the frequency domain. (2018). Zhou, Zhongbao ; Jiang, Yong.
    In: Papers.
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21. A bootstrap test to detect prominent Granger-causalities across frequencies. (2018). Montanari, Angela ; Farn, Matteo.
    In: Papers.
    RePEc:arx:papers:1803.00374.

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22. Long-run waves or short-run fluctuations – what establishes the correlation between oil and food prices?. (2017). Schmidt, Torsten ; Krtschell, Karoline.
    In: Applied Economics.
    RePEc:taf:applec:v:49:y:2017:i:54:p:5535-5546.

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23. Oil price–inflation pass-through in Romania during the inflation targeting regime. (2017). Tiwari, Aviral ; Oros, Cornel ; Albulescu, Claudiu.
    In: Applied Economics.
    RePEc:taf:applec:v:49:y:2017:i:15:p:1527-1542.

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24. Stock Market Interactions between the BRICS and the United States: Evidence from Asymmetric Granger Causality Tests in the Frequency Domain. (2017). Chang, Tsangyao ; Jooste, Charl ; Ranjbar, Omid.
    In: Iranian Economic Review (IER).
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25. Black swan events and safe havens: The role of gold in globally integrated emerging markets. (2017). Uddin, Gazi ; Nguyen, Duc Khuong ; Bekiros, Stelios ; Boubaker, Sabri.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:73:y:2017:i:pb:p:317-334.

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26. Real-time nowcasting the US output gap: Singular spectrum analysis at work. (2017). Rua, António ; de Carvalho, Miguel.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:33:y:2017:i:1:p:185-198.

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27. The dynamic linkages between crude oil and natural gas markets. (2017). Batten, Jonathan ; Lucey, Brian M ; Ciner, Cetin .
    In: Energy Economics.
    RePEc:eee:eneeco:v:62:y:2017:i:c:p:155-170.

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28. Co-movement of ASEAN stock markets: New evidence from wavelet and VMD-based copula tests. (2017). Jiang, Yonghong ; Monginsidi, Joe Yohanes ; Nie, HE.
    In: Economic Modelling.
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29. Short- and long-run causality across the implied volatility of crude oil and agricultural commodities. (2017). Roubaud, David ; Bouri, Elie ; Lien, Donald ; Kachacha, Imad .
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30. Black Swan Events and Safe Havens: The role of Gold in Globally Integrated Emerging Markets. (2016). Uddin, Gazi ; Nguyen, Duc Khuong ; Bekiros, Stelios ; Boubaker, Sabri.
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31. Assessing Causality and Delay within a Frequency Band. (2016). Schreiber, Sven ; Breitung, Jörg.
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    RePEc:imk:wpaper:165-2016.

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32. Causal nexus between energy consumption and economic growth for high, middle and low income countries using frequency domain analysis. (2016). Ahmed, Mumtaz ; Azam, Muhammad.
    In: Renewable and Sustainable Energy Reviews.
    RePEc:eee:rensus:v:60:y:2016:i:c:p:653-678.

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33. On the time scale behavior of equity-commodity links: Implications for portfolio management. (2016). Uddin, Gazi ; Nguyen, Duc Khuong ; Bekiros, Stelios ; Sjo, BO.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:41:y:2016:i:c:p:30-46.

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34. Oil price and stock market co-movement: What can we learn from time-scale approaches?. (2016). Guesmi, Khaled ; Ftiti, Zied ; Abid, Ilyes .
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    RePEc:eee:finana:v:46:y:2016:i:c:p:266-280.

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35. Oil price and exchange rate in India: Fresh evidence from continuous wavelet approach and asymmetric, multi-horizon Granger-causality tests. (2016). Tiwari, Aviral ; Albulescu, Claudiu.
    In: Applied Energy.
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36. Tests Of Non-Causality In A Frequency Band. (2015). Schreiber, Sven ; Breitung, Jörg.
    In: Annual Conference 2015 (Muenster): Economic Development - Theory and Policy.
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37. Analyse temps-fréquence du co-mouvement entre le marché européen du CO2 et les autres marchés de lénergie. (2015). SADEFO, Jules ; nsouadi, Clarda ; Terraza, Michel.
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38. Frequency domain causality analysis of stock market and economic activity in India. (2015). Tiwari, Aviral ; Mutascu, Mihai Ioan ; Kyophilavong, Phouphet ; Albulescu, Claudiu.
    In: International Review of Economics & Finance.
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40. Real-time nowcasting the US output gap: Singular spectrum analysis at work. (2014). de Carvalho, Miguel ; Rua, Antonio.
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41. Is Bitcoin business income or speculative bubble? Unconditional vs. conditional frequency domain analysis. (2014). Tiwari, Aviral ; Selmi, Refk ; bouoiyour, jamal.
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42. The time scale behavior of oil-stock relationships: what we learn from the ASEAN-5 countries. (2014). Uddin, Gazi Salah.
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43. A frequency domain causality investigation between futures and spot prices of Indian commodity markets. (2014). Tiwari, Aviral ; Joseph, Anto ; Sisodia, Garima .
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44. Long-run trends or short-run fluctuations What establishes the correlation between oil and food prices?. (2013). Schmidt, Torsten ; Kratschell, Karoline .
    In: Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order.
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45. The Relationship between Energy Consumption and Output: A Frequency Domain Approach. (2013). Liu, Wen-Chi .
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    RePEc:rjr:romjef:v::y:2013:i:4:p:44-55.

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46. Analyse temps-fréquence de la relation entre les prix du quota et du crédit carbone. (2013). SADEFO, Jules ; Nsouadi, Clarda ; Terraza, Michel.
    In: Working Papers.
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47. Energy for economic growth, industrialization, environment and natural resources: Living with just enough. (2013). Zaman, Khalid ; Mudakkar, Syeda Rabab ; Khan, Muhammad Mushtaq ; Ahmad, Mehboob .
    In: Renewable and Sustainable Energy Reviews.
    RePEc:eee:rensus:v:25:y:2013:i:c:p:580-595.

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48. Do stock prices contain predictive power for the future economic activity? A Granger causality analysis in the frequency domain. (2013). Croux, Christophe ; Reusens, Peter .
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    RePEc:eee:jmacro:v:35:y:2013:i:c:p:93-103.

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49. Energy consumption and economic growth for selected OECD countries: Further evidence from the Granger causality test in the frequency domain. (2013). yilanci, Veli ; Bozoklu, Seref .
    In: Energy Policy.
    RePEc:eee:enepol:v:63:y:2013:i:c:p:877-881.

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50. Long-run Trends or Short-run Fluctuations – What Establishes the Correlation between Oil and Food Prices?The Interplay of Standardized Tests and Incentives – An Econometric Analysis with Data from. (2012). Schmidt, Torsten ; Kratschell, Karoline .
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51. Does CPI Granger-Cause WPI? New Extensions from Frequency Domain Approach in Pakistan. (2012). Tiwari, Aviral ; Shahbaz, Muhammad ; Mohammad, Iqbal Tahir ; Kumar, A. T. K., .
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52. Does CPI Granger-cause WPI? New extensions from frequency domain approach in Pakistan. (2012). Tiwari, Aviral ; Shahbaz, Muhammad ; Tahir, Mohammad Iqbal .
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    RePEc:eee:ecmode:v:29:y:2012:i:5:p:1592-1597.

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53. An empirical investigation of causality between producers price and consumers price indices in Australia in frequency domain. (2012). Tiwari, Aviral.
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54. Tax Burden and GDP: Evidence from Frequency Doman Approach for the USA. (2012). Tiwari, Aviral.
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55. Measuring comovement in the time-frequency space. (2010). .
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56. Measuring comovement in the time-frequency space. (2010). Rua, António.
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57. Serbian foreign exchange market during 2004-2008. (2009). Jovanovi, Mario .
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58. Common factors in South-East Europe’s business cycles 1899 - 1989. (2009). Morys, Matthias ; Ivanov, Martin .
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59. Do the Chinese Bourses (Stock Markets) Predict Economic Growth?. (2009). Jarrett, Jeffrey ; Pan, Xia ; Chen, Shaw .
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60. Regression Analysis of Marketing Time Series: A Wavelet Approach with Some Frequency Domain Insights. (2009). Michis, Antonis ; Antonis, Michis .
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2. Nowcasting Swedish GDP with a large and unbalanced data set. (2019). Reijer, Ard ; Johansson, Andreas.
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7. Measuring and testing Granger causality over the spectrum: An application to European production expectation surveys. (2008). Lemmens, Aurelie ; Dekimpe, Marnik G. ; Croux, Christophe.
   In: International Journal of Forecasting.
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8. KIMOD 1.0 Documentation of NIER´s Dynamic Macroeconomic General Equilibrium Model of the Swedish Economy. (2007). Bergvall, Anders ; Forsfalt, Tomas ; Vartiainen, Juhana ; Nilsson, Jonny ; Hjelm, Goran .
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9. A Comparison Between Time Series, Exponential Smoothing, and Neural Network Methods To Forecast GDPof Iran. (2007). Jafari Samimi, Ahmad ; Jafari-Samimi, Ahmad ; Fazlollahtabar, Hamed ; Shirazi, Babak.
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10. A useful tool for forecasting the Euro-area business cycle phases. (2006). Perez Quiros, Gabriel ; Camacho, Maximo ; Perez-Quiros, Gabriel ; Bengoechea, Pilar .
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11. On the Predictive Content of Production Surveys : a Pan-European Study. (2005). Lemmens, A. ; Dekimpe, M. G. ; Croux, C..
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12. Nowcasting quarterly GDP growth in a monthly coincident indicator model. (2005). Nunes, Luis.
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13. Business survey data: Do they help in forecasting GDP growth?. (2005). Jansson, Per ; Lof, Marten.
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14. On the predictive content of production surveys: A pan-European study. (2005). Dekimpe, Marnik ; Lemmens, Aurelie ; Croux, Christophe.
    In: International Journal of Forecasting.
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15. A classifying procedure for signalling turning points. (2004). Öller, Lars-Erik ; Koskinen, Lasse .
    In: Journal of Forecasting.
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16. Decomposing Granger Causality over the Spectrum. (2004). Lemmens, A. ; Dekimpe, M. G. ; Croux, C..
    In: ERIM Report Series Research in Management.
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17. On The Predictive Content Of Production Surveys: A Pan-European Study. (2004). Lemmens, A. ; Dekimpe, M. G. ; Croux, C..
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18. Business Survey Data: Do They Help in Forecasting the Macro Economy?. (2003). Jansson, Per ; Lof, Mrten.
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19. Forecasting OECD industrial turning points using unobserved components models with business survey data. (2000). Bujosa, Marcos ; Garcia-Ferrer, Antonio .
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20. Forecasting electricity consumption with extra-model information provided by consumers. (1998). Victor M. Guerrero, Edmundo Berumen, .
    In: Journal of Applied Statistics.
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21. Smooth and timely business cycle indicators for noisy Swedish data. (1996). Tallbom, Christer ; Oller, Lars-Erik.
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