1. The effect of the US dollar exchange rate on oil prices: An oil financialization perspective. (2024). Ho, Tsungwu ; Liu, Xiaoxing ; Wang, Panpan.
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2. The relationship between Chinese and FOB prices of rare earth elements – Evidence in the time and frequency domain. (2024). Seiler, Volker.
   In: The Quarterly Review of Economics and Finance.
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3. How resistant is gold to stress? New evidence from global supply chain. (2023). Su, Chi Wei ; Song, Yubing ; Wang, Yue ; Li, Jingwen.
   In: Resources Policy.
   RePEc:eee:jrpoli:v:85:y:2023:i:pb:s0301420723006712.

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4. Gold vs bitcoin: Who can resist panic in the U.S.?. (2023). Lobon, Oana-Ramona ; Qin, Meng ; Yang, Shengjie ; Su, Chi-Wei.
   In: Resources Policy.
   RePEc:eee:jrpoli:v:85:y:2023:i:pa:s0301420723005913.

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5. The essential role of Russian geopolitics: A fresh perception into the gold market. (2023). Peculea, Adelina Dumitrescu ; Pirtea, Marilen Gabriel ; Su, Chi-Wei ; Qin, Meng.
   In: Resources Policy.
   RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000181.

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6. Estimation of value at risk for copper. (2023). Papathanasiou, Spyros ; Konstantatos, Christoforos ; Gkillas, Konstantinos ; Wohar, Mark.
   In: Journal of Commodity Markets.
   RePEc:eee:jocoma:v:32:y:2023:i:c:s2405851323000417.

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7. Contagion or flight?to?quality? The linkage between oil price and the US dollar based on the local Gaussian approach. (2022). Dong, Minyi ; Yang, Shenggang ; Shen, Yao ; Ming, Lei.
   In: Journal of Futures Markets.
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8. Dynamic spillovers and linkages between gold, crude oil, S&P 500, and other economic and financial variables. Evidence from the USA. (2022). Bellos, Sotirios K ; Gkasis, Pavlos ; Golitsis, Petros.
   In: The North American Journal of Economics and Finance.
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9. Time?dependent intrinsic correlation analysis of crude oil and the US dollar based on CEEMDAN. (2021). Wen, Fenghua ; Peng, Qing ; Gong, XU.
   In: International Journal of Finance & Economics.
   RePEc:wly:ijfiec:v:26:y:2021:i:1:p:834-848.

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10. Does tracking the infectious diseases impact the gold, oil and US dollar returns and correlation? A quantile regression approach. (2021). Saidat, Zaid ; Matar, Ali ; Mensi, Walid ; Alomari, Mohammad ; al Rababa, Abdel Razzaq.
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11. Efficient predictability of oil price: The role of number of IPOs and U.S. dollar index. (2021). Hu, Yangli ; Kang, Jie ; Dai, Zhifeng.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:74:y:2021:i:c:s030142072100307x.

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12. The interrelationship between order flow, exchange rate, and the role of American economic news. (2021). Wang, Xiangning ; Firouzi, Shahrokh.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001121.

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13. Does Gold Serve as a Hedge for the Stock Market in China? Evidence from a Time-Frequency Analysis. (2020). Zhu, Hong ; Yang, Shenggang ; Shen, Yao ; Ming, Lei.
    In: Emerging Markets Finance and Trade.
    RePEc:mes:emfitr:v:56:y:2020:i:3:p:659-672.

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14. Does oil price have similar effects on the exchange rates of BRICS?. (2020). Lin, Boqiang ; Su, Tong.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:69:y:2020:i:c:s105752191930362x.

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15. Forecasting prices of selected metals with Bayesian data-rich models. (2019). Drachal, Krzysztof.
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16. Is gold a hedge against inflation? A wavelet time-scale perspective. (2018). Uddin, Gazi ; lucey, brian ; Conlon, Thomas.
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    RePEc:kap:rqfnac:v:51:y:2018:i:2:d:10.1007_s11156-017-0672-7.

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17. What Multiscale Approach Can Tell About the Nexus Between Exchange Rate and Stocks in the Major Emerging Markets?. (2018). Zivkov, Dejan ; Djuraskovic, Jasmina ; Balaban, Suzana.
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18. Stock and bond return relations and stock market uncertainty: Evidence from wavelet analysis. (2018). Lin, Fu-Lai ; Chen, Yu-Fen ; Marsh, Terry ; Yang, Sheng-Yung.
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19. Oil–gold time varying nexus: A time–frequency analysis. (2018). Khalfaoui, Rabeh .
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20. The influence of global benchmark oil prices on the regional oil spot market in multi-period evolution. (2017). Sun, Xiaoqi ; Jiang, Meihui.
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21. Time-varying leads and lags across frequencies using a continuous wavelet transform approach. (2017). Funashima, Yoshito.
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    RePEc:eee:ecmode:v:60:y:2017:i:c:p:24-28.

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1. Macroeconomic transmission of Eurozone shocks to India—A mean-adjusted Bayesian VAR approach. (2020). Swamy, Vighneswara.
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2. Shariah stocks as an inflation hedge in Malaysia. (2016). Masih, Abul ; Haniff, Norazza Mohd .
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   RePEc:pra:mprapa:71681.

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3. Causality in Continuous Wavelet Transform Without Spectral Matrix Factorization: Theory and Application. (2016). Olayeni, Olaolu.
   In: Computational Economics.
   RePEc:kap:compec:v:47:y:2016:i:3:d:10.1007_s10614-015-9489-4.

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4. Does the value of US dollar matter with the price of oil and gold? A dynamic analysis from time–frequency space. (2016). Lin, Fu-Lai ; Yang, Sheng-Yung ; Chen, Yu-Fen .
   In: International Review of Economics & Finance.
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5. Asymmetric causality using frequency domain and time-frequency domain (wavelet) approaches. (2016). Ranjbar, Omid ; Chang, Tsangyao ; Bahmani-Oskooee, Mohsen.
   In: Economic Modelling.
   RePEc:eee:ecmode:v:56:y:2016:i:c:p:66-78.

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6. Interdependence of foreign exchange markets: A wavelet coherence analysis. (2016). Yang, Lu ; Hamori, Shigeyuki ; Zhang, Huimin ; Cai, Xiaojing.
   In: Economic Modelling.
   RePEc:eee:ecmode:v:55:y:2016:i:c:p:6-14.

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7. Spatial price dependence by time scale: Empirical evidence from the international butter markets. (2016). Fousekis, Panos ; Grigoriadis, Vasilis.
   In: Economic Modelling.
   RePEc:eee:ecmode:v:54:y:2016:i:c:p:195-204.

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8. Real growth co-movements and business cycle synchronization in the GCC countries: Evidence from time-frequency analysis. (2016). Nguyen, Duc Khuong ; Aloui, Chaker ; Hkiri, Besma.
   In: Economic Modelling.
   RePEc:eee:ecmode:v:52:y:2016:i:pb:p:322-331.

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9. Oil Price and Exchange Rates: A Wavelet Analysis for Organisation of Oil Exporting Countries Members. (2016). SAITI, BUERHAN ; Tau, Tuan Muhd ; Alshammri, Ahmad Alrazni .
   In: International Journal of Energy Economics and Policy.
   RePEc:eco:journ2:2016-03-7.

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10. Price co-movement in the principal skim milk powder producing regions: a wavelet analysis. (2016). Fousekis, Panos ; Grigoriadis, Vasilis.
    In: Economics Bulletin.
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11. The nexus between housing and GDP re-visited: A wavelet coherence view on housing and GDP for the U.S.. (2016). Klarl, Torben.
    In: Economics Bulletin.
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12. The U.S. Role in the Price Determination of Major Agricultural Commodities. (2016). Nigatu, Getachew ; Adjemian, Michael.
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13. Revisiting the long memory dynamics of implied-realized volatility relation: A new evidence from wavelet band spectrum regression. (2015). Baruník, Jozef ; Barunikova, Michaela .
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14. Time–frequency relationship between share prices and exchange rates in India: Evidence from continuous wavelets. (2015). Tiwari, Aviral ; Islam, Faridul ; Dar, Arif ; Bhanja, Niyati.
    In: Empirical Economics.
    RePEc:spr:empeco:v:48:y:2015:i:2:p:699-714.

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15. Co-Movement Analysis of Italian and Greek Electricity Market Wholesale Prices by Using a Wavelet Approach. (2015). Evangelidis, George ; Dikaiakos, Christos ; Papaioannou, George P ; Georgiadis, Dionysios S.
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    RePEc:gam:jeners:v:8:y:2015:i:10:p:11770-11799:d:57403.

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16. Co-movements of Ethanol Related Prices: Evidence from Brazil and the USA. (2015). Zilberman, David ; Krištoufek, Ladislav ; Janda, Karel.
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17. The co-movement and causality between the U.S. housing and stock markets in the time and frequency domains. (2015). Miller, Stephen ; GUPTA, RANGAN ; Chang, Tsangyao ; Balcilar, Mehmet ; Li, Xiao-Lin.
    In: International Review of Economics & Finance.
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18. Money growth and inflation in China: New evidence from a wavelet analysis. (2015). Chang, Tsangyao ; Jiang, Chun ; Li, Xiao-Lin.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:35:y:2015:i:c:p:249-261.

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19. On the interplay between energy consumption, economic growth and CO2 emission nexus in the GCC countries: A comparative analysis through wavelet approaches. (2015). Aloui, Chaker ; Jammazi, Rania.
    In: Renewable and Sustainable Energy Reviews.
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20. Investment horizon heterogeneity and wavelet: Overview and further research directions. (2015). Dubey, Rameshwar ; Gunasekaran, Angappa ; De, Anupam ; Chakrabarty, Anindya .
    In: Physica A: Statistical Mechanics and its Applications.
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21. The nexus between oil price and Russias real exchange rate: Better paths via unconditional vs conditional analysis. (2015). Tiwari, Aviral ; Shahbaz, Muhammad ; Selmi, Refk ; bouoiyour, jamal.
    In: Energy Economics.
    RePEc:eee:eneeco:v:51:y:2015:i:c:p:54-66.

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22. A wavelet analysis of US fiscal sustainability. (2015). lo Cascio, Iolanda.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:51:y:2015:i:c:p:33-37.

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23. Stock returns and inflation in Pakistan. (2015). Tiwari, Aviral ; Teulon, Frédéric ; Dar, Arif ; Bhanja, Niyati ; Arouri, Mohamed.
    In: Economic Modelling.
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24. Business cycle synchronization in Asia-Pacific: New evidence from wavelet analysis. (2015). Chang, Chun-Ping ; Berdiev, Aziz N..
    In: Journal of Asian Economics.
    RePEc:eee:asieco:v:37:y:2015:i:c:p:20-33.

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25. On the Cyclicity of Regional House Prices: New Evidence for U.S. Metropolitan Statistical Areas. (2015). Flor, Michael ; Klarl, Torben.
    In: CESifo Working Paper Series.
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26. What are the main drivers of the Bitcoin price? Evidence from wavelet coherence analysis. (2014). Krištoufek, Ladislav.
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27. The Nexus between Oil price and Russia’s Real Exchange rate: Better Paths via Unconditional vs Conditional Analysis. (2014). Tiwari, Aviral ; Shahbaz, Muhammad ; Selmi, Refk ; bouoiyour, jamal.
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28. The predictive power of yield spread: evidence from wavelet analysis. (2014). Dar, Arif ; Samantaraya, Amaresh ; Shah, Firdous .
    In: Empirical Economics.
    RePEc:spr:empeco:v:46:y:2014:i:3:p:887-901.

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29. The Effect of Recent Financial Crisis over Global Portfolio Diversification Opportunities – Empirical Evidence A Comparative Multivariate GARCH-DCC, MODWT and Wavelet Correlation Analysis. (2014). Yildirim, Ramazan ; Masih, Abul ; Masih, A. Mansur M., .
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30. Volatility Spillover between Oil and Stock Market Returns. (2014). Ramachandran, M ; Paul, Sunil ; ANAND, B.
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31. Tests of Financial Market Contagion: Evolutionary Cospectral Analysis V.S. Wavelet Analysis. (2014). Tiwari, Aviral ; Ftiti, Zied ; Belanes, Amel .
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32. Tests of Financial Market Contagion- Evolutionary Cospectral Analysis V.S. Wavelet Analysis. (2014). Belanes, Amel .
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33. Carbon financial markets: A time–frequency analysis of CO2 prices. (2014). Sousa, Rita ; Aguiar-Conraria, Luís ; Soares, Maria Joana.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:414:y:2014:i:c:p:118-127.

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34. Wavelet dynamics for oil-stock world interactions. (2014). Pinho, Carlos ; Madaleno, Mara.
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35. Analyzing time–frequency relationship between interest rate, stock price and exchange rate through continuous wavelet. (2014). Tiwari, Aviral ; Ihnatov, Iulian ; Andrieș, Alin Marius.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:41:y:2014:i:c:p:227-238.

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36. Revisiting the inflation–output gap relationship for France using a wavelet transform approach. (2014). Tiwari, Aviral ; Oros, Cornel ; Albulescu, Claudiu.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:37:y:2014:i:c:p:464-475.

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37. Causality between consumer price and producer price: Evidence from Mexico. (2014). Tiwari, Aviral ; Teulon, Frédéric ; K.G., Suresh ; Suresh K. G.,, ; Arouri, Mohamed.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:36:y:2014:i:c:p:432-440.

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38. Co-movements of GCC emerging stock markets: New evidence from wavelet coherence analysis. (2014). Aloui, Chaker ; Hkiri, Besma.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:36:y:2014:i:c:p:421-431.

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39. Measuring co-movement of globalization and democratization in the time–frequency space. (2014). Lee, Chen-Hsun ; Ying, Yung-Hsiang ; Chang, Koyin ; Yang, Ginny ju-ann .
    In: Economics Bulletin.
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40. Contagion among Central and Eastern European Stock Markets during the Financial Crisis. (2013). Vacha, Lukas ; Baruník, Jozef.
    In: Czech Journal of Economics and Finance (Finance a uver).
    RePEc:fau:fauart:v:63:y:2013:i:5:p:443-453.

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41. Structural change and phase variation: A re-examination of the q-model using wavelet exploratory analysis. (2013). Gallegati, Marco ; Ramsey, James B..
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    RePEc:eee:streco:v:25:y:2013:i:c:p:60-73.

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42. The influence of the international oil prices on the real effective exchange rate in Romania in a wavelet transform framework. (2013). Tiwari, Aviral ; Mutascu, Mihai Ioan ; Albulescu, Claudiu.
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43. Decomposing time-frequency relationship between producer price and consumer price indices in Romania through wavelet analysis. (2013). Tiwari, Aviral ; Mutascu, Mihai Ioan ; AndrieÈ™, Alin Marius ; Andries, Alin Marius .
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44. Oil prices and the macroeconomy reconsideration for Germany: Using continuous wavelet. (2013). Tiwari, Aviral.
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45. Wavelet multiple correlation and cross-correlation: A multiscale analysis of Eurozone stock markets. (2012). Fernandez-Macho, Javier.
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46. A partisan effect in the efficiency of the US stock market. (2012). Rodriguez, E. ; Alvarez-Ramirez, J. ; Espinosa-Paredes, G..
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47. Cross dynamics of oil-stock interactions: A redundant wavelet analysis. (2012). JAMMAZI, RANIA.
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48. Co-movement of energy commodities revisited: Evidence from wavelet coherence analysis. (2012). Vacha, Lukas ; Baruník, Jozef ; Barunik, Jozef.
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49. The yield curve and the macro-economy across time and frequencies. (2012). Martins, Manuel ; Aguiar-Conraria, Luís ; Martins, Manuel M. F., ; Soares, Maria Joana.
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50. Synchronization of Economic Sentiment Cycles in the Euro Area: a time-frequency analysis. (2011). Martins, Manuel ; Aguiar-Conraria, Luís ; Soares, Maria Joana ; Manuel M. F. Martins, .
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