A body of work using the continuous wavelet transform has been growing. We provide a self‐
contained summary on its most relevant theoretical results, describe how such transforms …

This study investigates the dynamic connectedness between stock indices and the effect of
economic policy uncertainty (EPU) in eight countries where COVID-19 was most widespread …

This study explores the dynamic co-movement between oil and six stock markets (China,
India, Japan, Saudi Arabia, Russia, and Canada) by using two types of wavelet analysis …

Wavelet based multi-scale analysis of financial time series has attracted much attention,
lately, from both the academia and practitioners from all around the world. The unceasing …

This paper examines the short term and long term dependencies between stock market
returns for the Gulf Cooperation Council (GCC) Countries (Bahrain, Kuwait, Oman, Qatar …

We investigate the co-movement of 13 Asia-Pacific stock market returns with that of
European and US stock market returns using the wavelet coherence method. Our results …

The growing literature on volatility spillover and shock transfer between energy and food
prices largely ignored the nonlinearities in the volatility patterns. This study evaluates the …

This research investigates the connectedness and the tail risk spillover between clean
energy and oil firms, from January 2011 to October 2021. To this, we use the Tail-Event …

We assess the co-movement between the sharia-compliant stocks and sukuk in the Gulf
Cooperation Council (GCC) countries. The wavelet squared coherency approach is applied …

This paper employed wavelet coherence and partial wavelet coherence to investigate the
time‐frequency effect of global economic policy uncertainty on the comovement of five …