Wavelet coherence
Islamic equity as an alternative investment from the perspective of the Southeast Asian investors: evidence from MGARCH DCC and Wavelet Coherence
... Our paper has following objectives and contributions. First, since international diversification benefit is inconclusive, we explore diversification benefit of Southeast Asian equity and Islamic equity to provide further ...
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Heart Arhythmia Detection using Wavelet Coherence and Firefly Algorithm
... The wavelet coherence is analogous to the local squared correlation coefficient in time scale ...as wavelet power ...complex wavelet for integer scales from 1 to ...
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Dynamic Relationship between Oil Price and Inflation in Oil Exporting Economy: Empirical Evidence from Wavelet Coherence Technique
... Figure 2 portrays the wavelet coherence between inflation and crude oil between 2007M1 and 2020M3 in Nigeria. At scale 16-32, the correlation between inflation and oil price is positive. Though between ...
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Wavelet Coherence as a Research Tool for Stability of the Banking System (The Example of Ukraine)
... gross income (MD) and the ratio of non-interest expenses to gross income (ND). Therefore, it is worth noting the fact that in terms of the banking system in Ukraine there may be a lack of balance between the margin and ...
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Triadic Synchrony: Application of Multiple Wavelet Coherence to a Small Group Conversation
... multiple wavelet coherence to the triadic movement data indicated that the genuine trio who were engaged in a brainstorming task was more synchronized in the frequency band of ...
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What are the main drivers of the Bitcoin price? : evidence from wavelet coherence analysis
... continuous wavelet analysis, specifically wavelet coherence, which can localize correlations between series and evolution in time and across ...
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Technical note: Multiple wavelet coherence for untangling scale specific and localized multivariate relationships in geosciences
... Multiple wavelet coherence was developed to determine scale-specific and localized multivariate relationships in geo- ...bivariate wavelet coherence, more variation may be explained at ...
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Application of the cross wavelet transform and wavelet coherence to geophysical time series
... low coherence coincide with low wavelet power in the AO and are therefore ...significant wavelet coherence and outside the COI is 174 ± 15 ◦ ...
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Temporally Smoothed Wavelet Coherence for Multivariate Point Processes and Neuron Firing
... smoothed wavelet coherence estimator applied to a discretised point- ...smoothed wavelet coherence can often be treated as being Goodman distributed under ...
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Grinding Burn Detection Based on Cross Wavelet and Wavelet Coherence Analysis by Acoustic Emission Signal
... Cross Wavelet Transform (XWT) and Wavelet Coherence (WTC) is proposed ...and coherence rela- tionship of pure metal burn signals and grinding burn signals were obtained by XWT and WTC, from ...
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The impact of oil prices on CO2 emissions in China: A Wavelet coherence approach
... analysis, wavelet methods consider time series in both time and frequency domain at the same ...time. Wavelet analysis evaluates how cycles, trends or seasonality extracted from the transformation of a time ...
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Modeling and forecasting time series of precious metals: a new approach to multifractal data
... Wavelet coherence displays the time series data in two dimensional axes of frequency and time space as shown in ...the wavelet may exceed the length of the data on the edges, the discontinuities in ...
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Islamic versus conventional stock market and its co movement with crude oil: a wavelet analysis
... Most of research on financial data is performed in time domain. The oil price specifications usually used in the literature (Mork, 1989; Lee et al., 1995; Hamilton, 1996), implicitly consider that the relevant sphere of ...
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Multiscale interdependence between the major agricultural commodities
... a wavelet coherence (WTC) method was used, which addresses both time and fre- quency domains, circumventing at the same time the problem of sample size ...
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Oceanic influence on southernmost South American precipitation
... the wavelet coherence analysis (WTC) (Torrence and Compo, 1998; Torrence and Webster, 1999; Grinsted et ...the wavelet squared coherency is a measure of the intensity of the covariance of the two ...
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HP-Filter and Wavelets Analysis Modelling In Financial Markets
... the wavelet coherence transformation has the advantage of being normalized by the power spectrum of the two time-series (Torrence and Compo, ...high coherence are situated at high frequencies which ...
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Oil Prices and African Stock Markets Co movement: A Time and Frequency Analysis
... This paper explores the co-movement between OPEC (Organization of the Petroleum Exporting Countries) oil prices and six largest African stock markets in term of capital. The Wavelet Coherence method is used ...
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Stock market volatility and exchange rates: MGARCH DCC and wavelet approaches
... cross wavelet coherence between the three variables which are Hijrah Shariah (HJS), Kuala Lumpur Composite Index (KLCI) and exchange rate ...cross wavelet coherence has the power to ...
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Consumer Confidence And Sectoral Stock Returns In China: Evidence From Multi-Resolutions Wavelet And Granger Coherence Analyses
... cross- wavelet power spectrum to examine coherency between consumer confidence and sectoral stock ...cross wavelet power spectrum of each ...and wavelet power where the color codes indicate the ...
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A Comparison Study Of Synchronization Measures In Accessing The Neural
... are coherence, wavelet coherence, nonlinear interdependence, mutual information and phase synchronization, neural synchronization stability and phase locking ...
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