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Title:Enhancing the predictability of crude oil markets with hybrid wavelet approaches Author(s):UDDIN, Gazi Salah; GENCAY, Ramazan; BEKIROS, Stelios D.
; SAHAMKHADAM, MaziarDate:2019Citation:
- Economics letters, 2019, Vol. 182, pp. 50-54
Type:ArticleAbstract:We explore the robustness, efficiency and accuracy of the multi-scale forecasting in crude oil markets. We adopt a novel hybrid wavelet auto-ARMA model to detect the inherent nonlinear dynamics of crude oil returns with ...
; SAHAMKHADAM, MaziarDate:2019Citation:
Title:The high frequency multifractal properties of Bitcoin Author(s):STAVROYIANNIS, Stavros; BABALOS, Vassilios; BEKIROS, Stelios D.; LAHMIRI, Salim; UDDIN, Gazi SalahDate:2019Citation:
- Physica a : statistical mechanics and its applications, 2019, Vol. 520, pp. 62-71
Type:ArticleAbstract:Following the new advances in encryption and network computing, Bitcoin emerged as a private sector system facilitating peer-to-peer exchange via distributed ledgers based on blockchains, driving a transformational change ...
; LAHMIRI, Salim; UDDIN, Gazi SalahDate:2019Citation:
Title:The nexus between geopolitical uncertainty and crude oil markets : an entropy-based wavelet analysis Author(s):UDDIN, Gazi Salah; BEKIROS, Stelios D.; AHMED, AliDate:2018Citation:
- Physica A : statistical mechanics and its applications, 2018, Vol. 495, pp. 30-39
Type:ArticleAbstract: decomposition approach based on wavelet analysis to explore the inherent dynamics and the casual interrelationships between various types of geopolitical, economic and financial uncertainty indices and oil markets. Via ...
; AHMED, AliDate:2018Citation:
Title:Money supply and inflation dynamics in the Asia-Pacific economies : a time-frequency approach Author(s):BEKIROS, Stelios D.; MUZAFFAR, Ahmed T.; UDDIN, Gazi Salah; VIDAL-GARCIA, JavierDate:2017Citation:
- Studies in nonlinear dynamics & econometrics, 2017, Vol. 21, No. 3, OnlineOnly
Type:ArticleAbstract:We examine the relationship between money supply growth and inflation in 3 Asian Economies which are India, Malaysia and Japan using a time-frequency approach. The application of a unified multi-scale analysis allows us ...
; MUZAFFAR, Ahmed T.; UDDIN, Gazi Salah; VIDAL-GARCIA, JavierDate:2017Citation:
Title:Timescale analysis with an entropy-based shift-invariant discrete wavelet transform Author(s):BEKIROS, Stelios D.Date:2014Citation:
- Computational economics, 2014, Vol. 44, No. 2, pp. 231-251
Type:ArticleAbstract: application, the paper relies on wavelet analysis to reveal the complex dynamics across different timescales for one of the most widely traded foreign exchange rates, namely the Great Britain Pound. The examined period ...
Date:2014Citation:
Title:The Multiscale Causal Dynamics of Foreign Exchange Markets Author(s):BEKIROS, Stelios D.; MARCELLINO, MassimilianoDate:2011Type:Working PaperSeries/Number:EUI ECO; 2011/23Abstract:This paper relies on wavelet multiresolution analysis to capture the dependence structure of currency markets and reveal the complex dynamics across different timescales. It investigates the nature and direction of causal ...
; MARCELLINO, MassimilianoDate:2011Type:Working PaperSeries/Number:EUI ECO; 2011/23Abstract:This paper relies on wavelet multiresolution analysis to capture the dependence structure of currency markets and reveal the complex dynamics across different timescales. It investigates the nature and direction of causal ...
