Analysing Time-frequency Relationship between Oil price and Sectoral Indices in India using Wavelet Techniques
Oil is considered an essential factor of any economy. This paper examines the time-varying correlation between oil price return, BSE SENSEX, and 14 sectoral indexes in India using multiscale wavelet decomposition and wavelet coherence analysis. The maximal wavelet discrete wavelet transform analysi...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
EconJournals
2022-09-01
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| Series: | International Journal of Energy Economics and Policy |
| Subjects: | |
| Online Access: | https://econjournals.com/index.php/ijeep/article/view/13391 |