Dynamic cyclical comovements between oil prices and US GDP: A wavelet perspective

François Benhmad

Energy Policy, 2013, vol. 57, issue C, 141-151

Abstract: In this paper, we use wavelet analysis to investigate the cyclical comovements between crude oil prices and US GDP, taking into account the decline in the volatility of US GDP growth that has occurred since the mid-1980s.

Keywords: Wavelets; Business cycle; Granger causality (search for similar items in EconPapers)
Date: 2013
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Citations: View citations in EconPapers (37)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:enepol:v:57:y:2013:i:c:p:141-151

DOI: 10.1016/j.enpol.2013.01.017

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