Wavelet analysis of S&P 500, oil prices, and economic policy uncertainty
3rd International Conference on Computer Vision and Data Mining, ICCVDM 2022
; 12511, 2023.
Article
in English
| Scopus | ID: covidwho-2303621
ABSTRACT
We collect a total of 1830 data from January 2020 to June 2022 and use R for data processing and wavelet analysis. Moreover, we analyze the interactions between the COVID-19 pandemic, the Russian-Ukrainian war, crude oil price, the S&P 500 and economic policy uncertainty within a time-frequency frame work. As a result that the COVID-19 pandemic and the Russian-Ukrainian war has the extraordinary effects on the three indexes and the effect of the Russian- Ukrainian war on the crude oil price and US stock price higher than on the US economic uncertainty. © COPYRIGHT SPIE.
Full text:
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Collection:
Databases of international organizations
Database:
Scopus
Language:
English
Journal:
3rd International Conference on Computer Vision and Data Mining, ICCVDM 2022
Year:
2023
Document Type:
Article
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