2023
DOI: 10.1016/j.frl.2023.103654
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Geopolitical risk and the Saudi stock market: Evidence from a new wavelet packet multiresolution cross-causality

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Cited by 18 publications
(4 citation statements)
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“…The Kingdom of Saudi Arabia (KSA) is the largest oil exporter and the fifth largest natural gas reserves globally [ 110 ]. It also plays a political role, which makes it an important global actor [ 111 ]. It is also the most influential member of the OPEC + group [ 111 ] and the Group of Twenty (G20) Forum, one of the world's 20 largest economies.…”
Section: Discussionmentioning
confidence: 99%
See 1 more Smart Citation
“…The Kingdom of Saudi Arabia (KSA) is the largest oil exporter and the fifth largest natural gas reserves globally [ 110 ]. It also plays a political role, which makes it an important global actor [ 111 ]. It is also the most influential member of the OPEC + group [ 111 ] and the Group of Twenty (G20) Forum, one of the world's 20 largest economies.…”
Section: Discussionmentioning
confidence: 99%
“…It also plays a political role, which makes it an important global actor [ 111 ]. It is also the most influential member of the OPEC + group [ 111 ] and the Group of Twenty (G20) Forum, one of the world's 20 largest economies. Moreover, the KSA is one of the world's largest economies.…”
Section: Discussionmentioning
confidence: 99%
“…This technique decomposes the original signal into several modes, which are then used to extract features that are combined into a global matrix for machine learning analysis. 26 MODWPT is an advanced version of the Discrete Wavelet Transform (DWT), which is widely used for analyzing signals in the time-frequency domain. The DWT decomposes a signal into approximation and detail coefficients using high-pass and low-pass filters, which are then sampled by a factor of 2.…”
Section: Maximal Overlap Discrete Wavelet Packet Transformmentioning
confidence: 99%
“…This technique decomposes the original signal into several modes, which are then used to extract features that are combined into a global matrix for machine learning analysis. 26…”
Section: Signal Processing and Feature Extractionmentioning
confidence: 99%