Danylchuk, H. B., Kibalnyk, L. O., Kovtun, O. A., Pursky, O. I., Kyryliuk, Y. M., Kravchenko, O. O. (2023) The impact of the war in Ukraine on globalization processes and world financial markets: a wavelet entropy analysis. CEUR Workshop Proceedings.
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Резюме
This paper is an applied research that aims to model and analyze how the war in Ukraine influenced the globalization processes and the world financial markets. This topic is relevant but underexplored in the literature. We used the wavelet entropy method to build models for the markets of natural gas, oil, gasoline, and currency pairs EUR/USD, GBP/USD. Wavelet entropy is a measure of complexity and uncertainty of unsteady signals or systems in both time and frequency domains. Our results show that the war in Ukraine was a source of crises in the studied markets and a factor that reshaped the world economic space
Тип елементу : | Стаття |
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Неконтрольовані ключові слова: | globalization processes ; global financial markets ; oil market ; natural gas market ; currency markets ; crisis impact ; wavelet entropy ; war in Ukraine |
Теми: | Економічні науки |
Підрозділи: | Навчально-науковий інститут економіки і права |
Користувач, що депонує: | Данильчук Ганна Борисівна |
Дата внесення: | 08 Січ 2024 13:37 |
Останні зміни: | 08 Січ 2024 13:39 |
URI: | https://eprints.cdu.edu.ua/id/eprint/5770 |
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