Wavelet Coherence and Continuous Wavelet Transform - Implementation and Application to the Relationship between Exchange Rate and Oil Price for Importing and Exporting Countries
Bibliographic record
Abstract
The purpose of this study is to analyses the time–frequency relationship between exchange rate and the oil price for exporting and importing countries by using measures of continuous wavelet transform (CWT) and Wavelet coherence (WCT). The findings of wavelet coherence (WCT) analysis indicates that the high coherency between exchange rates and oil price is witnessed in Brazil, Singapore, and Taiwan in medium and long term for importing countries while in Kuwait, Russia, and Canada for exporting countries. In addition, there is no co-movement between the exchange rates and oil price for Angola, Venezuela, Iraq, and Iran for exporting countries while in Egypt for importing countries in short, medium, and long term. In addition, in most of the period studied, exchange rate for importing and exporting countries was leading and passing anti-cycle effects on oil price (OPEC, BRENT, and WTI) shocks which are the major contribution of our study.
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How this classification was reachedexpand
Full frame machine prediction
Teacher imitationNot calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.
Distilled classifier scores by category (both heads)
| Category | Codex | Gemma |
|---|---|---|
| Metaresearch | 0.001 | 0.006 |
| Meta-epidemiology (narrow) | 0.000 | 0.000 |
| Meta-epidemiology (broad) | 0.000 | 0.000 |
| Bibliometrics | 0.002 | 0.004 |
| Science and technology studies | 0.000 | 0.000 |
| Scholarly communication | 0.001 | 0.001 |
| Open science | 0.000 | 0.000 |
| Research integrity | 0.000 | 0.000 |
| Insufficient payload (model declined to judge) | 0.002 | 0.000 |
Machine scores (provisional)
The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.
Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.
score_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from itClassification
machine, unvalidatedMachine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.
How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".