# Connectedness between oil price shocks and US sector returns: Evidence from TVP-VAR and wavelet decomposition

> Research article (Energy Economics, 2024) · cited 39× · AI/ML

**Wikidata**: [openalex:W4391756209](https://www.wikidata.org/wiki/openalex:W4391756209)  
**Source**: https://4ort.xyz/entity/connectedness-between-oil-price-shocks-and-us-sector-returns-evidence-from-tvp-var-and-wavelet-decomposition