Quantifying Time-Frequency Co-movement Impact of COVID-19 on U.S. and China Stock Market Toward Investor Sentiment Index.

( 33 ) analyzed the inherent evolutionary dynamics of financial and energy markets by observing their interrelationships with the continuous wavelet transformation, and suggested the existence of a strong trend component and long-range dependence.

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The phase difference showed an almost significant positive correlation between the two time series of the two variables during the most isotropic motion with a short period of negative correlation at the beginning time, and that the new coronary pneumonia tended to dominate the changes in its SPX.

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