The relations between carbon and energy market is a hot topic but little research has
focused on the time-varying spillover in a quantitative way. This paper employs the method …

As a financial innovation of the information age, cryptocurrency is a complex concept with
clear advantages and disadvantages and is worthy of discussion. Exploring from a terrorism …

Traditionally, fundamental factors of supply and demand were important in understanding oil
price dynamics before the financial crisis. These factors, however, are no longer sufficient to …

The frequent fluctuations in oil price have caused great concern. Scholars have conducted a
lot of researches on reasons for oil price fluctuations, but few examined the impact of the …

Investor sentiment has become an important factor affecting oil price volatility and extreme
risk. Therefore, we utilise a VaR-GARCH model to detect the extreme risk of the crude oil …

This study investigates the time-varying interaction between terrorist attacks and oil prices
using a bootstrap full-sample causality test and sub-sample rolling window estimations. The …

Though there are diverse factors that influence crude oil prices, we examine the degree of
influence of factors, such as demand, supply, and geopolitical and economic agents' …

Fluctuations in the crude oil price allied to risk have increased significantly over the last
decade frequently varying at different risk levels. Although existing models partially predict …

The decrease in the economic activity level around the world due to the COVID-19
pandemic spread has led to a sharp decrease in the crude oil price and provoked an oil war …

The study applies a Maximal overlap discrete wavelet transform process and time-varying
parameter model with shrinkage approaches to explore the effects of oil prices on the travel …