[HTML][HTML] Next frontiers in energy system modelling: A review on challenges and the state of the art

M Fodstad, PC del Granado, L Hellemo… - … and Sustainable Energy …, 2022 - Elsevier
Abstract Energy Systems Modelling is growing in relevance on providing insights and
strategies to plan a carbon-neutral future. The implementation of an effective energy …

An overview of Fischer-Tropsch Synthesis: XtL processes, catalysts and reactors

M Martinelli, MK Gnanamani, S LeViness… - Applied Catalysis A …, 2020 - Elsevier
This review is divided into three main sections. The first section of this overview examines in
detail recent techno-economic analyses on the utilization of biomass as a source of syngas …

Role of green finance, volatility and risk in promoting the investments in Renewable Energy Resources in the post-covid-19

Z Li, TH Kuo, W Siao-Yun, LT Vinh - Resources Policy, 2022 - Elsevier
Among the climate change policies, improving energy efficiency and investment in
renewable sources are considered key driving forces that may lead to sustainable outcomes …

The bubble contagion effect of COVID-19 outbreak: Evidence from crude oil and gold markets

C Gharib, S Mefteh-Wali, SB Jabeur - Finance research letters, 2021 - Elsevier
This paper examines the causal relationship between crude oil and gold spot prices to
assess how the economic impact of COVID-19 has affected them. We analyze West Texas …

Volatility transmissions across international oil market, commodity futures and stock markets: Empirical evidence from China

AD Ahmed, R Huo - Energy Economics, 2021 - Elsevier
This paper uses a trivariate VAR-BEKK-GARCH model to investigate the dynamic
relationship among the Chinese stock market, commodity markets and global oil price. We …

Dynamic factor models, factor-augmented vector autoregressions, and structural vector autoregressions in macroeconomics

JH Stock, MW Watson - Handbook of macroeconomics, 2016 - Elsevier
This chapter provides an overview of and user's guide to dynamic factor models (DFMs),
their estimation, and their uses in empirical macroeconomics. It also surveys recent …

A deep learning ensemble approach for crude oil price forecasting

Y Zhao, J Li, L Yu - Energy Economics, 2017 - Elsevier
As crude oil price is influenced by numerous factors, capturing its behavior precisely is quite
challenging, and thus leads to the difficulty of forecasting. In this study, a deep learning …

The linkage between clean energy stocks and the fluctuations in oil price and financial stress in the US and Europe? Evidence from QARDL approach

X He, S Mishra, A Aman, M Shahbaz, A Razzaq… - Resources Policy, 2021 - Elsevier
This paper investigates the clean energy stock returns against the changes in oil prices, gold
prices, and financial stress in the US and European economies by applying Quantile …

Oil price elasticities and oil price fluctuations

D Caldara, M Cavallo, M Iacoviello - Journal of Monetary Economics, 2019 - Elsevier
Studies identifying oil shocks using structural vector autoregressions (VARs) reach different
conclusions on the relative importance of supply and demand factors in explaining oil …

The post-growth challenge: secular stagnation, inequality and the limits to growth

T Jackson - Ecological economics, 2019 - Elsevier
Critics have long questioned the feasibility (and desirability) of exponential growth on a finite
planet. More recently, mainstream economists have begun to suggest some 'secular'limits to …