[HTML][HTML] Volatility spillovers and frequency dependence between oil price shocks and green stock markets
This study uses wavelet coherence and frequency connectedness techniques to examine
the time-frequency dependence and risk connectivity between oil shocks and green stocks …
the time-frequency dependence and risk connectivity between oil shocks and green stocks …
Dynamic dependence and risk connectedness among oil and stock markets: new evidence from time-frequency domain perspectives
This paper investigates the time-frequency dependence and risk connectedness among oil
and stock markets in oil-importing and oil-exporting countries using the wavelet coherence …
and stock markets in oil-importing and oil-exporting countries using the wavelet coherence …
Time–frequency co-movement and risk connectedness among cryptocurrencies: new evidence from the higher-order moments before and during the COVID-19 …
J Cui, A Maghyereh - Financial Innovation, 2022 - Springer
Analyzing comovements and connectedness is critical for providing significant implications
for crypto-portfolio risk management. However, most existing research focuses on the lower …
for crypto-portfolio risk management. However, most existing research focuses on the lower …
Time-frequency dependence and connectedness among global oil markets: fresh evidence from higher-order moment perspective
J Cui, A Maghyereh - Journal of Commodity Markets, 2023 - Elsevier
Investigating the dependence and connectedness among global oil markets is of great
significance for cross-market investors and regulators. However, most of the existing studies …
significance for cross-market investors and regulators. However, most of the existing studies …
Coherence, extreme risk spillovers, and dynamic linkages between oil and China's commodity futures markets
This paper investigates the time-frequency dependence, extreme risk spillovers, and
dynamic linkages between oil and China's commodity futures markets, using wavelet …
dynamic linkages between oil and China's commodity futures markets, using wavelet …
Information spillovers and dynamic dependence between China's energy and regional CET markets with portfolio implications: New evidence from multi-scale …
Global climate change caused by human activities has posed a huge threat to the
environmental governance and sustainability of human-being. Fortunately, the carbon …
environmental governance and sustainability of human-being. Fortunately, the carbon …
Do weather conditions drive China's carbon-coal-electricity markets systemic risk? A multi-timescale analysis
This paper uses the wavelet coherency method to reveal the timescale-varying driving
mechanism of 12 different types of weather conditions data on risk measures of China's …
mechanism of 12 different types of weather conditions data on risk measures of China's …
Time-varying spillover and the portfolio diversification implications of clean energy equity with commodities and financial assets
This article examines the time-varying spillover and its implications on hedging and portfolio
diversification for clean energy equities (WilderHill New Energy Global Innovation Index …
diversification for clean energy equities (WilderHill New Energy Global Innovation Index …
Hedging UK stock portfolios with gold and oil: The impact of Brexit
The purpose of this paper is to examine dynamic co-movements and portfolio management
strategies between UK stock indices (aggregate market index and sector indices) and each …
strategies between UK stock indices (aggregate market index and sector indices) and each …
Do clean energy stocks and sub-sectors hedge China economic policy uncertainty: New evidence from wavelet analysis
RM Nasir, F He - Journal of Cleaner Production, 2023 - Elsevier
This study aims to investigate the hedging properties of aggregate clean energy markets
and their subsectors against China economic policy uncertainty from September 14, 2012, to …
and their subsectors against China economic policy uncertainty from September 14, 2012, to …