Pandemic, war, and global energy transitions

B Zakeri, K Paulavets, L Barreto-Gomez, LG Echeverri… - Energies, 2022 - mdpi.com
The COVID-19 pandemic and Russia's war on Ukraine have impacted the global economy,
including the energy sector. The pandemic caused drastic fluctuations in energy demand, oil …

Financial contagion during COVID–19 crisis

M Akhtaruzzaman, S Boubaker, A Sensoy - Finance Research Letters, 2021 - Elsevier
This study examines how financial contagion occurs through financial and nonfinancial firms
between China and G7 countries during the COVID–19 period. The empirical results show …

Is gold a hedge or a safe-haven asset in the COVID–19 crisis?

M Akhtaruzzaman, S Boubaker, BM Lucey, A Sensoy - Economic Modelling, 2021 - Elsevier
This study examines the role of gold as a hedge or safe-haven asset in different phases of
the COVID-19 pandemic crisis, corresponding to the timing of fiscal and monetary stimuli to …

Extreme return connectedness and its determinants between clean/green and dirty energy investments

T Saeed, E Bouri, H Alsulami - Energy Economics, 2021 - Elsevier
Previous studies point to the time-variation and asymmetry in the relationship between clean
energy stocks and crude oil markets, but there is a lack of evidence on the return spillovers …

Hedge and safe haven properties during COVID-19: Evidence from Bitcoin and gold

R Chemkha, A BenSaïda, A Ghorbel… - The Quarterly Review of …, 2021 - Elsevier
The COVID-19 pandemic has caused an unprecedented human and health crisis. The
measures taken to contain the damage caused a global economic slowdown. Investors face …

Quantifying the hedge and safe-haven properties of bond markets for cryptocurrency indices

S Karim, MA Naeem, N Mirza… - The Journal of Risk …, 2022 - emerald.com
Quantifying the hedge and safe-haven properties of bond markets for cryptocurrency indices |
Emerald Insight Books and journals Case studies Expert Briefings Open Access Advanced …

Religion vs ethics: hedge and safe haven properties of Sukuk and green bonds for stock markets pre-and during COVID-19

MA Naeem, M Raza Rabbani, S Karim… - International Journal of …, 2023 - emerald.com
Purpose This study aims to examine the hedge and safe-haven properties of the Sukuk and
green bond for the stock markets pre-and during the COVID-19 pandemic period …

Volatility impacts on the European banking sector: GFC and COVID-19

JA Batten, T Choudhury, H Kinateder… - Annals of Operations …, 2023 - Springer
This paper analyses the volatility transmission between European Global Systemically
Important Banks (GSIBs) and implied stock market volatility. A Dynamic Conditional …

Volatility spillovers between stock and energy markets during crises: A comparative assessment between the 2008 global financial crisis and the COVID-19 pandemic …

I Jebabli, N Kouaissah, M Arouri - Finance Research Letters, 2022 - Elsevier
This paper investigates volatility spillovers between energy and stock markets during
periods of crises. Our main findings reveal that transmissions of volatilities among these …

Dynamic spillovers between energy and stock markets and their implications in the context of COVID-19

H Zhang, J Chen, L Shao - International Review of Financial Analysis, 2021 - Elsevier
This study combined time-varying parameter vector autoregression (TVP-VAR) and a
spillover index model to analyze the static, total, and net spillover effects of energy and stock …