We studied co-movement and causality between oil and renewable energy stock prices
using continuous and discrete wavelets, firstly, to obtain information on dynamic correlations …

This study investigates cointegration between monthly housing prices from one hundred
Chinese cities for years 2010–2019, utilising both time-invariant and time-varying …

Due to significant implications for resource and food sectors that directly influence social
well-being, commodity price comovements represent an important issue in agricultural …

Commodity price comovements are an important issue in economics given their significant
implications for food and resource sectors that directly influence social well-being. This study …

This paper examines the interactions among regional green energy equity markets and their
dependence and connectedness with both uncertainties and price fluctuations in the global …

Purpose With the rapid-growing house market in the past decade, the purpose of this paper
is to study the important issue of house price information flows among 12 major cities in …

This study investigates the co-movements of gasoline and diesel prices in three European
countries (ie Germany, France, and Italy) with different fuel tax systems in place. The …

This paper study the relationship between oil and stock markets in G7 countries, by
distinguishing between interactions based on fundamentals (long-term interdependence …

I investigate the relationship between the stock market liquidity and investors sentiment. The
significance of the liquidity in asset pricing is well documented, but little attention is paid in …

Unbiasedness and informational efficiency of futures markets under different market
conditions is a claim that still remains unsettled in the theory of non-arbitrage and asset …