Oil prices and stock markets: A review of the theory and empirical evidence
S Degiannakis, G Filis, V Arora - The Energy Journal, 2018 - journals.sagepub.com
Do oil prices and stock markets move in tandem or in opposite directions? The complex and
time varying relationship between oil prices and stock markets has caught the attention of …
time varying relationship between oil prices and stock markets has caught the attention of …
Climate policy uncertainty and world renewable energy index volatility forecasting
Since the signing of the Paris Agreement in 2015, the global energy structure has
undergone unprecedented adjustment, and renewable energy has ushered in a new period …
undergone unprecedented adjustment, and renewable energy has ushered in a new period …
Macroeconomic and uncertainty shocks' effects on energy prices: a comprehensive literature review
GDP, monetary variables, corruption, and uncertainty are crucial to energy policy decisions
in today's interrelated world. The global energy crisis, aggravated by rising energy prices …
in today's interrelated world. The global energy crisis, aggravated by rising energy prices …
[HTML][HTML] Dynamic connectedness among the implied volatilities of oil prices and financial assets: New evidence of the COVID-19 pandemic
This paper examines the dynamic connectedness among the implied volatilities of oil prices
(OVX) and fourteen other assets, which can be grouped into five different assets classes (ie …
(OVX) and fourteen other assets, which can be grouped into five different assets classes (ie …
The time-varying effects of trade policy uncertainty and geopolitical risks shocks on the commodity market prices: Evidence from the TVP-VAR-SV approach
C Yang, Z Niu, W Gao - Resources Policy, 2022 - Elsevier
The paper focuses on investigating the time-varying influence of geopolitical risks (GPR)
and trade policy uncertainty (TPU) on commodity prices by using time-varying parameter …
and trade policy uncertainty (TPU) on commodity prices by using time-varying parameter …
Geopolitical risk uncertainty and oil future volatility: Evidence from MIDAS models
Using a textual analysis based geopolitical risk (GPR) index, this paper exploits the effects of
geopolitical risk uncertainty on oil futures price volatility within a mixed data sampling …
geopolitical risk uncertainty on oil futures price volatility within a mixed data sampling …
Sustainable development during the post-COVID-19 period: role of crude oil
L Peng, C Liang - Resources Policy, 2023 - Elsevier
The COVID-19 outbreak has led to severe global inflation, potentially leading to significant
alterations in the link between inflation and the crude oil market. On this basis, the purpose …
alterations in the link between inflation and the crude oil market. On this basis, the purpose …
Which sentiment index is more informative to forecast stock market volatility? Evidence from China
C Liang, L Tang, Y Li, Y Wei - International Review of Financial Analysis, 2020 - Elsevier
In this paper, we investigate the predictive ability of three sentiment indices constructed by
social media, newspaper, and Internet media news to forecast the realized volatility (RV) of …
social media, newspaper, and Internet media news to forecast the realized volatility (RV) of …
The effect of green energy, global environmental indexes, and stock markets in predicting oil price crashes: Evidence from explainable machine learning
SB Jabeur, R Khalfaoui, WB Arfi - Journal of Environmental Management, 2021 - Elsevier
This study aims to predict oil prices during the 2019 novel coronavirus (COVID-19)
pandemic by looking into green energy resources, global environmental indexes (ESG), and …
pandemic by looking into green energy resources, global environmental indexes (ESG), and …
[HTML][HTML] Global financial stress index and long-term volatility forecast for international stock markets
C Liang, Q Luo, Y Li, LDT Huynh - Journal of International Financial …, 2023 - Elsevier
In this study, we examine the long-term predictive role of the global financial stress index
(GFSI) on equity market volatility and provide a comprehensive analysis using GFSI for the …
(GFSI) on equity market volatility and provide a comprehensive analysis using GFSI for the …