Herding behaviour in energy stock markets during the Global Financial Crisis, SARS, and ongoing COVID-19
Environmental change created worldwide interest in investing in renewable energy. Less
reliance on fossil fuels would have a substantial influence on investors for alternative …
reliance on fossil fuels would have a substantial influence on investors for alternative …
From COVID-19 herd immunity to investor herding in international stock markets: The role of government and regulatory restrictions
We study if government response to the novel coronavirus COVID-19 pandemic can mitigate
investor herding behaviour in international stock markets. Our empirical analysis is informed …
investor herding behaviour in international stock markets. Our empirical analysis is informed …
COVID-19 pandemic and investor herding in international stock markets
The aim of this study is to understand the effect of the recent novel coronavirus pandemic on
investor herding behavior in global stock markets. Utilizing a daily newspaper-based index …
investor herding behavior in global stock markets. Utilizing a daily newspaper-based index …
Relationship between the oil price volatility and sectoral stock markets in oil-exporting economies: Evidence from wavelet nonlinear denoised based quantile and …
B Hamdi, M Aloui, F Alqahtani, A Tiwari - Energy Economics, 2019 - Elsevier
This paper examines the extent of volatility between oil price and sectoral indices in the Gulf
Cooperation Council (GCC) countries by using quantile regression analysis (QRA) for the …
Cooperation Council (GCC) countries by using quantile regression analysis (QRA) for the …
Dynamic spillovers among natural gas, liquid natural gas, trade policy uncertainty, and stock market
S Roudari, A Sadeghi, S Gholami, W Mensi… - Resources Policy, 2023 - Elsevier
Given Qatar's economic structure and geographical features, we examine the likely
spillovers among natural gas, liquid natural gas (LNG), trade policy uncertainty (TPU), and …
spillovers among natural gas, liquid natural gas (LNG), trade policy uncertainty (TPU), and …
What drives herding behavior in the cryptocurrency market?
M Youssef - Journal of Behavioral Finance, 2022 - Taylor & Francis
This paper uses the cross-sectional absolute deviation (CSAD) in static and time-varying
versions to examine herding in the cryptocurrency market from April 2013 to November …
versions to examine herding in the cryptocurrency market from April 2013 to November …
Herding behavior in the cryptocurrency market during COVID-19 pandemic: The role of media coverage
M Youssef, SS Waked - The North American Journal of Economics and …, 2022 - Elsevier
This paper examines herding behavior in the cryptocurrency market during the COVID-19
pandemic using daily data and based on static and regime-switching models. Furthermore …
pandemic using daily data and based on static and regime-switching models. Furthermore …
Dynamic correlation between crude oil price and investor sentiment in China: Heterogeneous and asymmetric effect
Z Li, Z Huang, P Failler - Energies, 2022 - mdpi.com
This paper aims to explore the dynamic relationships between the crude oil price (shocks)
and investor sentiment. Specifically, this paper utilizes web crawler to construct Chinese …
and investor sentiment. Specifically, this paper utilizes web crawler to construct Chinese …
Does herding behavior exist in China's carbon markets?
X Zhou, Y Gao, P Wang, B Zhu, Z Wu - Applied Energy, 2022 - Elsevier
This paper introduces a modified cross-sectional absolute deviation approach to measure
the existence of herding behavior and herding asymmetry, and uses the runs test to …
the existence of herding behavior and herding asymmetry, and uses the runs test to …
Extreme events, economic uncertainty and speculation on occurrences of price bubbles in crude oil futures
CL Chang - Energy Economics, 2024 - Elsevier
This paper examines the impacts of extreme events, economic uncertainty and speculation
on price bubbles in crude oil futures. For better forecast and estimate the positive/negative …
on price bubbles in crude oil futures. For better forecast and estimate the positive/negative …