Herding behaviour in energy stock markets during the Global Financial Crisis, SARS, and ongoing COVID-19

CL Chang, M McAleer, YA Wang - Renewable and Sustainable Energy …, 2020 - Elsevier
Environmental change created worldwide interest in investing in renewable energy. Less
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

R Kizys, P Tzouvanas, M Donadelli - International Review of Financial …, 2021 - Elsevier
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 …

COVID-19 pandemic and investor herding in international stock markets

E Bouri, R Demirer, R Gupta, J Nel - Risks, 2021 - mdpi.com
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 …

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 …

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 …

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 …

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 …

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 …

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 …

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 …