What role of renewable and non-renewable electricity consumption and output is needed to initially mitigate CO2 emissions in MENA region?

S Farhani, M Shahbaz - Renewable and Sustainable Energy Reviews, 2014 - Elsevier
This study attempts to explore the causal relationship between renewable and non-
renewable electricity consumption, output and carbon dioxide (CO 2) emissions for 10 …

Oil price shocks, economic policy uncertainty and industry stock returns in China: Asymmetric effects with quantile regression

W You, Y Guo, H Zhu, Y Tang - Energy Economics, 2017 - Elsevier
This paper investigates the impact of crude oil shocks and China's economic policy
uncertainty on stock returns at different locations on the return distributions. Based on …

Asymmetric impacts of oil price uncertainty on Chinese stock returns under different market conditions: Evidence from oil volatility index

J Xiao, M Zhou, F Wen, F Wen - Energy Economics, 2018 - Elsevier
The crude oil volatility index (OVX) is a direct and more accurate measure of oil price
uncertainty. This paper uses this kind of implied volatility index of oil prices to investigate the …

What do we know about oil prices and stock returns?

R Smyth, PK Narayan - International Review of Financial Analysis, 2018 - Elsevier
This paper is a survey of research on how oil prices affect stock returns. In the last couple of
decades there has been an upsurge in such research, suggesting that a stock take is timely …

The effect of oil implied volatility and geopolitical risk on GCC stock sectors under various market conditions

E Bouri, R Hammoud, C Abou Kassm - Energy Economics, 2023 - Elsevier
The importance of crude oil volatility and geopolitical risk for stock pricing is well known in
both developed and emerging economies, but is relatively understudied in major oil …

The heterogeneity dependence between crude oil price changes and industry stock market returns in China: Evidence from a quantile regression approach

H Zhu, Y Guo, W You, Y Xu - Energy Economics, 2016 - Elsevier
This paper explores the dependence between real crude oil price changes and Chinese
real industry stock market returns based on the monthly data from 1994/03 to 2014/06. We …

Asymmetric and nonlinear pass-through of crude oil prices to gasoline and natural gas prices

A Atil, A Lahiani, DK Nguyen - Energy Policy, 2014 - Elsevier
In this article, we use the recently developed nonlinear autoregressive distributed lags
(NARDL) model to examine the pass-through of crude oil prices into gasoline and natural …

Impact of speculation and economic uncertainty on commodity markets

P Andreasson, S Bekiros, DK Nguyen… - International review of …, 2016 - Elsevier
We examine the interactions between commodity futures returns and five driving factors
(financial speculation, exchange rate, stock market dynamics, implied volatility for the US …

Asymmetric impact of oil price shock on stock market in China: A combination analysis based on SVAR model and NARDL model

C Hu, X Liu, B Pan, B Chen, X Xia - Emerging markets finance and …, 2018 - Taylor & Francis
This article integrates the SVAR model and nonlinear ARDL (NARDL) model to analyze the
long-run and short-run asymmetric effect of structural oil price shocks on the Chinese stock …

Asymmetric connectedness among S&P 500, crude oil, gold and Bitcoin

NT Hung - Managerial Finance, 2022 - emerald.com
Purpose This paper investigates the dynamic intercorrelation among cryptocurrency
(Bitcoin) and conventional financial assets (gold, oil and S&P 500). Design/methodology …