What role of renewable and non-renewable electricity consumption and output is needed to initially mitigate CO2 emissions in MENA region?
This study attempts to explore the causal relationship between renewable and non-
renewable electricity consumption, output and carbon dioxide (CO 2) emissions for 10 …
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 …
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 …
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 …
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
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 …
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 …
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 …
(NARDL) model to examine the pass-through of crude oil prices into gasoline and natural …
Impact of speculation and economic uncertainty on commodity markets
We examine the interactions between commodity futures returns and five driving factors
(financial speculation, exchange rate, stock market dynamics, implied volatility for the US …
(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
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 …
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 …
(Bitcoin) and conventional financial assets (gold, oil and S&P 500). Design/methodology …