Analysing the impact of geopolitical risk and economic policy uncertainty on the environmental sustainability: evidence from BRICS countries
H Li, MS Ali, B Ayub, I Ullah - Environmental Science and Pollution …, 2023 - Springer
This key article seeks to empirically examine the impact of geopolitical risk, economic policy
uncertainty (EPU), natural resources, and renewable energy on a country's ecological …
uncertainty (EPU), natural resources, and renewable energy on a country's ecological …
Forecasting the volatility of precious metals prices with global economic policy uncertainty in pre and during the COVID-19 period: Novel evidence from the GARCH …
Economic policy is a major determinant of investment and financial decisions; Moreover,
prices of precious metals are highly influenced by any uncertainty recorded in the global …
prices of precious metals are highly influenced by any uncertainty recorded in the global …
Forecasting the lithium mineral resources prices in China: Evidence with Facebook Prophet (Fb-P) and Artificial Neural Networks (ANN) methods
X Li, T Sengupta, KS Mohammed, F Jamaani - Resources Policy, 2023 - Elsevier
Combining lithium real-time series data with recently developed advanced Artificial Neural
Networks (ANN) and Facebook Prophet (Fb-P) algorithms is of particular relevance for …
Networks (ANN) and Facebook Prophet (Fb-P) algorithms is of particular relevance for …
Multifractal risk measures by macroeconophysics perspective: The case of brazilian inflation dynamics
This paper examines the Brazilian inflation indexes dynamics using the multifractal
detrended fluctuations analysis (MF-DFA) and the multifractal detrended cross-correlation …
detrended fluctuations analysis (MF-DFA) and the multifractal detrended cross-correlation …
Asymmetric efficiency and connectedness among green stocks, halal tourism stocks, cryptocurrencies, and commodities: Portfolio hedging implications
This study examines asymmetric efficiency and connectedness among halal tourism stocks,
green stocks, cryptocurrency, gold, and oil using data covering the period from 2018M12 …
green stocks, cryptocurrency, gold, and oil using data covering the period from 2018M12 …
Interplay multifractal dynamics among metal commodities and us-epu
This research employs the Multifractal Detrended Fluctuations Analysis (MF-DFA) and the
Multifractal Detrended Cross-Correlation Analysis (MF-DCCA) to study the components of …
Multifractal Detrended Cross-Correlation Analysis (MF-DCCA) to study the components of …
How does economic policy uncertainty (EPU) impact copper-firms stock returns? International evidence
CP Maquieira, C Espinosa-Méndez, O Gahona-Flores - Resources Policy, 2023 - Elsevier
Using monthly data, we study 43 copper firms between January 2011 and March 2022. We
analyze how copper-firms stock returns depend on copper-spot prices returns. Nevertheless …
analyze how copper-firms stock returns depend on copper-spot prices returns. Nevertheless …
Booms in commodities price: Assessing disorder and similarity over economic cycles
This paper provides an overview of the commodities market, considering three relevant
attributes: predictability, similarity, and efficiency. We examine the monthly spot and futures …
attributes: predictability, similarity, and efficiency. We examine the monthly spot and futures …
Analyzing interconnection among selected commodities in the 2008 global financial crisis and the COVID-19 pandemic
This study investigates the interconnection among several commodities in the advent of two
well-known phenomena: the 2008 global financial crisis (GFC) and the COVID-19 …
well-known phenomena: the 2008 global financial crisis (GFC) and the COVID-19 …
Application of multifractal analysis in estimating the reaction of energy markets to geopolitical acts and threats
Since the industrial revolution, the geopolitics of energy has been a driver of global
prosperity and security, and determines the survival of life on our planet. This study …
prosperity and security, and determines the survival of life on our planet. This study …