Is renewable energy use lowering resource-related uncertainties?

IO Olanipekun, O Ozkan, G Olasehinde-Williams - Energy, 2023 - Elsevier
Investment in renewable energy is vital, not just for the climate, but also for energy security.
However, most studies on renewable energy focus on its drivers; there is still limited …

Interconnected networks: Measuring extreme risk connectedness between China's financial sector and real estate sector

Z Ouyang, X Zhou - International Review of Financial Analysis, 2023 - Elsevier
We propose interconnected networks through the network VAR model, which can
simultaneously investigate the risk connectedness of intra-and inter-layer. Using the …

Multilayer networks in the frequency domain: Measuring extreme risk connectedness of Chinese financial institutions

Z Ouyang, X Zhou - Research in International Business and Finance, 2023 - Elsevier
We propose multilayer networks in the frequency domain, including the short-term, medium-
term, and long-term layers, to investigate the extreme risk connectedness among financial …

Analyzing the market performance of Romanian firms: do the COVID-19 crisis and classification type matter?

AC Nuta, AM Habib, S Neslihanoglu… - International Journal of …, 2024 - emerald.com
Purpose Stock market performance is paramount to every country, as it signifies economic
growth, business performance, wealth maximization, savings deployment and consumer …

Global stock markets risk contagion: Evidence from multilayer connectedness networks in the frequency domain

Z Ouyang, X Zhou, Y Lai - The North American Journal of Economics and …, 2023 - Elsevier
Multilayer connectedness networks are a promising tool for unveiling the contagion
mechanism of financial risk. This paper constructs multilayer connectedness networks in the …

Portfolio diversification during the COVID-19 pandemic: Do vaccinations matter?

SD Pham, TTT Nguyen, HX Do, XV Vo - Journal of Financial Stability, 2023 - Elsevier
The COVID-19 vaccine rollout expects to mitigate the severe negative impacts of the
pandemic on global financial markets. Our study provides supporting evidence for this …

[HTML][HTML] Measuring market volatility connectedness to media sentiment

H Abdollahi, SL Fjesme, E Sirnes - The North American Journal of …, 2024 - Elsevier
We examine directional connectedness patterns from news and social media to financial
market volatility using textual analysis and high-frequency data. We find that media …

Co-movements between an Asian technology stock index and cryptocurrencies during the COVID-19 pandemic: a bi-wavelet approach

A Rijanto - Economies, 2023 - mdpi.com
This study investigates the co-movement patterns of Asia technology stock indices and
cryptocurrencies during the COVID-19 pandemic. The analysis examines Bitcoin and …

Multilayer networks in the frequency domain: Measuring volatility connectedness among Chinese financial institutions

Z Ouyang, X Zhou, G Wang, S Liu, M Lu - International Review of …, 2024 - Elsevier
We construct multilayer networks in the frequency domain, including short-term, medium-
term, and long-term connectedness networks, to examine the volatility connectedness …

Imported financial risk in global stock markets: Evidence from the interconnected network

Z Ouyang, X Zhou, M Lu, K Liu - Research in International Business and …, 2024 - Elsevier
This paper proposes an interconnected network, including the volatility layer and sentiment
layer, to examine imported financial risk in global stock markets. We compare and explore …