Impact of financial instability on international crude oil volatility: new sight from a regime-switching framework

Y Hong, L Wang, C Liang, M Umar - Resources Policy, 2022 - Elsevier
In this paper, we investigate the dynamic impact of financial stress on crude oil volatility by
employing a time-varying transition probabilities Markov regime-switching GARCH model …

Revisiting the financial market interdependence during COVID-19 times: a study of green bonds, cryptocurrency, commodities and other financial markets

A Rao, M Gupta, GD Sharma, M Mahendru… - International Journal of …, 2022 - emerald.com
Purpose The purpose of the present study is to contribute to the existing literature by
examining the nexus and the connectedness between classes S&P Green Bond Index, S&P …

From oil surges to renewable shifts: Unveiling the dynamic impact of supply and demand shocks in global crude oil market on US clean energy trends

P Esmaeili, M Rafei, M Salari, D Balsalobre-Lorente - Energy Policy, 2024 - Elsevier
Transitioning to renewable energies has become undeniably important in recent decades,
especially for the United States. Oil price shocks are prominent determinants of renewable …

Oil Price Shocks and Macroeconomic Outcomes; Fresh Evidences from a scenario-based NK-DSGE analysis for oil-exporting countries

H Amiri, M Sayadi, S Mamipour - Resources Policy, 2021 - Elsevier
Macroeconomic performances are extremely affected by unexpected oil price shocks in oil-
exporting countries. Monetary rules rarely work properly in this environment. Therefore …

Investor attention and cryptocurrency: Evidence from the Bitcoin market

P Zhu, X Zhang, Y Wu, H Zheng, Y Zhang - PLoS One, 2021 - journals.plos.org
This paper adds to the growing literature of cryptocurrency and behavioral finance.
Specifically, we investigate the relationships between the novel investor attention and …

The effect of structural oil shocks on bank systemic risk in the GCC countries

A Maghyereh, H Abdoh - Energy Economics, 2021 - Elsevier
It is generally assumed that oil price shocks have a significant impact on oil-rich countries.
Motivated by this belief, we examine how disaggregated oil shocks affect bank risk in the …

Risk spillover from international crude oil markets to China's financial markets: Evidence from extreme events and US monetary policy

C Luo, Y Qu, Y Su, L Dong - The North American Journal of Economics and …, 2024 - Elsevier
We study the risk spillover from international crude oil markets to China's financial markets
by considering the shocks from extreme events and the moderating effect of US monetary …

[HTML][HTML] The time-varying impact of geopolitical risk on natural resource prices: The post-COVID era evidence

S Ding, K Wang, T Cui, M Du - Resources Policy, 2023 - Elsevier
The geopolitical risk plays a pivotal role in affecting commodity price variations, especially
natural resource commodity prices. Geopolitical risk is sensitive to political environmental …

Foreign direct investment and economic complexity in emerging economies

TT Osinubi, FM Ajide - Economic Journal of Emerging Markets, 2022 - journal.uii.ac.id
Economic Journal of Emerging Markets Page 1 Economic Journal of Emerging Markets, 14(2)
2022, 259-270 Econ.J.Emerg.Mark. Economic Journal of Emerging Markets Available at …

The relative response of Russian National Wealth Fund to oil demand, supply and risk shocks

K Sohag, MK Hassan, I Kalina, O Mariev - Energy Economics, 2023 - Elsevier
The current economic and political environment requires a rapid government response in
managing the external and internal effects of economic shocks. Russian economy …