Impact of financial instability on international crude oil volatility: new sight from a regime-switching framework
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 …
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
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 …
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
Transitioning to renewable energies has become undeniably important in recent decades,
especially for the United States. Oil price shocks are prominent determinants of renewable …
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
Macroeconomic performances are extremely affected by unexpected oil price shocks in oil-
exporting countries. Monetary rules rarely work properly in this environment. Therefore …
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 …
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 …
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 …
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
The geopolitical risk plays a pivotal role in affecting commodity price variations, especially
natural resource commodity prices. Geopolitical risk is sensitive to political environmental …
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 …
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
The current economic and political environment requires a rapid government response in
managing the external and internal effects of economic shocks. Russian economy …
managing the external and internal effects of economic shocks. Russian economy …