Macroeconomic impacts of oil price volatility: mitigation and resilience

Z Ebrahim, OR Inderwildi, DA King - Frontiers in Energy, 2014 - Springer
Dependency on oil-derived fuels in various sectors, most notably in mobility, has left the
global economy vulnerable to several macroeconomic economic side effects. Numerous …

Forecasting the good and bad uncertainties of crude oil prices using a HAR framework

X Gong, B Lin - Energy Economics, 2017 - Elsevier
Good (or bad) uncertainty is the volatility that is associated with positive (or negative)
innovations to asset prices. This paper proposes new heterogeneous autoregressive type …

Evaluating the power investment options with uncertainty in climate policy

M Yang, W Blyth, R Bradley, D Bunn, C Clarke… - Energy Economics, 2008 - Elsevier
This paper uses a real options approach (ROA) for analysing the effects of government
climate policy uncertainty on private investors' decision-making in the power sector. It …

Does gross domestic product, inflation, total investment, and exchanges rate matter in natural resources commodity prices volatility

T Huawei - Resources Policy, 2022 - Elsevier
China is a highly industrial country indexed high on demand for energy resources like oil
and coal. It is believed that the economic factors in China, such as the gross domestic …

Structural breaks and electricity prices: Further evidence on the role of climate policy uncertainties in the Australian electricity market

N Apergis, MCK Lau - Energy Economics, 2015 - Elsevier
The primary objectives and the strategies of a national electricity market are the efficient
delivery of network services and the electricity infrastructure to meet the long-term …

The valuation of the operational flexibility of the energy investment project based on a gas-fired power plant

D Kryzia, M Kopacz, K Kryzia - Energies, 2020 - mdpi.com
This paper presents an attempt to the valuation of the operational flexibility of the energy
investment project based on the example of combined cycle gas turbine (CCGT). For this …

[HTML][HTML] Do uncertainties affect biofuel prices?

GS Uddin, JA Hernandez, C Wadström, A Dutta… - Biomass and …, 2021 - Elsevier
We investigate the impact of geopolitical risk, US economic policy uncertainty, financial
stress, and market volatility on prices of US and Brazilian ethanol and Malaysian palm oil …

Combining high frequency data with non-linear models for forecasting energy market volatility

J Baruník, T Křehlík - Expert Systems with Applications, 2016 - Elsevier
The popularity of realized measures and various linear models for volatility forecasting has
been the focus of attention in the literature addressing energy markets' price variability over …

Wind farm investment risks under uncertain CDM benefit in China

M Yang, F Nguyen, P De T'Serclaes, B Buchner - Energy Policy, 2010 - Elsevier
China has set an ambitious target to increase its wind power capacity by 35GW from 2007 to
2020. The country's hunger for clean power provides great opportunities for wind energy …

Bidirectional causality in oil and gas markets

MH Wolfe, R Rosenman - Energy Economics, 2014 - Elsevier
Do events in the natural gas market cause repercussions in the crude oil market? This paper
studies linkages between the two markets using high-frequency, intraday oil and gas futures …