Exploring downside risk dependence across energy markets: Electricity, conventional energy, carbon, and clean energy during episodes of market crises
This study examines the relationship of extreme downside risk in various energy markets,
including electricity, clean/conventional energy, and carbon markets during several …
including electricity, clean/conventional energy, and carbon markets during several …
Do geopolitical risk, economic policy uncertainty, and oil implied volatility drive assets across quantiles and time-horizons?
This paper examines the impact of three global risk factors (geopolitical risk (GPR),
economic policy uncertainty (EPU), and crude oil volatility (OVX)) on the returns and …
economic policy uncertainty (EPU), and crude oil volatility (OVX)) on the returns and …
[HTML][HTML] The dynamic volatility nexus of FinTech, innovative technology communication, and cryptocurrency indices during the crises period
In this study, we investigate the dynamic volatility connectedness of FinTech, innovative
technology communication, and cryptocurrency indices for the period from June 2018 to …
technology communication, and cryptocurrency indices for the period from June 2018 to …
Effects of COVID-19 vaccination programs on EU carbon price forecasts: Evidence from explainable machine learning
C Yang, H Zhang, F Weng - International Review of Financial Analysis, 2024 - Elsevier
The COVID-19 pandemic continues to destroy the carbon market. To alleviate the situation,
governments launched vaccination program campaigns. This study aims to predict two …
governments launched vaccination program campaigns. This study aims to predict two …
Revisiting the impact of geopolitical risk on Sukuk, stocks, oil and gold markets during the crises period: fresh evidence from wavelet-based approach
Purpose In this study, the authors analyze the impact of geopolitics risk on Sukuk, Islamic
and composite stocks, oil and gold markets and portfolio diversification implications during …
and composite stocks, oil and gold markets and portfolio diversification implications during …
The dynamic volatility nexus of geo-political risks, stocks, bond, bitcoin, gold and oil during COVID-19 and Russian-Ukraine war
We investigate the dynamic volatility connectedness of geopolitical risk, stocks, bonds,
bitcoin, gold, and oil from January 2018 to April 2022 in this study. We look at connectivity …
bitcoin, gold, and oil from January 2018 to April 2022 in this study. We look at connectivity …
[HTML][HTML] Do implied volatilities of stock and commodity markets affect conventional & shariah indices differently? An evidence by OVX, GVZ and VIX
The current study aims to investigate how index returns of conventional and shariah indices
of the USA, Europe, and Asia are affected by changes in oil prices, gold prices, VIX, gold …
of the USA, Europe, and Asia are affected by changes in oil prices, gold prices, VIX, gold …
Risk dynamics in energy transition: Evaluating downside risks and interconnectedness in fossil fuel and renewable energy markets
Amidst rising concerns over climate change, the global shift from oil-powered vehicles to
lithium-powered electric vehicles marks a critical pivot in the energy sector. This transition …
lithium-powered electric vehicles marks a critical pivot in the energy sector. This transition …
The impact of the Russia–Ukraine war on the United States natural gas futures prices
G Saad - Kybernetes, 2023 - emerald.com
Purpose This paper attempts to investigate the impact of the Russia–Ukraine war on the
returns and volatility of the United States (US) natural gas futures market …
returns and volatility of the United States (US) natural gas futures market …
[HTML][HTML] Is there an intraday volatility spillover between exchange rate, gold and crude oil?
M Shakeel, MR Rabbani, IT Hawaldar… - Journal of Open …, 2023 - Elsevier
The study examines the intraday volatility spillover between the exchange rate, gold, and
crude oil using the Dynamic Generalized Conditional Correlation GARCH model (DCC …
crude oil using the Dynamic Generalized Conditional Correlation GARCH model (DCC …