Can crude oil price returns drive stock returns of oil producing countries in Africa? Evidence from bivariate and multiple wavelet

E Asafo-Adjei, AM Adam, P Darkwa - … and Finance in Emerging …, 2024 - Taylor & Francis
We examine the time-frequency lead-lag relationships and degree of integration between
crude oil price returns and stock returns of six oil-producing countries in Africa–Nigeria …

Dynamic co-movement between oil and stock markets in oil-importing and oil-exporting countries: Two types of wavelet analysis

Z Jiang, SM Yoon - Energy Economics, 2020 - Elsevier
This study explores the dynamic co-movement between oil and six stock markets (China,
India, Japan, Saudi Arabia, Russia, and Canada) by using two types of wavelet analysis …

Are there spillovers among China's pilots for carbon emission allowances trading?

LY Guo, C Feng - Energy Economics, 2021 - Elsevier
As the process of carbon reduction continues, carbon trading market in China is becoming
mature and moving from fragmented pilots to a national unity. This study aims to examine …

Volatility spillovers between strategic commodity futures and stock markets and portfolio implications: Evidence from developed and emerging economies

W Mensi, M Shafiullah, XV Vo, SH Kang - Resources Policy, 2021 - Elsevier
This study examines the short-, intermediate-, and long-term volatility spillovers between
developed (Australia, Canada, France, Germany, Japan, UK, and US) and emerging BRICS …

Do crude oil price bubbles occur?

K Khan, CW Su, M Umar, XG Yue - Resources Policy, 2021 - Elsevier
Abstract The Generalized Supremum Augmented Dickey-Fuller (GSADF) test is employed to
conclude whether crude oil price (OP) experiences multiple bubbles. The technique has …

The co-movement between oil and clean energy stocks: A wavelet-based analysis of horizon associations

AI Maghyereh, B Awartani, H Abdoh - Energy, 2019 - Elsevier
The production of clean energy is crucial for protecting the environment and satisfying the
future demand for energy. However, the growth in clean energy production and consumption …

Oil, natural gas and BRICS stock markets: Evidence of systemic risks and co-movements in the time-frequency domain

W Mensi, MU Rehman, D Maitra, KH Al-Yahyaee… - Resources Policy, 2021 - Elsevier
This paper uses the wavelet method to investigate co-movements between the five
emerging stock markets of Brazil, Russia, India, China, and South Africa (BRICS), and the oil …

Dynamic network of implied volatility transmission among US equities, strategic commodities, and BRICS equities

Q Ji, E Bouri, D Roubaud - International Review of Financial Analysis, 2018 - Elsevier
We contribute to the growing literature on information flow among US equities, strategic
commodities (oil and gold) and Brazil, Russia, India, China and South Africa equities. Unlike …

The pricing of shale gas: A review

K Han, X Song, H Yang - Journal of Natural Gas Science and Engineering, 2021 - Elsevier
Shale gas, a new kind of energy, receives widespread attention worldwide, especially after
America's unprecedented success. It has become a hot issue to discuss shale gas pricing in …

Information spillover and market connectedness: multi-scale quantile-on-quantile analysis of the crude oil and carbon markets

X Ren, Y Dou, K Dong, Y Li - Applied economics, 2022 - Taylor & Francis
The asymmetric interdependence of carbon futures and crude oil futures prices in different
market conditions remains unsettled in the literature. This study aims to quantify the crude oil …