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 …
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
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 …
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 …
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
This study examines the short-, intermediate-, and long-term volatility spillovers between
developed (Australia, Canada, France, Germany, Japan, UK, and US) and emerging BRICS …
developed (Australia, Canada, France, Germany, Japan, UK, and US) and emerging BRICS …
The co-movement between oil and clean energy stocks: A wavelet-based analysis of horizon associations
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 …
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
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 …
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
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 …
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 …
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
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 …
market conditions remains unsettled in the literature. This study aims to quantify the crude oil …