Do oil prices and stock markets move in tandem or in opposite directions? The complex and
time varying relationship between oil prices and stock markets has caught the attention of …

GDP, monetary variables, corruption, and uncertainty are crucial to energy policy decisions
in today's interrelated world. The global energy crisis, aggravated by rising energy prices …

The recent coronavirus pandemic (COVID-19) has negatively impacted the whole economy,
especially the oil industry, in at least two ways. First, it created a demand shock as COVID …

Motivated by the importance of geopolitical risk and its possible predictive power for oil
volatility, this paper aims to quantitatively investigate the role of geopolitical risk (GPR) …

This study examines returns and volatility connectedness and spillover among carbon,
climate, and energy futures using TPV-VAR frequency connectedness approach with daily …

This paper aims to identify the most informative determinant in forecasting crude oil market
volatility. We use a new GARCH-class model based on mixed data sampling regression and …

This paper investigates how education and export diversification contribute to energy
demand by also incorporating the role of natural resource, oil prices and income in driving …

The relations between carbon and energy market is a hot topic but little research has
focused on the time-varying spillover in a quantitative way. This paper employs the method …

Motivated from Ross (1989) who maintains that asset volatilities are synonymous to the
information flow, we claim that cross-market volatility transmission effects are synonymous to …

In this paper we investigate global determinants of oil price volatility by employing a time-
varying parameter vector autoregressive (TVP-VAR) model. We focus on realised volatility …