Network connectedness between China's crude oil futures and sector stock indices
ZX Wang, BY Liu, Y Fan - Energy Economics, 2023 - Elsevier
The financialization and international influence of China's crude oil market are increasing
with the listing of China's crude oil futures (INE). In this context, we use the time-frequency …
with the listing of China's crude oil futures (INE). In this context, we use the time-frequency …
The Islamic effect: Exploring the dynamics of Islamic events on sustainable performance of Islamic and conventional stock markets
This study attempts to investigate the effects of Islamic events on both Islamic and
conventional stock markets and analyze which market reacts more pronouncedly to these …
conventional stock markets and analyze which market reacts more pronouncedly to these …
[HTML][HTML] Frequency connectedness and spillovers among oil and Islamic sector stock markets: Portfolio hedging implications
Abstract Using the asymmetric Baba-Engle-Kraft-Kroner (BEKK)-GARCH model and the
frequency spillover methodology by Baruník and Křehlík (2018), this paper examines …
frequency spillover methodology by Baruník and Křehlík (2018), this paper examines …
A high dimensional features-based cascaded forward neural network coupled with MVMD and Boruta-GBDT for multi-step ahead forecasting of surface soil moisture
The objective of this study is to develop a novel multi-level pre-processing framework and
apply it for multi-step (one and seven days ahead) daily forecasting of Surface soil moisture …
apply it for multi-step (one and seven days ahead) daily forecasting of Surface soil moisture …
COVID-19 media chatter and macroeconomic reflectors on Black swan: a Spanish and Indian stock markets comparison
Predictive analytics of financial markets in developed and emerging economies during the
COVID-19 regime is undeniably challenging due to unavoidable uncertainty and the …
COVID-19 regime is undeniably challenging due to unavoidable uncertainty and the …
Financial fusion: Bridging Islamic and Green investments in the European stock market
Given the historic decoupling nature of Islamic and green financial instruments with
conventional financial markets this study investigated the interconnectedness of the …
conventional financial markets this study investigated the interconnectedness of the …
Return and volatility spillovers of Asian Pacific stock markets' energy indices
M Babu, C Hariharan, S Srinivasan… - … Journal of Energy …, 2023 - econjournals.com.tr
The aim of the study was to investigate the presence of volatility among the Energy Indices
of Asia Pacific Stock Markets. To test the volatility among the daily returns of Energy Indices …
of Asia Pacific Stock Markets. To test the volatility among the daily returns of Energy Indices …
Risk spillovers among crude oil, gold, and China equity sub-sectors
Z Zou, C Zhang, X Sun - Cogent Economics & Finance, 2024 - Taylor & Francis
This study investigates the time-varying return spillovers among the gold and oil markets
and the Chinese equity subsectors using a network system representation. The results of the …
and the Chinese equity subsectors using a network system representation. The results of the …
VOLATILITY SPILLOVERS EFFECTS BETWEEN ENERGY COMMODITIES AND ISLAMIC STOCK MARKETS.
Empirical research exploring the relationship between capital markets and energy prices
plays a crucial role in shaping policies for the growth of the Islamic financial system. This …
plays a crucial role in shaping policies for the growth of the Islamic financial system. This …
[PDF][PDF] Green Finance: From Environmental Sustainability to Investment Vehicle–An Empirical Study
A Tariq - 2024 - cust.edu.pk
This study aims to examine the role of green finance in mitigating the critical issue of climatic
change and promoting green investment options for portfolio diversification. Environmental …
change and promoting green investment options for portfolio diversification. Environmental …