Naeem, Muhammad Abubakr; Peng, Zhe; Suleman, Mouhammed Tahir - 2020
This paper examines the time and frequency dynamics of connectedness between oil price shocks (demand and supply), and energy, electricity, carbon and clean energy markets using the methodology developed by Diebold and Yilmaz (2012) and Barunik and Krehlik (2018). The empirical findings show...