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Dynamics of the return and volatility connectedness among green finance markets during the COVID-19 pandemic
Lu, Xunfa; Huang, Nan; Mo, Jianlei; Ye, Zhitao - In: Energy economics 125 (2023), pp. 1-18
Persistent link: https://www.econbiz.de/10014485229
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Are green bonds environmentally friendly and good performing assets?
Kanamura, Takashi - In: Energy economics 88 (2020), pp. 1-18
Persistent link: https://www.econbiz.de/10012516763
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Uncovering risk transmission between socially responsible investments, alternative energy investments and the implied volatility of major commodities
Shahid, Muhammad Naeem; Wajahat Azmi; Ali, Mohsin; … - In: Energy economics 120 (2023), pp. 1-44
Persistent link: https://www.econbiz.de/10014285871
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Using output-based allocations to manage volatility and leakage in pollution markets
Meunier, Guy; Montero, Juan-Pablo; Ponssard, Jean-Pierre - In: Energy economics 68 (2017), pp. 57-65
Persistent link: https://www.econbiz.de/10011906048
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On the effects of world stock market and oil price shocks on food prices : an empirical investigation based on TVP-VAR models with stochastic volatility
Jebabli, Ikram; Arouri, Mohamed; Teulon, Frédéric - In: Energy economics 45 (2014), pp. 66-98
Persistent link: https://www.econbiz.de/10010504792
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Forecasting crude oil and refined products volatilities and correlations : new evidence from fractionally integrated multivariate GARCH models
Marchese, Malvina; Kyriakou, Ioannis; Tamvakis, Michael; … - In: Energy economics 88 (2020), pp. 1-13
Persistent link: https://www.econbiz.de/10012516745
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Common cycles and common trends in the stock and oil markets : evidence from more than 150 years of data
Balcilar, Mehmet; Gupta, Rangan; Wohar, Mark E. - In: Energy economics 61 (2017), pp. 72-86
Persistent link: https://www.econbiz.de/10011737672
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What the investors need to know about forecasting oil futures return volatility
Wang, Yudong; Liu, Li; Ma, Feng; Wu, Chongfeng - In: Energy economics 57 (2016), pp. 128-139
Persistent link: https://www.econbiz.de/10011698302
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Realized volatility transmission between crude oil and equity futures markets : a multivariate HAR approach
Souček, Michael; Todorova, Neda - In: Energy economics 40 (2013), pp. 586-597
Persistent link: https://www.econbiz.de/10010354962
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Modeling oil price-US stock nexus : a VARMA-BEKK-AGARCH approach
Salisu, Afees A.; Oloko, Tirimisiyu F. - In: Energy economics 50 (2015), pp. 1-12
Persistent link: https://www.econbiz.de/10011563864