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The marginal impacts of energy prices on carbon price variations : evidence from a quantile-on-quantile approach
Duan, Kun; Ren, Xiaohang; Shi, Yukun; Mishra, Tapas; … - In: Energy economics 95 (2021), pp. 1-18
Persistent link: https://www.econbiz.de/10012816852
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Spillover effects between fossil energy and green markets : evidence from informational inefficiency
Ren, Xiaohang; Xiao, Ya; Duan, Kun; Urquhart, Andrew - In: Energy economics 131 (2024), pp. 1-14
Persistent link: https://www.econbiz.de/10015045751
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Carbon prices forecasting in quantiles
Ren, Xiaohang; Duan, Kun; Tao, Lizhu; Shi, Yukun; Yan, Cheng - In: Energy economics 108 (2022), pp. 1-15
Persistent link: https://www.econbiz.de/10013202748
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Do clean and dirty cryptocurrencies connect with financial assets differently? : the role of economic policy uncertainty
Duan, Kun; Zhao, Yanqi; Urquhart, Andrew; Huang, Yingying - In: Energy economics 127 (2023) 1, pp. 1-21
Persistent link: https://www.econbiz.de/10014488501
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Differences in carbon risk spillovers with green versus traditional assets : evidence from a full distributional analysis
Duan, Kun; Yang, Liu; Yan, Cheng; Huang, Yingying - In: Energy economics 127 (2023) 1, pp. 1-15
Persistent link: https://www.econbiz.de/10014488701
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A memory in the bond : green bond and sectoral investment interdependence in a fractionally cointegrated VAR framework
Mishra, Tapas; Park, Donghyun; Parhi, Mamata; Uddin, … - In: Energy economics 121 (2023), pp. 1-15
Persistent link: https://www.econbiz.de/10014438770
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The power of investors' optimism and pessimism in oil market forecasting
Mustanen, Dmitri; Maaitah, Ahmad; Mishra, Tapas; Parhi, … - In: Energy economics 114 (2022), pp. 1-22
Persistent link: https://www.econbiz.de/10013477597
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Does oil spin the commodity wheel? : quantile connectedness with a common factor error structure across energy and agricultural markets
Zhou, Xiaoran; Enilov, Martin; Parhi, Mamata - In: Energy economics 132 (2024), pp. 1-27
Persistent link: https://www.econbiz.de/10015047392