This paper examines the quantile behavior of the relationship between the nuances of globalization and energy consumption while incorporating capital and economic growth in case of top-two most globalized countries – Netherlands and Ireland - by employing the recently developed quantile...

We use regular vine (r-vine), canonical vine (c-vine) and drawable vine (d-vine) copulas to examine the dependence risk characteristics of three 20-stock portfolios from the retail, manufacturing and gold-mining equity sectors of the Australian market in periods before, during and after the...

Crisis shocks often lead to changes in the interdependence across stock markets, and thus risk assessment and management. This paper investigates the extent to which the global financial crisis of 2008-2009, which was triggered by the US subprime crisis in 2007, and the European debt crisis...

This paper investigates the asymmetric transmission of income, carbon emissions and oil prices to renewable energy consumption for the long-run and short-run in G7 countries using quarterly data over the period from 1955Q1 to 2014Q4. We employ the nonlinear ARDL (NARDL) model to test for the...

This paper deals with statistics�and econometrics�properties of fractionally integra- ted GARCH (FIGARCH). We compare these characteristics with those of traditional models. We insist on the GARCH exponential/IGARCH in�nite decrease of volatility impact. Then, we apply it on three Tunisian...

Using a sample of quarterly data, we investigate the effect of electricity consumption, capital formation and financial development on economic growth in Portugal. A positive (negative) shock of electricity consumption is estimated to have increased (decreased) economic growth. Economic growth...

This paper investigates the relationship between S&P 500 prices, viewed as a US economic barometer, and a set of energy prices, including WTI, gasoline, heating, diesel and natural gas prices, using the Quantile Autoregressive Distributed Lags (QARDL) model recently developed by Cho et al....

This paper investigates the environmental impact of economic growth, energy consumption, financial development and globalization in China over the period 1970Q1-2015Q4. In particular we consider four dimensions of globalization namely economic, social, political and overall globalization. The...

In order to achieve the goal of carbon neutrality, as defined in the Paris climate agreement, the United States, the second-largest greenhouse gas emitter, must intensify its use of zero-carbon sources such as renewable energy. In this paper, we use the nonlinear autoregressive distributed lags...

We employ multifractal detrended fluctuation analysis (MF-DFA) to provide the first look at the efficiency of forex markets during the initial period of ongoing COVID-19 pandemic, which has disrupted the financial markets globally. We use high frequency (5-min interval) data of six major...