The bubble contagion effect of COVID-19 outbreak: Evidence from crude oil and gold markets

C Gharib, S Mefteh-Wali, SB Jabeur - Finance research letters, 2021 - Elsevier
This paper examines the causal relationship between crude oil and gold spot prices to
assess how the economic impact of COVID-19 has affected them. We analyze West Texas …

Financialization of commodities before and after the great financial crisis

F Natoli - Journal of Economic Surveys, 2021 - Wiley Online Library
More than 12 years after the historical oil price spike, the financialization of commodities and
the interaction among different types of commodity investors remain a hot topic. We review …

The effect of energy R&D expenditures on CO2 emission reduction: estimation of the STIRPAT model for OECD countries

E Koçak, ZŞ Ulucak - Environmental Science and Pollution Research, 2019 - Springer
Energy innovations are critical to combating global warming and climate change. In this
context, we focus on the impact of energy research–development (R&D) expenditures …

Oil volatility, oil and gas firms and portfolio diversification

N Antonakakis, J Cunado, G Filis, D Gabauer… - Energy Economics, 2018 - Elsevier
This paper investigates the volatility spillovers and co-movements among oil prices and
stock prices of major oil and gas corporations over the period between 18th June 2001 and …

2014 oil plunge: Causes and impacts on renewable energy

MI Khan, T Yasmeen, A Shakoor, NB Khan… - … and Sustainable Energy …, 2017 - Elsevier
Following four years of relative stability at around $106 per barrel (bbl), oil prices have
declined sharply since June 2014 and are expected to remain low for a considerable period …

Do all clean energy stocks respond homogeneously to oil price?

L Pham - Energy Economics, 2019 - Elsevier
This paper investigates whether the relationship between oil price and clean energy stock is
homogeneous across sub-sectors of the clean energy stock market and its implications for …

Spillovers between oil and stock returns in the US energy sector: does idiosyncratic information matter?

YR Ma, D Zhang, Q Ji, J Pan - Energy Economics, 2019 - Elsevier
This paper investigates the inter-connectedness between WTI oil price returns and the
returns of listed firms in the US energy sector. Specifically, we focus on the issue of whether …

Do booms and busts identify bubbles in energy prices?

K Khan, CW Su, A Khurshid - Resources Policy, 2022 - Elsevier
The rapid growth of the energy industry and its impact on the global economy have attracted
special attention. This study examines the explosiveness of different energy prices from …

Real time monitoring of asset markets: Bubbles and crises

PCB Phillips, S Shi - Handbook of statistics, 2020 - Elsevier
While each financial crisis has its own characteristics there is now widespread recognition
that crises arising from sources such as financial speculation and excessive credit creation …

Financial bubble implosion and reverse regression

PCB Phillips, SP Shi - Econometric Theory, 2018 - cambridge.org
Expansion and collapse are two key features of a financial asset bubble. Bubble expansion
may be modeled using a mildly explosive process. Bubble implosion may take several …