J Cui, M Goh, B Li, H Zou - Energy, 2021 - Elsevier
This paper investigates the time-frequency dependence and risk connectedness among oil and stock markets in oil-importing and oil-exporting countries using the wavelet coherence …
Analyzing comovements and connectedness is critical for providing significant implications for crypto-portfolio risk management. However, most existing research focuses on the lower …
J Cui, A Maghyereh - Journal of Commodity Markets, 2023 - Elsevier
Investigating the dependence and connectedness among global oil markets is of great significance for cross-market investors and regulators. However, most of the existing studies …
This paper investigates the time-frequency dependence, extreme risk spillovers, and dynamic linkages between oil and China's commodity futures markets, using wavelet …
J Cui, M Goh, H Zou - Journal of Cleaner Production, 2021 - Elsevier
Global climate change caused by human activities has posed a huge threat to the environmental governance and sustainability of human-being. Fortunately, the carbon …
This paper uses the wavelet coherency method to reveal the timescale-varying driving mechanism of 12 different types of weather conditions data on risk measures of China's …
W Ahmad, S Rais - Emerging Markets Finance and Trade, 2018 - Taylor & Francis
This article examines the time-varying spillover and its implications on hedging and portfolio diversification for clean energy equities (WilderHill New Energy Global Innovation Index …
The purpose of this paper is to examine dynamic co-movements and portfolio management strategies between UK stock indices (aggregate market index and sector indices) and each …
RM Nasir, F He - Journal of Cleaner Production, 2023 - Elsevier
This study aims to investigate the hedging properties of aggregate clean energy markets and their subsectors against China economic policy uncertainty from September 14, 2012, to …