Dynamic spillover effects among crude oil, precious metal, and agricultural commodity futures markets

SH Kang, R McIver, SM Yoon - Energy Economics, 2017 - Elsevier
This paper examines spillover effects among six commodity futures markets–gold, silver,
West Texas Intermediate crude oil, corn, wheat, and rice–by employing the multivariate …

The critical role of education and ICT in promoting environmental sustainability in Eastern and Southern Africa: A panel VAR approach

OA Shobande, SA Asongu - Technological Forecasting and Social Change, 2022 - Elsevier
The struggle to combat climate change remains complex and challenging. Currently, two
climate change approaches, namely, mitigation and adaptation, have been widely …

Dynamic connectedness and portfolio strategies: Energy and metal markets

PE Mandacı, EÇ Cagli, D Taşkın - Resources Policy, 2020 - Elsevier
In this paper, we investigate the volatility spillover effect among the global commodity futures
(including both energy and metal futures; global stock markets (covering both Developed …

Time-varying volatility spillovers between oil prices and precious metal prices

DÇ Yıldırım, EI Cevik, Ö Esen - Resources Policy, 2020 - Elsevier
This paper tackles whether there is a return and volatility spillover effect between oil price
and precious metal prices such as gold, silver, platinum, and palladium using the causality …

Exploring the time and frequency domain connectedness of oil prices and metal prices

Z Umar, S Nasreen, SA Solarin, AK Tiwari - Resources Policy, 2019 - Elsevier
This paper explores the time and frequency domain connectedness between oil prices and
metal prices for the period of 1980 M1-2017 M5. We employ DECO-GARCH model for equi …

Is climate change a monetary phenomenon? Evidence from time series analysis

OA Shobande - … Journal of Sustainable Development & World …, 2022 - Taylor & Francis
This study examined the role of monetary policy in addressing climate change in the East
African Community using a time series approach. The empirical evidence shows that …

Quantile causality and dependence between crude oil and precious metal prices

M Shafiullah, SM Chaudhry, M Shahbaz… - … Journal of Finance & …, 2021 - Wiley Online Library
This paper examines long‐run dependence and causality between oil and precious metal
(gold, silver, platinum, palladium, steel, and titanium) prices across quantiles by exploiting …

Solar events and the US energy sector: a novel sectoral spillover GVAR approach introducing indirect GIRFs (IGIRF)

T Daglis, KN Konstantakis, P Xidonas… - Annals of Operations …, 2023 - Springer
Based on what we know today, there is a strong linkage between solar activity and the
energy sector. In this work, we study the linkage between extreme solar events and the US …

Deep q-learning and preference based multi-agent system for sustainable agricultural market

ME Pérez-Pons, RS Alonso, Ó García, G Marreiros… - Sensors, 2021 - mdpi.com
Yearly population growth will lead to a significant increase in agricultural production in the
coming years. Twenty-first century agricultural producers will be facing the challenge of …

Financial development, human capital development and climate change in East and Southern Africa

OA Shobande, SA Asongu - Environmental Science and Pollution …, 2021 - Springer
Africa is currently experiencing both financial and human development challenges. While
several continents have advocated for financial development in order to acquire …