Exploring downside risk dependence across energy markets: Electricity, conventional energy, carbon, and clean energy during episodes of market crises
This study examines the relationship of extreme downside risk in various energy markets,
including electricity, clean/conventional energy, and carbon markets during several …
including electricity, clean/conventional energy, and carbon markets during several …
Analyzing the market performance of Romanian firms: do the COVID-19 crisis and classification type matter?
Purpose Stock market performance is paramount to every country, as it signifies economic
growth, business performance, wealth maximization, savings deployment and consumer …
growth, business performance, wealth maximization, savings deployment and consumer …
Frequency spillovers between oil shocks and stock markets of top oil-producing and-consuming economies
Motivated by large oil price swings, high economic and geopolitical uncertainties, and the
financialization of oil, this paper examines the frequency spillovers and co-movements …
financialization of oil, this paper examines the frequency spillovers and co-movements …
Deciphering asymmetric spillovers in US industries: Insights from higher-order moments
Incorporating higher-order moments, like realized volatility, skewness, and kurtosis, is
crucial for understanding asymmetric asset pricing trends. Our research rigorously …
crucial for understanding asymmetric asset pricing trends. Our research rigorously …
[HTML][HTML] Quantile spillovers and connectedness between oil shocks and stock markets of the largest oil producers and consumers
W Hanif, S Hadhri, R El Khoury - Journal of Commodity Markets, 2024 - Elsevier
This study explores the connectedness between major oil-producing and consuming
countries' stock markets (United States, China, Russia, India) and different oil shocks …
countries' stock markets (United States, China, Russia, India) and different oil shocks …
[HTML][HTML] How does green finance promote renewable energy technology innovation? A quasi-natural experiment perspective
The importance of green finance policies, particularly in the realm of innovation in
renewable energy technologies, should not be overlooked while assessing the …
renewable energy technologies, should not be overlooked while assessing the …
[HTML][HTML] Oil shocks and the transmission of higher-moment information in US industry: Evidence from an asymmetric puzzle
Using a cross-quantilogram approach, this study analyzes the transmission of higher-
moment information across US industries with high-frequency (one-minute) data. We …
moment information across US industries with high-frequency (one-minute) data. We …
Risk dynamics in energy transition: Evaluating downside risks and interconnectedness in fossil fuel and renewable energy markets
Amidst rising concerns over climate change, the global shift from oil-powered vehicles to
lithium-powered electric vehicles marks a critical pivot in the energy sector. This transition …
lithium-powered electric vehicles marks a critical pivot in the energy sector. This transition …
Tail risk spillover effects in commodity markets: A comparative study of crisis periods
This research aims to investigate the propagation of extreme downside risk, commonly
referred to as tail risk, within commodity markets using an innovative CAViaR-based …
referred to as tail risk, within commodity markets using an innovative CAViaR-based …
Tail risk spillovers between Shanghai oil and other markets
This paper uses daily returns data from January 2011 to December 2022 to analyse the tail
risk spillovers between Shanghai oil and a sample of stock and commodities markets. The …
risk spillovers between Shanghai oil and a sample of stock and commodities markets. The …