Asymmetric causality of economic policy uncertainty and oil volatility index on time-varying nexus of the clean energy, carbon and green bond

X Wang, J Li, X Ren - International Review of Financial Analysis, 2022 - Elsevier
Vigorously developing the clean energy industry, improving the carbon allowance trading
scheme, and issuing green bonds can effectively reduce emissions. To this end, this study …

The COVID-19 storm and the energy sector: The impact and role of uncertainty

JJ Szczygielski, J Brzeszczyński, A Charteris… - Energy Economics, 2022 - Elsevier
Prior research has shown that energy sector stock prices are impacted by uncertainty. The
coronavirus (COVID-19) pandemic has given rise to widespread health and economic …

Oil price shocks, economic policy uncertainty and industry stock returns in China: Asymmetric effects with quantile regression

W You, Y Guo, H Zhu, Y Tang - Energy Economics, 2017 - Elsevier
This paper investigates the impact of crude oil shocks and China's economic policy
uncertainty on stock returns at different locations on the return distributions. Based on …

Asymmetric impacts of oil price uncertainty on Chinese stock returns under different market conditions: Evidence from oil volatility index

J Xiao, M Zhou, F Wen, F Wen - Energy Economics, 2018 - Elsevier
The crude oil volatility index (OVX) is a direct and more accurate measure of oil price
uncertainty. This paper uses this kind of implied volatility index of oil prices to investigate the …

Oil price uncertainty and clean energy stock returns: New evidence from crude oil volatility index

A Dutta - Journal of Cleaner Production, 2017 - Elsevier
Earlier studies evidence that oil price shocks have significant impacts on clean energy stock
returns. While the previous literature uses traditional oil price series to investigate such …

Oil price uncertainty and audit fees: Evidence from the energy industry

F Wen, M Chen, Y Zhang, X Miao - Energy Economics, 2023 - Elsevier
This study examines how oil price uncertainty, measured by implied volatility, affects audit
fees. Using samples from the energy industry, we find that oil price uncertainty increases …

Does market sentiment and global uncertainties influence ESG-oil nexus? A time-frequency analysis

P Bhattacherjee, S Mishra, SH Kang - Resources Policy, 2023 - Elsevier
This study investigates the influence of market sentiment and global uncertainties on the
ESG-oil nexus for ten developed and eleven emerging countries from 4/1/2016 to 1/31/2023 …

Impacts of oil implied volatility shocks on stock implied volatility in China: Empirical evidence from a quantile regression approach

J Xiao, C Hu, G Ouyang, F Wen - Energy Economics, 2019 - Elsevier
This paper investigates the impacts of changes in the implied volatility index of the oil market
(OVX) on the changes in the implied volatility index of the Chinese stock market (VXFXI). A …

Forecasting the good and bad uncertainties of crude oil prices using a HAR framework

X Gong, B Lin - Energy Economics, 2017 - Elsevier
Good (or bad) uncertainty is the volatility that is associated with positive (or negative)
innovations to asset prices. This paper proposes new heterogeneous autoregressive type …

The linkages between oil market uncertainty and Islamic stock markets: Evidence from quantile-on-quantile approach

B Lin, T Su - Energy Economics, 2020 - Elsevier
In recent years, Islamic finance has become increasingly influential, especially Islamic
stocks, which have created huge investment attractiveness. At the same time, the …