S Degiannakis, G Filis, V Arora - The Energy Journal, 2018 - journals.sagepub.com
Do oil prices and stock markets move in tandem or in opposite directions? The complex and time varying relationship between oil prices and stock markets has caught the attention of …
P Wei, Y Qi, X Ren, G Gozgor - Energy Economics, 2023 - Elsevier
This study contributes to the existing literature on the relationship between oil market shocks and the green bond market by investigating the impact of the COVID-19 pandemic on their …
MZ Chishti, AA Khalid, M Sana - Resources Policy, 2023 - Elsevier
This article endeavors to reveal the asymmetric effects of the Ukraine-Russia War (URW) on various markets, including energy, metals, and agriculture. To do so, the study deploys the …
Traditional approaches to structural vector autoregressions (VARs) can be viewed as special cases of Bayesian inference arising from very strong prior beliefs. These methods …
H Kuang, Y Liang, W Zhao, J Cai - Resources Policy, 2023 - Elsevier
To examine the effects of technological advancements and natural resources in the energy- growth-environment nexus for a panel of BRICS (Brazil, Russia, India, China, and South …
This chapter provides an overview of and user's guide to dynamic factor models (DFMs), their estimation, and their uses in empirical macroeconomics. It also surveys recent …
It has been 40 years since the oil crisis of 1973/74. This crisis has been one of the defining economic events of the 1970s and has shaped how many economists think about oil price …
J Liu, F Ma, Y Tang, Y Zhang - Energy Economics, 2019 - Elsevier
Motivated by the importance of geopolitical risk and its possible predictive power for oil volatility, this paper aims to quantitatively investigate the role of geopolitical risk (GPR) …
TH Le, AT Le, HC Le - Research in International Business and Finance, 2021 - Elsevier
Abstract On 20 April 2020, the West Texas Intermediate (WTI) crude oil price dropped to negative levels for the first time in history. This study examines the factors underlying the …