Climate policy uncertainty and world renewable energy index volatility forecasting

C Liang, M Umar, F Ma, TLD Huynh - Technological Forecasting and Social …, 2022 - Elsevier
Since the signing of the Paris Agreement in 2015, the global energy structure has
undergone unprecedented adjustment, and renewable energy has ushered in a new period …

Volatility of clean energy and natural gas, uncertainty indices, and global economic conditions

J Wang, F Ma, E Bouri, J Zhong - Energy Economics, 2022 - Elsevier
Existing studies rely on exogenous drivers to improve the accuracy of the volatility
forecasting of the least polluting fossil fuels, natural gas. However, the academic literature …

[HTML][HTML] Do uncertainties affect clean energy markets? Comparisons from a multi-frequency and multi-quantile framework

Y Li, C Yan, X Ren - Energy Economics, 2023 - Elsevier
Clean energy market has great potential to promote the balance between economic
development and environmental protection, and has gradually become one of the vital …

International stock market risk contagion during the COVID-19 pandemic

Y Liu, Y Wei, Q Wang, Y Liu - Finance Research Letters, 2022 - Elsevier
This paper examines the risk contagion among international stock markets during the
COVID-19 pandemic by using the realized volatility information from sixteen major stock …

[PDF][PDF] Research on the impact of green finance on carbon emissions: evidence from China

J Bai, Z Chen, X Yan, Y Zhang - Economic research-Ekonomska …, 2022 - hrcak.srce.hr
Research on the impact of green finance on carbon emissions: evidence from China Page 1
Full Terms & Conditions of access and use can be found at https://www.tandfonline.com/action/journalInformation?journalCode=rero20 …

Geopolitical oil price uncertainty transmission into core inflation: evidence from two of the biggest global players

CC Lee, G Olasehinde-Williams, O Özkan - Energy Economics, 2023 - Elsevier
This research argues that inflation indirectly correlates with geopolitics through the oil
markets. The argument is that uncertainties generated by geopolitics are often transmitted …

Uncertainty due to infectious diseases and energy market volatility

A Salisu, I Adediran - Energy Research Letters, 2020 - erl.scholasticahq.com
Motivated by the COVID-19 pandemic, we examine the role of uncertainty due to infectious
diseases in predicting energy market volatility using the new dataset on Equity Market …

Which sentiment index is more informative to forecast stock market volatility? Evidence from China

C Liang, L Tang, Y Li, Y Wei - International Review of Financial Analysis, 2020 - Elsevier
In this paper, we investigate the predictive ability of three sentiment indices constructed by
social media, newspaper, and Internet media news to forecast the realized volatility (RV) of …

Forecasting crude oil market volatility using variable selection and common factor

Y Zhang, MIM Wahab, Y Wang - International Journal of Forecasting, 2023 - Elsevier
This paper aims to improve the predictability of aggregate oil market volatility with a
substantially large macroeconomic database, including 127 macro variables. To this end …

Do geopolitical oil price risk influence stock market returns and volatility of Pakistan: Evidence from novel non-parametric quantile causality approach

N Khan, A Saleem, O Ozkan - Resources Policy, 2023 - Elsevier
The influence of oil price disturbances and geopolitical risk on stock returns and volatility
has been investigated by many scholars in different settings, though few of these have …