[HTML][HTML] Forecasting Bitcoin price direction with random forests: How important are interest rates, inflation, and market volatility?

SA Basher, P Sadorsky - Machine Learning with Applications, 2022 - Elsevier
Bitcoin has grown in popularity and has now attracted the attention of individual and
institutional investors. Accurate Bitcoin price direction forecasts are important for determining …

Dynamic nonlinear connectedness between the green bonds, clean energy, and stock price: the impact of the COVID-19 pandemic

S Chai, W Chu, Z Zhang, Z Li, MZ Abedin - Annals of Operations Research, 2022 - Springer
This paper uses weekly data from July 01, 2011 to July 09, 2021 to examine the dynamic
nonlinear connectedness between the green bonds, clean energy, and stock price around …

Role of renewable energy investment and geopolitical risk in green finance development: Empirical evidence from BRICS countries

C Dong, H Wu, J Zhou, H Lin, L Chang - Renewable Energy, 2023 - Elsevier
Global efforts are being made to achieve ecological sustainability while reducing the
consequences of environmental degradation. We used panel data from Brazil, Russia, India …

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 …

Dynamic connectedness, spillover, and optimal hedging strategy among FinTech, Sukuk, and Islamic equity markets

MR Rabbani, SM Billah, M Shaik, M Rahman… - Global Finance …, 2023 - Elsevier
The paper investigates the dynamic connectedness, spillover, and optimal hedging strategy
of the FinTech, Sukuk, and Islamic equity markets. The CAViaR approach, TVP-VAR …

Dynamic spillovers and connectedness between crude oil and green bond markets

I Yousaf, W Mensi, XV Vo, SH Kang - Resources Policy, 2024 - Elsevier
In this paper, we examine dynamic frequency spillovers, co-movements and volatility
transmission among green bond yields and crude oil. We use different econometric methods …

Natural resources and financial development: Role of corporate social responsibility on green economic growth in Vietnam

L Cai, TT Le - Resources Policy, 2023 - Elsevier
In this study, the relationship among natural resources, financial development, and the role
of corporate social responsibility (CSR) on green economic growth in Vietnam has been …

Does Bitcoin affect decomposed oil shocks differently? Evidence from a quantile-based framework

H Feng, D Gao, K Duan, A Urquhart - International Review of Financial …, 2023 - Elsevier
This paper studies the impact of Bitcoin on decomposed oil price shocks within a quantile-
based framework, through which the underlying investment sheltering role of Bitcoin for …

Climate change and fossil fuel prices: A GARCH-MIDAS analysis

MM Tumala, A Salisu, YB Nmadu - Energy Economics, 2023 - Elsevier
In this study, we investigate the connection between climate change and the volatility of
fossil fuel prices using the GARCH-MIDAS framework which accommodates mixed data …

How do carbon, stock, and renewable energy markets interact: Evidence from Europe

L Qiu, L Chu, R Zhou, H Xu, S Yuan - Journal of Cleaner Production, 2023 - Elsevier
In a low-carbon context, the connectedness among carbon, stock, and renewable energy
markets has been strengthening. This study examines the effect of Brexit, the launch of the …