Can crude oil price returns drive stock returns of oil producing countries in Africa? Evidence from bivariate and multiple wavelet

E Asafo-Adjei, AM Adam, P Darkwa - … and Finance in Emerging …, 2024 - Taylor & Francis
We examine the time-frequency lead-lag relationships and degree of integration between
crude oil price returns and stock returns of six oil-producing countries in Africa–Nigeria …

Hourly oil price volatility: The role of COVID-19

N Devpura, PK Narayan - Energy Research Letters, 2020 - erl.scholasticahq.com
In this paper, we study the evolution of hourly oil price volatility. Using multiple measures of
oil price volatility, we conclude that volatility increased following the onset of COVID-19. After …

Does crude oil price stimulate economic policy uncertainty in BRICS?

CW Su, SW Huang, M Qin, M Umar - Pacific-Basin Finance Journal, 2021 - Elsevier
This paper applies the quantile Granger causality test, to explore whether the economic
policy uncertainty (EPU) is affected by the crude oil price (COP) shocks in BRICS countries …

Assessing energy security in Africa based on multi-dimensional approach of principal composite analysis

DA Alemzero, H Sun, M Mohsin, N Iqbal… - … Science and Pollution …, 2021 - Springer
The concept of energy security has become an increasingly challenging issue in Africa,
forcing energy-deficient countries to forge mutual partnerships with energy sufficient …

[HTML][HTML] The nexus between oil price and stock market: Evidence from South Asia

F Alamgir, SB Amin - Energy Reports, 2021 - Elsevier
We examine the interactive link between oil prices and the stock market in the 4 selected
South Asian countries using a Nonlinear Autoregressive Distributed Lag (NARDL) model for …

Geopolitical risks and the oil-stock nexus over 1899–2016

N Antonakakis, R Gupta, C Kollias… - Finance Research Letters, 2017 - Elsevier
Markets are invariably influenced and affected not only by the usual array of economic and
financial factors, but also by uncertainty inducing shocks. Using monthly stock and oil data …

Integrated decision recommendation system using iteration-enhanced collaborative filtering, golden cut bipolar for analyzing the risk-based oil market spillovers

A Mikhaylov, IM Bhatti, H Dinçer, S Yüksel - Computational Economics, 2024 - Springer
This article is dedicated analyzing the interdependence of oil prices and exchange rate
movements of oil exporting countries (the Russian ruble, Euro, Canadian dollar, Chinese …

Measuring energy and environmental efficiency interactions towards CO2 emissions reduction without slowing economic growth in central and western Europe

J Zhang, AK Patwary, H Sun, M Raza… - Journal of environmental …, 2021 - Elsevier
Given the economic growth and energy consumption patterns, most countries are striving to
solve the problems of CO 2 emissions reduction to achieve sustainable development. This …

Does economic policy uncertainty matter for carbon emission? Evidence from US sector level data

Y Jiang, Z Zhou, C Liu - Environmental Science and Pollution Research, 2019 - Springer
Economic policy uncertainty (EPU) will affect the external business environment of economic
entities, which in turn affects the decision-making of economic entities. Meanwhile, carbon …

Financial stress, economic policy uncertainty, and oil price uncertainty

GN Apostolakis, C Floros, K Gkillas, M Wohar - Energy Economics, 2021 - Elsevier
The role of non-financial sector market fluctuations such as the role of oil price uncertainty
either on financial stability or on policy-related economic uncertainty has not been …