Energy planning models (EPMs) play an indispensable role in policy formulation and energy
sector development. The forecasting of energy demand and supply is at the heart of an EPM …

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 …

The nexus between extreme events and energy price risk is of great importance in energy
finance analysis due to the fact that those events generally exert strong impacts on energy …

Air pollutants impact public health, socioeconomics, politics, agriculture, and the
environment. The objective of this study was to evaluate the ability of an artificial neural …

In this paper, multivariate GARCH models are used to model conditional correlations and to
analyze the volatility spillovers between oil prices and the stock prices of clean energy …

This paper aims to identify the most informative determinant in forecasting crude oil market
volatility. We use a new GARCH-class model based on mixed data sampling regression and …

The literature on oil prices considers real economic factors as the main drivers of changes in
oil prices. Using parametric and nonparametric methods, this study provides evidence that …

Motivated from Ross (1989) who maintains that asset volatilities are synonymous to the
information flow, we claim that cross-market volatility transmission effects are synonymous to …

We introduce sixteen HAR-type volatility models with structural breaks and estimate their
parameters by applying 5-min high-frequency transaction data for WTI crude oil futures. We …

Oil price shocks have a statistically significant impact on real stock returns
contemporaneously and/or within the following month in the US and 13 European countries …