Causal nexus between energy consumption and economic growth for high, middle and low income countries using frequency domain analysis
This study aims to investigate the causal nexus between energy consumption and economic
growth for 119 countries from all over the world having at-least 30 years of available data on …
growth for 119 countries from all over the world having at-least 30 years of available data on …
Green bond vs. Islamic bond: Which one is more environmentally friendly?
This research investigates the dynamic dependence and causality relationship of the S&P
Kensho Clean Energy (CE) and Cleantech (CT) indices with two green bond indices …
Kensho Clean Energy (CE) and Cleantech (CT) indices with two green bond indices …
Dynamic correlations and hedging effectiveness between gold and stock markets: Evidence for BRICS countries
W Chkili - Research in International Business and Finance, 2016 - Elsevier
This paper examines the dynamic relationships between gold and stock markets using data
for the BRICS counties. For this purpose, we estimate the Asymmetric DCC model for weekly …
for the BRICS counties. For this purpose, we estimate the Asymmetric DCC model for weekly …
The impact of digital finance on the natural resource market: Evidence from DeFi, oil, and gold
The purpose of this study is to examine the interconnectedness between DeFi and natural
resource assets in terms of return and volatility spillovers, as well as the effectiveness of …
resource assets in terms of return and volatility spillovers, as well as the effectiveness of …
Energy consumption and economic growth for selected OECD countries: Further evidence from the Granger causality test in the frequency domain
This paper aims to reexamine the causal relationship between energy consumption and
economic growth for 20 OECD countries. To that end, we employ a Granger causality test in …
economic growth for 20 OECD countries. To that end, we employ a Granger causality test in …
On the economic determinants of the gold–inflation relation
We examine the long term dynamic relation between inflation and the price of gold. We
begin by showing that there is no cointegration between gold and inflation if the volatile …
begin by showing that there is no cointegration between gold and inflation if the volatile …
The causal relationship between financial development and economic growth in Africa
Previous empirical studies on the causal relationship between financial development and
economic growth are not instructive given their failure to unearth the causality trend across …
economic growth are not instructive given their failure to unearth the causality trend across …
Are effects of COVID-19 pandemic on financial markets permanent or temporary? Evidence from gold, oil and stock markets
The purpose of this study is to examine the effect of COVID-19 pandemic on gold, oil,
conventional and Islamic stock markets. Two variables as the number of new COVID-19 …
conventional and Islamic stock markets. Two variables as the number of new COVID-19 …
Oil and stock returns: Frequency domain evidence
C Ciner - Journal of International Financial Markets, Institutions …, 2013 - Elsevier
This paper examines the relation between oil price changes and stock returns. By using
recently developed frequency domain methods, the study shows that there is significant time …
recently developed frequency domain methods, the study shows that there is significant time …
Gold and inflation (s)–A time-varying relationship
What is the relationship between the price of gold and inflation? How stable is it–over time
and across measures of inflation? We examine this for three countries (the USA, the UK and …
and across measures of inflation? We examine this for three countries (the USA, the UK and …