M Khudaykulova, H Yuanqiong… - International Journal of …, 2022 - researchgate.net
Since the end of the Cold War, the sanctions against Russia have been the harshest and most costly imposed on a major economy. They appear to be unprecedented in terms of …
In this paper, we use the improved Diebold & Yilmaz method based on TVP-VAR-SV model to analyze dynamic connectedness between energy, precious metal, industrial metal …
J Guo, S Long, W Luo - International Review of Financial Analysis, 2022 - Elsevier
With the acceleration of global energy transition and financialization, intense climate policy uncertainty and financial speculation have significant impacts on the global energy market …
The determinants of natural resources rents have been extensively analyzed in the resources economics and policy literature; however, the role of geopolitical risk and …
In recent years, the escalating economic policy uncertainty (EPU) spurs a growing body of research on the interactions between EPU and financial markets. However, the spillovers …
Financial development and geopolitical risks can significantly affect sustainable development. However, the roles of these factors in sustainable development are rarely …
This review aims to produce insight into the volatilities trio (COVID-19 crisis, stock markets, and crude oil volatility). The understanding of risk trends in stock markets of G7 economies …
L Chang, M Mohsin, A Hasnaoui… - … Forecasting and Social …, 2023 - Elsevier
Achieving a balance between future greenhouse gas reduction and sustained economic growth is of utmost importance. This study leverages machine learning (ML), specifically …
Using high frequency data and connectedness measures based on a time-varying parameter vector autoregression (TVP-VAR) model, we study dynamic connectedness …