Climate and economic policy are closely correlated with energy consumption. This study
investigates the bi-directional causality between renewable (REC) and non-renewable …

Motivated by recent investigations on the connections between geopolitical risk and crude
oil prices, we implement a moving average strategy using the geopolitical risk index to …

This study examines the interconnectedness and risk profile of hydrogen in comparison to
other assets from December 2019 to April 2022, using a time-varying copula approach. The …

GDP, monetary variables, corruption, and uncertainty are crucial to energy policy decisions
in today's interrelated world. The global energy crisis, aggravated by rising energy prices …

Abstract The Russia-Ukraine War, which has lasted for over a year, has been proven to
significantly impact crude oil prices. This article aims to explore the channels through which …

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 …

Abstract Algorithms based on Empirical Mode Decomposition (EMD) and Iterative Filtering
(IF) are largely implemented for representing a signal as superposition of simpler well …

This study proposes a new, novel crude oil price forecasting method based on online media
text mining, with the aim of capturing the more immediate market antecedents of price …

The existing contradictory findings on the contribution of trading volume to volatility
forecasting prompt us to seek new solutions to test the sequential information arrival …

This paper aims to explore the impact of war attention on stock volatility predictability by
constructing a new war attention index and employing an extended GARCH-MIDAS-ES …