Downside and upside risk spillovers between green finance and energy markets

H Mzoughi, C Urom, K Guesmi - Finance Research Letters, 2022 - Elsevier
This paper aims to build an incentive to mobilize the financial resources needed to
accelerate the transition to a climate resilient economy. To this end, we examine the …

Investigating the impact of geopolitical risks on the commodity futures

S Mitsas, P Golitsis, K Khudoykulov - Cogent Economics & Finance, 2022 - Taylor & Francis
This paper examines the effect of real-time global geopolitical risks (GPRs), acts (GPAs),
and threats (GPTs) indices on monthly returns and volatility of several American commodity …

Regime-switching energy price volatility: The role of economic policy uncertainty

AR Scarcioffolo, XL Etienne - International Review of Economics & Finance, 2021 - Elsevier
This paper analyzes the volatility patterns of oil and natural gas prices in the United States
and how they have changed due to economic policy uncertainty in the pre-and post-shale …

[HTML][HTML] CPPCNDL: Crude oil price prediction using complex network and deep learning algorithms

M Bristone, R Prasad, AA Abubakar - Petroleum, 2020 - Elsevier
Crude oil price prediction is a challenging task in oil producing countries. Its price is among
the most complex and tough to model because fluctuations of price of crude oil are highly …

[PDF][PDF] The Use of GARCH Autoregressive Models in Estimating and Forecasting the Crude Oil Volatility

RC Muşetescu, GE Grigore, S Nicolae - European Journal of Interdisciplinary …, 2022 - ejist.ro
Abstract1 Today, oil is one of the most popular commodities traded globally, due to its
indispensable character and multiple properties offered to mankind. Increased attention is …

[HTML][HTML] Investigating the Impact of Geopolitical Risks and Uncertainty Factors on Bitcoin

DC Rodrigues, P Golitsis, P Gkasis - Theoretical Economics Letters, 2024 - scirp.org
With the rise of cryptocurrencies and their appeal as alternative investment assets, this
study, using daily and weekly data from early 2015 to late 2023, aims to analyze the …

A Hybrid Deep Learning Approach for Crude Oil Price Prediction

H Aldabagh, X Zheng, R Mukkamala - Journal of Risk and Financial …, 2023 - mdpi.com
Crude oil is one of the world's most important commodities. Its price can affect the global
economy, as well as the economies of importing and exporting countries. As a result …

Modelling the Impact of World Oil Prices and the Mining and Quarrying Sector on the United Arab Emirates' GDP

A Al Humssi, M Petrovskaya, M Abueva - Mathematics, 2022 - mdpi.com
In this research, we aimed to model the impact of world oil prices on the gross domestic
product of the United Arab Emirates (UAE). The objective of the study was to determine the …

The spillover effects between natural gas and crude oil markets: The correlation network analysis based on multi-scale approach

X Li, M Sun, C Gao, H He - Physica A: Statistical Mechanics and its …, 2019 - Elsevier
This paper proposes a new compound model to investigate the dynamic linkage mechanism
between the natural gas and crude oil markets from the multi-scale perspective. In the …

Investigation of financial markets performance due to coronavirus outbreak: EGARCH and bivariate regression approach

A Rokhsari, N Doodman… - International Journal of …, 2022 - inderscienceonline.com
The emergence of COVID-19 since December 2019 has dramatically affected financial
markets and economies across the world. This paper aims to investigate the detrimental …