create a website

Dynamic dependence and spillover among the energy related ETFs: From the hedging effectiveness perspective. (2024). Tiwari, Aviral ; Naeem, Muhammad ; Zhang, Jing ; Ji, Hao.
In: Energy Economics.
RePEc:eee:eneeco:v:136:y:2024:i:c:s014098832400389x.

Full description at Econpapers || Download paper

Cited: 4

Citations received by this document

Cites: 71

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. The dynamic connectedness between oil price shocks and emerging market economies stock markets: Evidence from new approaches. (2025). Tiwari, Aviral ; Bekun, Festus ; Dam, Mehmet Metin ; Altinta, Halil.
    In: Energy Economics.
    RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324008107.

    Full description at Econpapers || Download paper

  2. Evaluating Growth and Crisis Risk Dynamics of Sustainable Climate Exchange-Traded Funds. (2024). Ullah, Atta ; Liu, Xiyu ; Zeeshan, Muhammad ; Shah, Waheed Ullah.
    In: Sustainability.
    RePEc:gam:jsusta:v:16:y:2024:i:22:p:10049-:d:1523475.

    Full description at Econpapers || Download paper

  3. Dynamic Connectedness Among Alternative and Conventional Energy ETFs Based on the TVP-VAR Approach. (2024). Górka, Joanna ; Kuziak, Katarzyna ; Grka, Joanna.
    In: Energies.
    RePEc:gam:jeners:v:17:y:2024:i:23:p:5929-:d:1529737.

    Full description at Econpapers || Download paper

  4. Navigating median and extreme volatility in stock markets: Implications for portfolio strategies. (2024). Naeem, Muhammad Abubakr.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:95:y:2024:i:c:s1059056024004994.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Adekoya, O. ; Oliyide, J. How COVID-19 drives connectedness among commodity and financial markets: evidence from TVP-VAR and causality-in-quantiles techniques. 2021 Res. Policy. 70 -

  2. Akhtaruzzaman, M. ; Boubaker, S. ; Lucey, B.M. ; Sensoy, A. Is gold a hedge or a safe-haven asset in the COVID–19 crisis?. 2021 Econ. Model.. 102 -

  3. Antonakakis, N. ; Chatziantoniou, I. ; Gabauer, D. Refined measures of dynamic connectedness based on time-varying parameter vector autoregressions. 2020 J. Risk Financ. Manag.. 13 -

  4. Bai, J. ; Shi, S. Estimating High Dimensional Covariance Matrices and its Applications. 2011 :

  5. Belhassine, O. Volatility spillovers and hedging effectiveness between the oil market and Eurozone sectors: a tale of two crises. 2020 Res. Int. Bus. Financ.. 53 -

  6. Benlagha, N. ; Karim, S. ; Naeem, M. ; Lucey, B. ; Vigne, S. Risk connectedness between energy and stock markets: evidence from oil importing and exporting countries. 2022 Energy Econ.. 115 -

  7. Bildirici, M.E. ; Salman, M. ; Ersin, Ö.Ö. Nonlinear contagion and causality nexus between oil, gold, VIX investor sentiment, exchange rate and stock market returns: the MS-GARCH copula causality method. 2022 Mathematics. 10 4035-

  8. Billah, M. ; Karim, S. ; Naeem, M.A. ; Vigne, S.A. Return and volatility spillovers between energy and BRIC markets: evidence from quantile connectedness. 2022 Res. Int. Bus. Financ.. 62 -

  9. Bollerslev, T. Generalized autoregressive conditional heteroskedasticity. 1986 J. Econ.. 31 307-327

  10. Cappiello, L. ; Engle, R.F. ; Sheppard, K. Asymmetric dynamics in the correlations of global equity and bond returns. 2006 J. Financ. Econ.. 4 537-572

  11. Çelik, İ. ; Sak, A. ; Höl, A. ; Vergili, G. The dynamic connectedness and hedging opportunities of implied and realized volatility: evidence from clean energy ETFs. 2022 N. Am. J. Econ. Financ.. 60 -

  12. Chen, Y. ; Xu, J. ; Miao, J. Dynamic volatility contagion across the Baltic dry index, iron ore price and crude oil price under the COVID-19: a copula-VAR-BEKK-GARCH-X approach. 2023 Res. Policy. 81 -

  13. Christoffersen, P. ; Pelletier, D. Backtesting value-at-risk: a duration-based approach. 2004 J. Financ. Econ.. 2 84-108

  14. Christoffersen, P.F. Evaluating interval forecasts. 1998 Int. Econ. Rev.. 39 841-862
    Paper not yet in RePEc: Add citation now
  15. Deng, J. ; Guan, S. ; Zheng, H. ; Xing, X. ; Liu, C. Dynamic spillovers and asymmetric connectedness between fossil energy and green financial markets: evidence from China. 2022 Front. Energy Res.. 10 -
    Paper not yet in RePEc: Add citation now
  16. Dias, A. ; Embrechts, P. Modeling exchange rate dependence dynamics at different time horizons. 2010 J. Int. Money Financ.. 29 1687-1705

  17. Diebold, F.X. ; Ylmaz, K. Better to give than to receive: predictive directional measurement of volatility spillovers. 2012 Int. J. Forecast.. 28 57-66

  18. Diebold, F.X. ; Ylmaz, K. On the network topology of variance decompositions: measuring the connectedness of financial firms. 2014 J. Econ.. 182 119-134

  19. Ding, Q. ; Huang, J. ; Zhang, H. Time-frequency spillovers among carbon, fossil energy and clean energy markets: the effects of attention to climate change. 2022 Int. Rev. Financ. Anal.. 83 -

  20. Duan, X. ; Xao, Y. ; Ren, X. ; Taghizadeh-Hesary, F. ; Duan, K. Dynamic spillover between traditional energy markets and emerging green markets: implications for sustainable development. 2023 Res. Policy. 82 -

  21. Dutta, A. ; Bouri, E. ; Noor, M.H. Climate bond, stock, gold, and oil markets: dynamic correlations and hedging analyses during the COVID-19 outbreak. 2021 Res. Policy. 74 -
    Paper not yet in RePEc: Add citation now
  22. Elsayed, A.H. ; Nasreen, S. ; Tiwari, A.K. Time-varying co-movements between energy market and global financial markets: implication for portfolio diversification and hedging strategies. 2020 Energy Econ.. 90 -

  23. Engle, R. Dynamic conditional correlation: a simple class of multivariate generalized autoregressive conditional heteroskedasticity models. 2002 J. Bus. Econ. Stat.. 20 339-350

  24. Engle, R.F. ; Bollerslev, T. Modelling the persistence of conditional variances. 1986 Econ. Rev.. 5 1-50
    Paper not yet in RePEc: Add citation now
  25. Engle, R.F. ; Ng, V.K. Measuring and testing the impact of news on volatility. 1993 J. Financ.. 48 1749-1778

  26. Engle, R.F. ; Sheppard, K. Theoretical and empirical properties of dynamic conditional correlation multivariate GARCH. 2001 NBER Work. Paper. w8554 -

  27. Farid, S. ; Kayani, G.M. ; Naeem, M.A. ; Shahzad, S.J.H. Intraday volatility transmission among precious metals, energy and stocks during the COVID-19 pandemic. 2021 Res. Policy. 72 -

  28. Ghosh, I. ; Sanyal, M.K. ; Jana, R.K. Co-movement and dynamic correlation of financial and energy markets: an integrated framework of nonlinear dynamics, wavelet analysis and DCC-GARCH. 2021 Comput. Econ.. 57 503-527

  29. Glosten, L.R. ; Jagannathan, R. ; Runkle, D.E. On the relation between the expected value and the volatility of the nominal excess return on stocks. 1993 J. Financ.. 48 1779-1801

  30. Gong, X. ; Shi, R. ; Xu, J. ; Lin, B. Analyzing spillover effects between carbon and fossil energy markets from a time-varying perspective. 2021 Appl. Energy. 285 -

  31. Hadi, D. ; Naeem, M. ; Karim, S. Impact of COVID-19 on the connectedness across global hospitality stocks. 2022 Int. J. Hosp. Manag.. 104 -
    Paper not yet in RePEc: Add citation now
  32. Hautsch, N. ; Kyj, L.M. ; Oomen, R.C. A blocking and regularization approach to high-dimensional realized covariance estimation. 2012 J. Appl. Econ.. 27 625-645
    Paper not yet in RePEc: Add citation now
  33. Hentschel, L. All in the family nesting symmetric and asymmetric garch models. 1995 J. Financ. Econ.. 39 71-104
    Paper not yet in RePEc: Add citation now
  34. Ivosev, G. ; Burton, L. ; Bonner, R. Dimensionality reduction and visualization in principal component analysis. 2008 Anal. Chem.. 80 4933-4944
    Paper not yet in RePEc: Add citation now
  35. Ji, Q. ; Zhang, D. ; Zhao, Y. Searching for safe-haven assets during the COVID-19 pandemic. 2020 Int. Rev. Financ. Anal.. 71 -

  36. Jiang, W. ; Chen, Y. The time-frequency connectedness among carbon, traditional/new energy and material markets of China in pre- and post-COVID-19 outbreak periods. 2022 Energy. 246 -

  37. Joe, H. Multivariate Models and Dependence Concepts. 1997 Chapman & Hall: London
    Paper not yet in RePEc: Add citation now
  38. Jolliffe, Ian T. ; Jorge, Cadima Principal component analysis: a review and recent developments. 2016 Phil. Trans. R. Soc. A. 374 -
    Paper not yet in RePEc: Add citation now
  39. Kang, S. ; Hernandez, J.A. ; Sadorsky, P. ; McIver, R. Frequency spillovers, connectedness, and the hedging effectiveness of oil and gold for US sector ETFs. 2021 Energy Econ.. 99 -

  40. Karim, S. ; Khan, S. ; Mirza, N. ; Alawi, S.M. ; Taghizadeh-Hesary, F. Climate finance in the wake of COVID-19: connectedness of clean energy with conventional energy and regional stock markets. 2022 Clim. Change Econom.. 13 2240008-
    Paper not yet in RePEc: Add citation now
  41. Koop, G. ; Pesaran, M.H. ; Potter, S.M. Impulse response analysis in nonlinear multivariate models. 1996 J. Econ.. 74 119-147

  42. Lau, M.C.K. ; Vigne, S.A. ; Wang, S. ; Yarovaya, L. Return spillovers between white precious metal ETFs: the role of oil, gold, and global equity. 2017 Int. Rev. Financ. Anal.. 52 316-332

  43. Li, J. ; Umar, M. ; Huo, J. The spillover effect between Chinese crude oil futures market and Chinese green energy stock market. 2023 Energy Econ.. 119 -

  44. Madani, M.A. ; Ftiti, Z. Is gold a hedge or safe haven against oil and currency market movements? A revisit using multifractal approach. 2022 Ann. Oper. Res.. 367-400

  45. McNeil, A.J. ; Frey, R. Estimation of tail-related risk measures for heteroscedastic financial time series: an extreme value approach. 2000 J. Empir. Financ.. 7 271-300

  46. Mensi, W. ; Rehman, M. ; Vo, X. Spillovers and co-movements between precious metals and energy markets: implications on portfolio management. 2020 Res. Policy. 69 -

  47. Mensi, W. ; Rehman, M.U. ; Maitra, D. ; Al-Yahyaee, K.H. ; Vo, X.V. Oil, natural gas and BRICS stock markets: evidence of systemic risks and co-movements in the time-frequency domain. 2021 Res. Policy. 72 -

  48. Naeem, M. ; Balli, F. ; Shahzad, S. ; de Bruin, A. Energy commodity uncertainties and the systematic risk of US industries. 2020 Energy Econ.. 85 -

  49. Naeem, M. ; Karim, S. ; Yarovaya, L. ; Lucey, B. COVID-induced sentiment and the intraday volatility spillovers between energy and other ETFs. 2023 Energy Econ.. 122 -

  50. Nelson, D.B. Conditional heteroskedasticity in asset returns: a new approach. 1991 Econometrica. 347-370

  51. Patton, A.J. Estimation of multivariate models for time series of possibly different lengths. 2006 J. Appl. Econ.. 21 147-173

  52. Patton, A.J. Modelling asymmetric exchange rate dependence. 2006 Int. Econ. Rev.. 47 527-556

  53. Pesaran, H.H. ; Shin, Y. Generalized impulse response analysis in linear multivariate models. 1998 Econ. Lett.. 58 17-29

  54. Qiao, S. ; Dang, Y.J. ; Ren, Z.Y. ; Zhang, K.Q. The dynamic spillovers among carbon, fossil energy and electricity markets based on a TVP-VAR-SV method. 2023 Energy. 266 -

  55. Reboredo, J.C. Is gold a hedge or safe haven against oil price movements?. 2013 Res. Policy. 38 130-137

  56. Salisu, A. ; Vo, X. Predicting stock returns in the presence of COVID-19 pandemic: the role of health news. 2020 Int. Rev. Financ. Anal.. 71 -

  57. Schwert, G.W. Stock volatility and the crash ofâ€TM87. 1990 Rev. Financ. Stud.. 3 77-102
    Paper not yet in RePEc: Add citation now
  58. Shah, A.A. ; Paul, M. ; Bhanja, N. ; Dar, A.B. Dynamics of connectedness across crude oil, precious metals and exchange rate: evidence from time and frequency domains. 2021 Res. Policy. 73 -

  59. Sharif, A. ; Aloui, C. ; Yarovaya, L. COVID-19 pandemic, oil prices, stock market, geopolitical risk and policy uncertainty nexus in the US economy: fresh evidence from the wavelet-based approach. 2020 Int. Rev. Financ. Anal.. 70 -

  60. Siddique, M. ; Nobanee, H. ; Karim, S. ; Naz, F. Do green financial markets offset the risk of cryptocurrencies and carbon markets?. 2023 Int. Rev. Econ. Financ.. 86 -

  61. Siddique, M.A. ; Nobanee, H. ; Karim, S. ; Naz, F. Investigating the role of metal and commodity classes in overcoming resource destabilization. 2022 Res. Policy. 79 -

  62. Sitara, K. ; Khan, S. ; Mirza, N. ; Alawi, M.S. ; Hesary, F.T. Climate finance in the wake of COVID-19: connectedness of clean energy with conventional energy and regional stock markets. 2022 Clim. Change Econom.. 13 -

  63. Sklar, M. Fonctions de répartition à n dimensions et leurs marges. 1959 En : Publications de l’Institut Statistique de l’Universite de Paris. :
    Paper not yet in RePEc: Add citation now
  64. Tsay, R.S. Autoregressive conditional duration models. 2009 En : Palgrave Handbook of Econometrics: Volume 2: Applied Econometrics. Palgrave Macmillan UK: London

  65. Tsay, R.S. Financial time series. 2004 En : Encyclopedia of Statistical Sciences. :
    Paper not yet in RePEc: Add citation now
  66. Umar, M. ; Farid, S. ; Naeem, M. Time-frequency connectedness among clean-energy stocks and fossil fuel markets: comparison between financial, oil and pandemic crisis. 2022 Energy. 240 -

  67. Wang, X. ; Wang, J. ; Wang, W. ; Zhang, S. International and Chinese energy markets: dynamic spillover effects. 2023 Energy. 282 -

  68. Yilmaz, T. ; Çelik, I. ; Zeren, F. ; Sinan, E. Dynamic connectedness and hedging opportunity Nexus between clean energy, crude oil and technology sector. 2023 Int. J. Plant Anim. Environ. Sci.. 13 23-36
    Paper not yet in RePEc: Add citation now
  69. Zakoian, J.M. Threshold heteroskedastic models. 1994 J. Econ. Dyn. Control.. 18 931-955

  70. Zhang, P. ; Lv, Z.X. ; Pei, Z. ; Zhao, Y. Systemic risk spillover of financial institutions in China: a copula-DCC-GARCH approach. 2023 J. Eng. Res.. 100078 -
    Paper not yet in RePEc: Add citation now
  71. Zhang, W. ; He, X. ; Hamori, S. Volatility spillover and investment strategies among sustainability-related financial indexes: evidence from the DCC-GARCH-based dynamic connectedness and DCC-GARCH t-copula approach. 2022 Int. Rev. Financ. Anal.. 83 -

Cocites

Documents in RePEc which have cited the same bibliography

  1. Hedging commodities in times of distress: The case of COVID‐19. (2022). Tabak, Benjamin ; Silva, Thiago ; Magalhaes, Luiz Augusto ; Magalhes, Luiz Augusto.
    In: Journal of Futures Markets.
    RePEc:wly:jfutmk:v:42:y:2022:i:10:p:1941-1959.

    Full description at Econpapers || Download paper

  2. Dynamic dependence between clean investments and economic policy uncertainty. (2022). Guesmi, K ; Mzoughi, Hela ; Ndubuisi, Gideon ; Urom, C.
    In: MERIT Working Papers.
    RePEc:unm:unumer:2022027.

    Full description at Econpapers || Download paper

  3. Time-Varying Causalities in Prices and Volatilities between the Cross-Listed Stocks in Chinese Mainland and Hong Kong Stock Markets. (2022). Ye, Zhitao ; Lu, Xunfa ; Lin, Xiao ; Lai, Kin Keung ; Cui, Hairong.
    In: Mathematics.
    RePEc:gam:jmathe:v:10:y:2022:i:4:p:571-:d:747699.

    Full description at Econpapers || Download paper

  4. Fundamentals vs. Financialization during Extreme Events: From Backwardation to Contango, a Copper Market Analysis during the COVID-19 Pandemic. (2022). Martin-Garcia, Rodrigo ; Galan-Gutierrez, Juan Antonio.
    In: Mathematics.
    RePEc:gam:jmathe:v:10:y:2022:i:4:p:559-:d:747076.

    Full description at Econpapers || Download paper

  5. Infectious disease equity market volatility, geopolitical risk, speculation, and commodity returns: Comparative analysis of five epidemic outbreaks. (2022). Long, Shaobo ; Guo, Jiaqi.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:62:y:2022:i:c:s0275531922000770.

    Full description at Econpapers || Download paper

  6. Directional predictability and time-frequency spillovers among clean energy sectors and oil price uncertainty. (2022). Guesmi, Khaled ; Mzoughi, Hela ; Ndubuisi, Gideon ; Urom, Christian.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:85:y:2022:i:c:p:326-341.

    Full description at Econpapers || Download paper

  7. Connectedness between the COVID-19 related media coverage and Islamic equities: The role of economic policy uncertainty. (2022). Umar, Zaghum ; Mokni, Khaled ; Escribano, Ana.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:75:y:2022:i:c:s0927538x22001469.

    Full description at Econpapers || Download paper

  8. Do volatility spillover and hedging among GCC stock markets and global factors vary from normal to turbulent periods? Evidence from the global financial crisis and Covid-19 pandemic crisis. (2022). Yousaf, Imran ; Beljid, Makram ; Chaibi, Anis ; al Ajlouni, Ahmed.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:73:y:2022:i:c:s0927538x22000592.

    Full description at Econpapers || Download paper

  9. A comparative analysis of the financialization of commodities during COVID-19 and the global financial crisis using a quantile regression approach. (2022). Sharma, Aarzoo.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:78:y:2022:i:c:s0301420722003671.

    Full description at Econpapers || Download paper

  10. Gold-oil dynamic relationship and the asymmetric role of geopolitical risks: Evidence from Bayesian pdBEKK-GARCH with regime switching. (2022). Cao, Yan ; Cheng, Sheng ; Liang, Ruibin ; Jiang, Qisheng ; Han, Lingyu.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:78:y:2022:i:c:s0301420722003610.

    Full description at Econpapers || Download paper

  11. How does the COVID-19 outbreak affect the causality between gold and the stock market? New evidence from the extreme Granger causality test. (2022). Hong, Yanran ; Wang, LU ; Ma, Feng ; Liang, Chao.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:78:y:2022:i:c:s0301420722003051.

    Full description at Econpapers || Download paper

  12. The time-frequency connectedness among metal, energy and carbon markets pre and during COVID-19 outbreak. (2022). Chen, Yunfei ; Jiang, Wei.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:77:y:2022:i:c:s0301420722002112.

    Full description at Econpapers || Download paper

  13. Multiscale dependence, spillovers, and connectedness between precious metals and currency markets: A hedge and safe-haven analysis. (2022). Vo, Xuan Vinh ; Mensi, Walid ; Mahmood, Syed Riaz ; Kang, Sang Hoon.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:77:y:2022:i:c:s0301420722002008.

    Full description at Econpapers || Download paper

  14. Does oil connect differently with prominent assets during war? Analysis of intra-day data during the Russia-Ukraine saga. (2022). YAYA, OLAOLUWA ; Al-Faryan, Mamdouh Abdulaziz Sa ; Adekoya, Oluwasegun ; Saleh, Mamdouh Abdulaziz ; Oliyide, Johnson A.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:77:y:2022:i:c:s0301420722001763.

    Full description at Econpapers || Download paper

  15. Commodity and financial markets’ fear before and during COVID-19 pandemic: Persistence and causality analyses. (2022). Adekoya, Oluwasegun ; Oliyide, Johnson A.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:76:y:2022:i:c:s0301420722000496.

    Full description at Econpapers || Download paper

  16. Dynamic connectedness in non-ferrous commodity markets: Evidence from India using TVP-VAR and DCC-GARCH approaches. (2022). Ghate, Kshitish ; Mishra, Aswini Kumar.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:76:y:2022:i:c:s030142072200023x.

    Full description at Econpapers || Download paper

  17. Rethinking financial contagion: Information transmission mechanism during the COVID-19 pandemic. (2022). Yarovaya, Larisa ; lucey, brian ; Lau, Chi Keung ; Brzeszczynski, Janusz ; Goodell, John W ; Brzeszczyski, Janusz ; Marco, Chi Keung.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:79:y:2022:i:c:s1042443122000725.

    Full description at Econpapers || Download paper

  18. Do the green bonds overreact to the COVID-19 pandemic?. (2022). Cui, Tianxiang ; Suleman, Muhammad Tahir ; Zhang, Hongwei.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:49:y:2022:i:c:s1544612322003208.

    Full description at Econpapers || Download paper

  19. NFTs and asset class spillovers: Lessons from the period around the COVID-19 pandemic. (2022). Demir, Ender ; Aharon, David Y.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:47:y:2022:i:pa:s1544612321004840.

    Full description at Econpapers || Download paper

  20. Time-frequency volatility spillovers between major international financial markets during the COVID-19 pandemic. (2022). Li, Ping ; Huang, Lixin ; Wang, Dong.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:46:y:2022:i:pa:s1544612321003007.

    Full description at Econpapers || Download paper

  21. The economic value of high-frequency data in equity-oil hedge. (2022). Kuang, Wei.
    In: Energy.
    RePEc:eee:energy:v:239:y:2022:i:pa:s0360544221021526.

    Full description at Econpapers || Download paper

  22. How connected is the agricultural commodity market to the news-based investor sentiment?. (2022). Uddin, Gazi ; Pham, Linh ; Cepni, Oguzhan ; Akyildirim, Erdinc.
    In: Energy Economics.
    RePEc:eee:eneeco:v:113:y:2022:i:c:s0140988322003279.

    Full description at Econpapers || Download paper

  23. Efficient markets are more connected: An entropy-based analysis of the energy, industrial metal and financial markets. (2022). Wang, Xiaoyang.
    In: Energy Economics.
    RePEc:eee:eneeco:v:111:y:2022:i:c:s014098832200233x.

    Full description at Econpapers || Download paper

  24. Green investments: A luxury good or a financial necessity?. (2022). Yousaf, Imran ; Demirer, Riza ; Suleman, Muhammad Tahir.
    In: Energy Economics.
    RePEc:eee:eneeco:v:105:y:2022:i:c:s0140988321005909.

    Full description at Econpapers || Download paper

  25. Value investing versus other investment strategies: A volatility spillover approach and portfolio hedging strategies for investors. (2022). Papathanasiou, Spyros ; Dokas, Ioannis ; Koutsokostas, Drosos.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822001097.

    Full description at Econpapers || Download paper

  26. Impacts of COVID-19 on global stock sectors: Evidence from time-varying connectedness and asymmetric nexus analysis. (2022). Dong, Zibing ; Li, Yanshuang ; Zhuang, Xintian ; Wang, Jian.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822001000.

    Full description at Econpapers || Download paper

  27. Time-frequency causality and dependence structure between crude oil, EPU and Chinese industry stock: Evidence from multiscale quantile perspectives. (2022). Xing, Zhanming ; Chen, Yiwen ; Ren, Yinghua ; Hau, Liya ; Zhu, Huiming.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:61:y:2022:i:c:s1062940822000523.

    Full description at Econpapers || Download paper

  28. The COVID-19 effects on cryptocurrency markets: robust evidence from time-frequency analysis. (2022). Hung, Ngo Thai.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-21-00769.

    Full description at Econpapers || Download paper

  29. Volatility spillovers and contagion between energy sector and financial assets during COVID-19 crisis period. (2021). Jeribi, Ahmed ; Ghorbel, Achraf.
    In: Eurasian Economic Review.
    RePEc:spr:eurase:v:11:y:2021:i:3:d:10.1007_s40822-021-00181-6.

    Full description at Econpapers || Download paper

  30. Impacts of Stock Indices, Oil, and Twitter Sentiment on Major Cryptocurrencies during the COVID-19 First Wave. (2021). Kyriazis, Ikolaos A.
    In: Bulletin of Applied Economics.
    RePEc:rmk:rmkbae:v:8:y:2021:i:2:p:133-146.

    Full description at Econpapers || Download paper

  31. The impact of COVID-19-related media coverage on the return and volatility connectedness of cryptocurrencies and fiat currencies. (2021). Umar, Zaghum ; Jareño, Francisco ; De, Maria ; Jareo, Francisco.
    In: Technological Forecasting and Social Change.
    RePEc:eee:tefoso:v:172:y:2021:i:c:s0040162521004571.

    Full description at Econpapers || Download paper

  32. Do news sentiment and the economic uncertainty caused by public health events impact macroeconomic indicators? Evidence from a TVP-VAR decomposition approach. (2021). Hamori, Shigeyuki ; Zhang, Yulian.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:82:y:2021:i:c:p:145-162.

    Full description at Econpapers || Download paper

  33. How COVID-19 has affected stock market persistence? Evidence from the G7’s. (2021). Bentes, Sonia R.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:581:y:2021:i:c:s0378437121004830.

    Full description at Econpapers || Download paper

  34. Return and volatility transmission between emerging markets and US debt throughout the pandemic crisis. (2021). Umar, Zaghum ; Riaz, Yasir ; Manel, Youssef ; Gubareva, Mariya.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:67:y:2021:i:c:s0927538x21000706.

    Full description at Econpapers || Download paper

  35. Modelling the heterogeneous relationship between the crude oil implied volatility index and African stocks in the coronavirus pandemic. (2021). Owusu Junior, Peterson ; Boateng, Ebenezer ; Adam, Anokye M.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721003986.

    Full description at Econpapers || Download paper

  36. The safe-haven property of precious metal commodities in the COVID-19 era. (2021). Mefteh-Wali, Salma ; Vasbieva, Dinara G ; Lahiani, Amine.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721003494.

    Full description at Econpapers || Download paper

  37. Cryptocurrencies and oil price shocks: A NARDL analysis in the COVID-19 pandemic. (2021). Jareño, Francisco ; Lopez, Raquel ; De, Maria ; Jareo, Francisco ; Ramos, Ana Rosa.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721002920.

    Full description at Econpapers || Download paper

  38. Oil prices and agricultural commodity markets: Evidence from pre and during COVID-19 outbreak. (2021). Hung, Ngo Thai.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721002476.

    Full description at Econpapers || Download paper

  39. Health outcomes and the resource curse paradox: The experience of African oil-rich countries. (2021). Adekoya, Oluwasegun ; Owoeye, Taiwo ; Oduyemi, Gabriel Olusegun.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721002154.

    Full description at Econpapers || Download paper

  40. The role of coronavirus news in the volatility forecasting of crude oil futures markets: Evidence from China. (2021). Niu, Zibo ; Liu, Yuanyuan ; Gao, Wang ; Zhang, Hongwei.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721001872.

    Full description at Econpapers || Download paper

  41. Risk transmission from the COVID-19 to metals and energy markets. (2021). Yousaf, Imran.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721001707.

    Full description at Econpapers || Download paper

  42. On the connection between oil and global foreign exchange markets: The role of economic policy uncertainty. (2021). Fasanya, Ismail ; Adekoya, Oluwasegun ; Adetokunbo, Abiodun M.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721001240.

    Full description at Econpapers || Download paper

  43. How does economic policy uncertainty connect with the dynamic spillovers between precious metals and bitcoin markets?. (2021). Oliyide, Johnson ; Fasanya, Ismail ; AGBATOGUN, TAOFEEK ; Adekoya, Oluwasegun.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721000921.

    Full description at Econpapers || Download paper

  44. Spillovers in higher moments and jumps across US stock and strategic commodity markets. (2021). Jalkh, Naji ; Bouri, Elie ; Xu, Yahua ; Lei, Xiaojie ; Zhang, Hongwei.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721000775.

    Full description at Econpapers || Download paper

  45. Price overreactions in the commodity futures market: An intraday analysis of the Covid-19 pandemic impact. (2021). Czudaj, Robert ; van Hoang, Thi Hong ; Borgards, Oliver.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:71:y:2021:i:c:s0301420720309946.

    Full description at Econpapers || Download paper

  46. Economic policy uncertainty and the volatility connectedness between oil shocks and metal market: An extension. (2021). Oliyide, Johnson ; Adekoya, Oluwasegun ; Khan, Muhammad A.
    In: International Economics.
    RePEc:eee:inteco:v:167:y:2021:i:c:p:136-150.

    Full description at Econpapers || Download paper

  47. Media sentiment and short stocks performance during a systemic crisis. (2021). Umar, Zaghum ; Oliyide, Johnson ; Adekoya, Oluwasegun ; Gubareva, Mariya.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:78:y:2021:i:c:s1057521921002222.

    Full description at Econpapers || Download paper

  48. Green markets integration in different time scales: A regional analysis. (2021). Brahim, Mariem ; Abid, Ilyes ; Mzoughi, Hela ; Urom, Christian.
    In: Energy Economics.
    RePEc:eee:eneeco:v:98:y:2021:i:c:s0140988321001596.

    Full description at Econpapers || Download paper

  49. Dynamic and frequency-domain risk spillovers among oil, gold, and foreign exchange markets: Evidence from implied volatility. (2021). Ding, Qian ; Chen, Jinyu ; Huang, Jianbai.
    In: Energy Economics.
    RePEc:eee:eneeco:v:102:y:2021:i:c:s0140988321003960.

    Full description at Econpapers || Download paper

  50. Uncertainty Due to Pandemic and the Volatility Connectedness Among Asian REITs Market. (2021). Oliyide, Johnson ; Fasanya, Ismail ; Periola-Fatunsin, Ololade.
    In: Asian Economics Letters.
    RePEc:ayb:jrnael:48.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-09-30 10:05:59 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated August, 3 2024. Contact: Jose Manuel Barrueco.