Exploring the connection between geopolitical risks and energy markets DOI Creative Commons
Dora Almeida, Paulo Ferreira, Andreia Dionísio

et al.

Energy Economics, Journal Year: 2024, Volume and Issue: unknown, P. 108113 - 108113

Published: Dec. 1, 2024

Language: Английский

Quantile-Frequency Connectedness among Climate Change Stocks: The Roles of Climate Change Attention and Global Uncertainties DOI
Mohammad Enamul Hoque, Masnun Mahi,

Lain-Tze Tee

et al.

Journal of Cleaner Production, Journal Year: 2024, Volume and Issue: unknown, P. 143719 - 143719

Published: Sept. 1, 2024

Language: Английский

Citations

3
Managing risk and reaping rewards: Climate‐change futures as a game‐changer for energy futures markets DOI
Mohammad Enamul Hoque, M. Kabir Hassan, Luca Pezzo

et al.

Journal of Futures Markets, Journal Year: 2024, Volume and Issue: 44(8), P. 1338 - 1356

Published: May 20, 2024

Abstract Climate‐change futures provide a platform for low‐carbon portfolios and energy market risk hedging. Climate changes induce uncertainty in energy‐commodity markets. We investigate the potential of diversifying hedging with climate‐change futures, using dynamic conditional correlation (DCC)‐ordinary least squares (OLS) incorporating quantile‐dummies cross‐quantilogram (CQ) approaches. DCC‐OLS models reveal that World USA exhibit they can be diversifiers oil, ethanol, gasoil, gasoline. These also features natural gas, coal, heating oil. Euro demonstrate capabilities all commodities except oil gasoil. World, USA, have to serve as safe‐haven financial instruments face high volatility Brent crude The CQ reveals capacity against gasoline, futures. may protect investments during extreme commodities.

Language: Английский

Citations

2
Influence and predictive power of sentiment: Evidence from the lithium market DOI
Woojin Jeong, Seongwan Park,

Seungyun Lee

et al.

Finance research letters, Journal Year: 2024, Volume and Issue: 68, P. 105871 - 105871

Published: Aug. 5, 2024

Language: Английский

Citations

2
Static and dynamic return and volatility connectedness between transportation tokens and transportation indices: Evidence from quantile connectedness approach DOI
Erkan USTAOĞLU

The North American Journal of Economics and Finance, Journal Year: 2024, Volume and Issue: 75, P. 102312 - 102312

Published: Nov. 10, 2024

Language: Английский

Citations

2
Exploring the connection between geopolitical risks and energy markets DOI Creative Commons
Dora Almeida, Paulo Ferreira, Andreia Dionísio

et al.

Energy Economics, Journal Year: 2024, Volume and Issue: unknown, P. 108113 - 108113

Published: Dec. 1, 2024

Language: Английский

Citations

2