Exploring the impacts of major events on the global oil and food markets DOI

Guohua Ni,

満 斎藤, Zhenling Chen

et al.

Socio-Economic Planning Sciences, Journal Year: 2024, Volume and Issue: 95, P. 102019 - 102019

Published: July 14, 2024

Language: Английский

Risk spillovers between the BRICS and the U.S. staple grain futures markets DOI

Ying-Hui Shao,

Yan-Hong Yang,

Wei‐Xing Zhou

et al.

Finance research letters, Journal Year: 2025, Volume and Issue: unknown, P. 106835 - 106835

Published: Jan. 1, 2025

Language: Английский

Citations

0
Effects of oil shocks on global securitized real estate markets DOI

Nafeesa Yunus

Finance research letters, Journal Year: 2025, Volume and Issue: unknown, P. 106871 - 106871

Published: Jan. 1, 2025

Language: Английский

Citations

0
Analysis of Self-Similarity in Short and Long Movements of Crude Oil Prices by Combination of Stationary Wavelet Transform and Range-Scale Analysis: Effects of the COVID-19 Pandemic and Russia-Ukraine War DOI Creative Commons
Salim Lahmiri

Fractal and Fractional, Journal Year: 2025, Volume and Issue: 9(3), P. 176 - 176

Published: March 14, 2025

This paper examines the self-similarity (long memory) in prices of crude oil markets, namely Brent and West Texas Instruments (WTI), by means fractals. Specifically, price series are decomposed stationary wavelet transform (SWT) to obtain their short long oscillations. Then, Hurst exponent is estimated from each resulting oscillation rescaled analysis (R/S) represent hidden fractals original series. The performed during three periods: calm period (before COVID-19 pandemic), pandemic, Russia-Ukraine war. In summary, WTI exhibited significant increases persistence movements pandemic addition, they showed a increase anti-persistence decrease It concluded that both war significantly affected memory prices.

Language: Английский

Citations

0
Exploring dependence structure between oil and biofuel commodities: Insights from European and North American markets DOI
Blanka Łęt

Finance research letters, Journal Year: 2025, Volume and Issue: unknown, P. 107300 - 107300

Published: April 1, 2025

Language: Английский

Citations

0
Analysing a frequency and quantile connectedness spillover dynamics nexus: Metals, grains, and energy markets under economic signals DOI
Hemachandra Padhan, Mustafa Koçoğlu

Energy Economics, Journal Year: 2025, Volume and Issue: unknown, P. 108580 - 108580

Published: May 1, 2025

Language: Английский

Citations

0
Exploring the impacts of major events on the global oil and food markets DOI

Guohua Ni,

満 斎藤, Zhenling Chen

et al.

Socio-Economic Planning Sciences, Journal Year: 2024, Volume and Issue: 95, P. 102019 - 102019

Published: July 14, 2024

Language: Английский

Citations

1