Modelling Volatility in the Commodity Market Amidst Russia- Ukraine War DOI Open Access
Kingsley Imandojemu, Abubakar Sule

Energy RESEARCH LETTERS, Journal Year: 2024, Volume and Issue: 5(Early View)

Published: Jan. 13, 2024

We pursue two noteworthy effects of the Russia-Ukraine war on commodity market volatility. First, we construct a index while modelling Second, explore relationship between and volatility using various estimators. find consistent patterns in models selected Our results show that triggered

Language: Английский

Burden of the global energy price crisis on households DOI Open Access
Yuru Guan, Yan Jin, Yuli Shan

et al.

Nature Energy, Journal Year: 2023, Volume and Issue: 8(3), P. 304 - 316

Published: Feb. 16, 2023

Language: Английский

Citations

267

Liquid hydrogen superconducting transmission based super energy pipeline for Pacific Rim in the context of global energy sustainable development DOI
Boyu Qin, Hongzhen Wang, Yong Liao

et al.

International Journal of Hydrogen Energy, Journal Year: 2024, Volume and Issue: 56, P. 1391 - 1396

Published: Jan. 4, 2024

Language: Английский

Citations

21

Quantile spillovers and connectedness between oil shocks and stock markets of the largest oil producers and consumers DOI Creative Commons
Waqas Hanif, Sinda Hadhri, Rim El Khoury

et al.

Journal of commodity markets, Journal Year: 2024, Volume and Issue: 34, P. 100404 - 100404

Published: April 21, 2024

This study explores the connectedness between major oil-producing and consuming countries' stock markets (United States, China, Russia, India) different oil shocks categorized as demand, supply, risk shocks, following Ready's (2018) framework. Employing a quantile-based approach quantile cross-spectral dependence, our analysis spans from July 02, 2007 to May 31, 2023, encompassing diverse market conditions events. These methodologies help identify interdependence patterns in extreme scenarios at time intervals. Key findings show variations how these respond depending on quantiles. Demand-related have most significant spillover effects United India, while risk-related dominate transmitters of India median Market interconnectedness strengthens during conditions, reflecting historical Additionally, bearish offer diversification opportunities countries crude oil. emphasizes need for tailored investment strategies, monitoring global demand trends, dynamic portfolio management, inclusion portfolios, proactive responses players geopolitical insights benefit investors policymakers seeking optimize strategies interconnected financial landscape.

Language: Английский

Citations

21

Impact of natural resources and technology on economic development and sustainable environment – Analysis of resources-energy-growth-environment linkages in BRICS DOI
Hewu Kuang, Yiyan Liang, Wenjia Zhao

et al.

Resources Policy, Journal Year: 2023, Volume and Issue: 85, P. 103865 - 103865

Published: July 8, 2023

Language: Английский

Citations

39

Forecasting oil, coal, and natural gas prices in the pre-and post-COVID scenarios: Contextual evidence from India using time series forecasting tools DOI Open Access
Md Shabbir Alam, Muntasir Murshed, Palanisamy Manigandan

et al.

Resources Policy, Journal Year: 2023, Volume and Issue: 81, P. 103342 - 103342

Published: Feb. 11, 2023

Language: Английский

Citations

36

Asymmetric efficiency in petroleum markets before and during COVID-19 DOI
Muhammad Abubakr Naeem, Saqib Farid, Imran Yousaf

et al.

Resources Policy, Journal Year: 2023, Volume and Issue: 86, P. 104194 - 104194

Published: Sept. 25, 2023

Language: Английский

Citations

35

Do geopolitical risks facilitate the global energy transition? Evidence from 39 countries in the world DOI
Shanyong Wang, Jing Wang, Wenfu Wang

et al.

Resources Policy, Journal Year: 2023, Volume and Issue: 85, P. 103952 - 103952

Published: July 22, 2023

Language: Английский

Citations

30

A novel deep-learning technique for forecasting oil price volatility using historical prices of five precious metals in context of green financing – A comparison of deep learning, machine learning, and statistical models DOI
Muhammad Mohsin, Fouad Jamaani

Resources Policy, Journal Year: 2023, Volume and Issue: 86, P. 104216 - 104216

Published: Oct. 1, 2023

Language: Английский

Citations

25

Volatility forecasting of crude oil futures based on Bi-LSTM-Attention model: The dynamic role of the COVID-19 pandemic and the Russian-Ukrainian conflict DOI
Yan Xu,

Tianli Liu,

Pei Du

et al.

Resources Policy, Journal Year: 2023, Volume and Issue: 88, P. 104319 - 104319

Published: Nov. 15, 2023

Language: Английский

Citations

25

Extreme risk spillovers between SC, WTI and Brent crude oil futures-Evidence from Time-varying Granger causality test DOI
Xiaohang Ren, Yue He,

Chuanwang Liu

et al.

Energy, Journal Year: 2025, Volume and Issue: unknown, P. 135495 - 135495

Published: March 1, 2025

Language: Английский

Citations

1