Exploring downside risk dependence across energy markets: Electricity, conventional energy, carbon, and clean energy during episodes of market crises

Energy Economics, Год журнала: 2023, Номер 127, С. 107082 - 107082

Опубликована: Окт. 10, 2023

Язык: Английский

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Understanding the effects of artificial intelligence on energy transition: The moderating role of Paris Agreement

Energy Economics, Год журнала: 2024, Номер 131, С. 107388 - 107388

Опубликована: Фев. 6, 2024

Язык: Английский

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Quantifying the volatility spillover dynamics between financial stress and US financial sectors: Evidence from QVAR connectedness

International Review of Financial Analysis, Год журнала: 2024, Номер 95, С. 103434 - 103434

Опубликована: Июль 1, 2024

This study uses quantile vector-autoregressive to examine volatility connectedness among a global financial stress index (including five categories: credit, equity valuation, funding, safe assets, and volatility) US sectors under low, moderate, extreme conditions. The dataset includes the special periods covering crisis, China COVID-19 pandemic, Russian–Ukrainian war, Silicon Valley Bank failure, Credit Suisse bank crisis. findings imply that spillover effects series are higher during than low moderate periods. During of volatility, credit category sector indices net shock transmitters, but periods, become receivers alongside funding categories indices. also exhibit recipient roles at levels those

Язык: Английский

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Extreme weather, policy uncertainty, and risk spillovers between energy, financial, and carbon markets

Energy Economics, Год журнала: 2024, Номер 137, С. 107761 - 107761

Опубликована: Июль 10, 2024

Язык: Английский

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Commonality in systemic risk from green and conventional energy

Energy Economics, Год журнала: 2024, Номер unknown, С. 107404 - 107404

Опубликована: Фев. 1, 2024

Our study is a novel attempt to examine the sub-industry sectors of conventional energy (i.e., oil & gas, crude production, refinery marketing, and equipment services) sector green renewable energy) analyse systemic risk commonality. The results show that for has decreased since 2006, indicating shift towards net-zero emissions. Further, we develop contagion index (SCI) energy. SCI shows lower than However, appears create during crises, its herding characteristics investors' preference crises. A mild commonality between provides an opportunity energy, thus enhancing possibility achieving These findings provide guidance policymakers build global policy achieve emissions in 2050.

Язык: Английский

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Does climate policy uncertainty exacerbate extreme risk spillovers between green economy and energy metals?

Resources Policy, Год журнала: 2024, Номер 91, С. 104946 - 104946

Опубликована: Март 27, 2024

Язык: Английский

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Clean energy market connectedness and investment strategies: New evidence from DCC-GARCH R2 decomposed connectedness measures

Energy Economics, Год журнала: 2024, Номер 136, С. 107680 - 107680

Опубликована: Июнь 12, 2024

Язык: Английский

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The nexus between ReFi, carbon, fossil energy, and clean energy assets: Quantile time–frequency connectedness and portfolio implications

Energy Economics, Год журнала: 2024, Номер 132, С. 107456 - 107456

Опубликована: Март 4, 2024

Язык: Английский

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Extreme time-frequency connectedness across U.S. sector stock and commodity futures markets

International Review of Economics & Finance, Год журнала: 2024, Номер 93, С. 1176 - 1197

Опубликована: Май 5, 2024

Язык: Английский

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Quantile connectedness and network among Green bonds, Renewable Energy, and G7 sustainability markets

Renewable Energy, Год журнала: 2024, Номер 231, С. 120943 - 120943

Опубликована: Июль 10, 2024

Язык: Английский

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