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

и другие.

Energy Economics, Год журнала: 2024, Номер unknown, С. 108113 - 108113

Опубликована: Дек. 1, 2024

Язык: Английский

The influence of e-satisfaction on users' e-loyalty toward e-wallet payment apps: a mediated-moderated model DOI
Manaf Al‐Okaily

International Journal of Emerging Markets, Год журнала: 2023, Номер unknown

Опубликована: Окт. 19, 2023

Purpose The purpose of this study is to investigate the antecedent factors influencing e-loyalty toward e-wallet payment apps in developing countries (e.g. Jordan). This also investigates mediating role perceived usefulness (PU) and moderating electronic word mouth (e-WOM) these apps. Design/methodology/approach An online questionnaire was used for data collection from 251 actual users To estimate test research-proposed model, partial least squares structural equation modeling (PLS-SEM) employed. Findings results mainly confirm that trust (PT), financial cost (PFC) ease use were found be determinants PU; security (PS), PT, PFC, enjoyment (PE) e-satisfaction, whereas e-satisfaction e-WOM Likewise, support significant effect e-WOM. Conversely, direct indirect impact PU health benefits (PHB) on not supported; therefore, hypotheses H4, H5 H9 rejected. Originality/value contributes understanding critical success underlying during post-COVID-19 era, which can help policymakers banks other institutions (service providers) increase diffusion rate inclusion by usage

Язык: Английский

Процитировано

74

Downside risk connectedness between Islamic sectors and green bond markets: implications for hedging and investment strategies DOI Creative Commons
Mabruk Billah, Mohammad Enamul Hoque, Faruk Balli

и другие.

Applied Economics, Год журнала: 2024, Номер 56(59), С. 8900 - 8933

Опубликована: Янв. 2, 2024

This study explores the relationship between green bond and Islamic sectoral markets in terms of downside risk. A new framework was developed using CAViaR QVAR techniques to construct hedging portfolio strategies. Results show higher levels risk connectedness spillover across different environments, with short-run outperforming long-run. The are time-varying, influenced by major events like Shale Oil Revolution, US–China trade war, COVID-19 pandemic, Russo-Ukrainian conflict. Green market indices China, European Union, US, global receive net shocks moderate environments various frequencies. US bonds exhibit transmitter roles a downside-risk environment. Sectors BM, OG, FIN, CG, HC shock transmitters, while TELE UTL receivers Net CS, INDUS, TECH, subject environment

Язык: Английский

Процитировано

16

Volatility in Carbon Futures Amid Uncertainties: Considering Geopolitical and Economic Policy Factors DOI
Xiaoqing Wang,

Wenxin Jin,

Baochang Xu

и другие.

Journal of Futures Markets, Год журнала: 2025, Номер unknown

Опубликована: Янв. 20, 2025

ABSTRACT This study uses a quantile autoregressive distributed lag model to quantitatively evaluate the effects of economic policy uncertainty (EPU) and geopolitical risk (GPR) on volatility in carbon futures (carbon trading price [CTP]), considering both time asymmetries. The findings show that long‐term GPR CTP are more significant than short‐term effects, contrary EPU. Both EPU have predominantly positive CTP, while negatively affects factors mixed influences short term. location asymmetry reveals impacts most pronounced at higher quantiles, whereas exhibit subtle variations across different quantiles. intensify during structural shifts owing heightened events. Moreover, is proven as dominant contributor influencing fluctuation long terms. provide targeted recommendations for policymakers stabilize contribute towards achieving sustainable development.

Язык: Английский

Процитировано

2

Receiver or transmitter? Unlocking the role of green technology innovation in sustainable development, energy, and carbon markets DOI
Kai‐Hua Wang,

Cui-Ping Wen,

Baochang Xu

и другие.

Technology in Society, Год журнала: 2024, Номер 79, С. 102703 - 102703

Опубликована: Авг. 30, 2024

Язык: Английский

Процитировано

13

How does carbon market interact with energy and sectoral stocks? Evidence from risk spillover and wavelet coherence DOI
Lu‐Tao Zhao,

H. Liu,

Xue-Hui Chen

и другие.

Journal of commodity markets, Год журнала: 2024, Номер 33, С. 100386 - 100386

Опубликована: Фев. 4, 2024

Язык: Английский

Процитировано

12

Volatility interconnectedness among financial and geopolitical markets: Evidence from COVID-19 and Ukraine-Russia crises DOI
Mohammad Enamul Hoque, Mohammad Sahabuddin, Faik Bilgili

и другие.

Economic Analysis and Policy, Год журнала: 2024, Номер 82, С. 303 - 320

Опубликована: Март 18, 2024

Язык: Английский

Процитировано

10

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

Heng Lei,

Minggao Xue, Jing Ye

и другие.

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

Опубликована: Март 4, 2024

Язык: Английский

Процитировано

9

Exploring the dynamic links, implications for hedging and investment strategies between Sukuk and commodity market volatility: Evidence from country level analysis DOI Creative Commons
Mabruk Billah, Sinda Hadhri, Faruk Balli

и другие.

International Review of Economics & Finance, Год журнала: 2024, Номер 93, С. 350 - 371

Опубликована: Март 15, 2024

This research paper examines the influence of spillovers between volatility commodities (including soft commodities, precious metals, industrial along with energy) and returns sukuk. Using a notable sample fifteen sukuk country indices sixteen products, we examine time-varying criterion vector autoregression (TVP-VAR) based extended joint connectedness method contribute to correlation analysis literature by supplying comprehensive as well policy-oriented connection sukuks also commodities. Our results disclose that system-wide dynamic is slowly heterogeneous driven financial occasions. Next, look at potential determinants connectivity commodity markets, find global risk factors significantly impact degree markets. In particular, negative impacts on suggest some risk-mitigating properties may be related market leverage in composite portfolio bear conditions. addition, our results, using hedging efficiency Sharpe ratio, confirm hypothesis diversification opportunities markets networks.

Язык: Английский

Процитировано

8

Time-frequency Spillover and Early Warning of Climate Risk in International Energy Markets and Carbon Markets: from the Perspective of Complex Network and Machine Learning DOI
Changxin Xu,

Zaishi Chen,

Wenjun Zhu

и другие.

Energy, Год журнала: 2025, Номер unknown, С. 134857 - 134857

Опубликована: Фев. 1, 2025

Язык: Английский

Процитировано

1

Multilayer connectedness across geopolitical risks, clean, and dirty energy markets: The role of global uncertainty factors and climate surprise DOI Creative Commons
Ahmed H. Elsayed, Mohammad Enamul Hoque, Mabruk Billah

и другие.

Energy Economics, Год журнала: 2025, Номер unknown, С. 108342 - 108342

Опубликована: Фев. 1, 2025

Язык: Английский

Процитировано

1