Quantile-Frequency Connectedness among Climate Change Stocks: The Roles of Climate Change Attention and Global Uncertainties

Journal of Cleaner Production, Год журнала: 2024, Номер unknown, С. 143719 - 143719

Опубликована: Сен. 1, 2024

Язык: Английский

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Managing risk and reaping rewards: Climate‐change futures as a game‐changer for energy futures markets

Journal of Futures Markets, Год журнала: 2024, Номер 44(8), С. 1338 - 1356

Опубликована: Май 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.

Язык: Английский

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Influence and predictive power of sentiment: Evidence from the lithium market

Finance research letters, Год журнала: 2024, Номер 68, С. 105871 - 105871

Опубликована: Авг. 5, 2024

Язык: Английский

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Static and dynamic return and volatility connectedness between transportation tokens and transportation indices: Evidence from quantile connectedness approach

The North American Journal of Economics and Finance, Год журнала: 2024, Номер 75, С. 102312 - 102312

Опубликована: Ноя. 10, 2024

Язык: Английский

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Exploring the connection between geopolitical risks and energy markets

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

Опубликована: Дек. 1, 2024

Язык: Английский

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