Oluwasegun Babatunde Adekoya
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
- Yaya, OlaOluwa S & Akano, Rafiu O & Adekoya, Oluwasegun B., 2021.
"Market efficiency and Volatility persistence of green investments before and during COVID-19 pandemic,"
MPRA Paper
113706, University Library of Munich, Germany.
- OlaOluwa Yaya & Rafiu Akano & Oluwasegun Adekoya, 2023. "Market Efficiency and Volatility Persistence of Green Investments Before and During the COVID-19 Pandemic," Asian Economics Letters, Asia-Pacific Applied Economics Association, vol. 4(1), pages 1-6.
Cited by:
- Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Sakiru A. Solarin & OlaOluwa S. Yaya, 2024. "Testing for Persistence in German Green and Brown Stock Market Indices," CESifo Working Paper Series 11207, CESifo.
- Yaya, OlaOluwa S. & Gil-Alana, Luis A. & Adekoya, Oluwasegun B. & Vo, Xuan Vinh, 2021.
"How fearful are Commodities and US stocks in response to Global fear? Persistence and Cointegration analyses,"
MPRA Paper
109829, University Library of Munich, Germany.
- Yaya, OlaOluwa S. & Gil-Alana, Luis A. & Adekoya, Oluwasegun B. & Vo, Xuan Vinh, 2021. "How fearful are commodities and US stocks in response to global fear? Persistence and cointegration analyses," Resources Policy, Elsevier, vol. 74(C).
Cited by:
- Maquieira, Carlos P. & Espinosa-Méndez, Christian & Gahona-Flores, Orlando, 2023. "How does economic policy uncertainty (EPU) impact copper-firms stock returns? International evidence," Resources Policy, Elsevier, vol. 81(C).
- Mensi, Walid & Ali, Syed Riaz Mahmood & Vo, Xuan Vinh & Kang, Sang Hoon, 2022. "Multiscale dependence, spillovers, and connectedness between precious metals and currency markets: A hedge and safe-haven analysis," Resources Policy, Elsevier, vol. 77(C).
- Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Sakiru A. Solarin & OlaOluwa S. Yaya, 2024. "Testing for Persistence in German Green and Brown Stock Market Indices," CESifo Working Paper Series 11207, CESifo.
- Yaya, OlaOluwa S & Akano, Rafiu O & Adekoya, Oluwasegun B., 2021.
"Market efficiency and Volatility persistence of green investments before and during COVID-19 pandemic,"
MPRA Paper
113706, University Library of Munich, Germany.
- OlaOluwa Yaya & Rafiu Akano & Oluwasegun Adekoya, 2023. "Market Efficiency and Volatility Persistence of Green Investments Before and During the COVID-19 Pandemic," Asian Economics Letters, Asia-Pacific Applied Economics Association, vol. 4(1), pages 1-6.
- Adekoya, Oluwasegun B. & Oliyide, Johnson A. & Kenku, Oluwademilade T. & Al-Faryan, Mamdouh Abdulaziz Saleh, 2022. "Comparative response of global energy firm stocks to uncertainties from the crude oil market, stock market, and economic policy," Resources Policy, Elsevier, vol. 79(C).
- Adekoya, Oluwasegun B. & Oliyide, Johnson A., 2022. "Commodity and financial markets’ fear before and during COVID-19 pandemic: Persistence and causality analyses," Resources Policy, Elsevier, vol. 76(C).
- Ibrahim FAROUQ & Zunaidah SULONG, 2023. "The Effect of Climate Policy Shocks and Global Financial Shocks on Oil Price Shocks: Evidence from South Africa," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 72-90, December.
- Xiao, Jihong & Liu, Hong, 2023. "The time-varying impact of uncertainty on oil market fear: Does climate policy uncertainty matter?," Resources Policy, Elsevier, vol. 82(C).
- Yener, Coskun & Akinsomi, Omokolade & Gil-Alana, Luis A. & Yaya, OlaOluwa S, 2023. "Stock Market Responses to COVID-19: The Behaviors of Mean Reversion, Dependence and Persistence," MPRA Paper 117002, University Library of Munich, Germany.
Articles
- Abakah, Emmanuel Joel Aikins & Wali Ullah, GM & Adekoya, Oluwasegun B. & Osei Bonsu, Christiana & Abdullah, Mohammad, 2023.
"Blockchain market and eco-friendly financial assets: Dynamic price correlation, connectedness and spillovers with portfolio implications,"
International Review of Economics & Finance, Elsevier, vol. 87(C), pages 218-243.
Cited by:
- Huang, Lingyu & Zhou, Tingyuan, 2024. "How does blockchain technology enhance firm operation and cooperation?," International Review of Economics & Finance, Elsevier, vol. 92(C), pages 34-49.
- Abakah, Emmanuel Joel Aikins & Abdullah, Mohammad & Dankwah, Boakye & Lee, Chi-Chuan, 2024. "Asymmetric dynamics between the Baltic Dry Index and financial markets during major global economic events," The North American Journal of Economics and Finance, Elsevier, vol. 72(C).
- Mzoughi, Hela & Amar, Amine Ben & Guesmi, Khaled & Benkraiem, Ramzi, 2024. "Blockchain markets, green finance investments, and environmental impacts," Research in International Business and Finance, Elsevier, vol. 69(C).
- Billah, Mabruk & Alam, Md Rafayet & Hoque, Mohammad Enamul, 2024. "Global uncertainty and the spillover of tail risk between green and Islamic markets: A time-frequency domain approach with portfolio implications," International Review of Economics & Finance, Elsevier, vol. 92(C), pages 1416-1433.
- Bouteska, Ahmed & Ha, Le Thanh & Bhuiyan, Faruk & Sharif, Taimur & Abedin, Mohammad Zoynul, 2024. "Contagion between investor sentiment and green bonds in China during the global uncertainties," International Review of Economics & Finance, Elsevier, vol. 93(PA), pages 469-484.
- Abakah, Emmanuel Joel Aikins & Abdullah, Mohammad & Yousaf, Imran & Kumar Tiwari, Aviral & Li, Yanshuang, 2024. "Economic sanctions sentiment and global stock markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 91(C).
- Patel, Ritesh & Gubareva, Mariya & Chishti, Muhammad Zubair, 2024. "Assessing the connectedness between cryptocurrency environment attention index and green cryptos, energy cryptos, and green financial assets," Research in International Business and Finance, Elsevier, vol. 70(PA).
- Polat, Onur & Ozcan, Burcu & Ertuğrul, Hasan Murat & Atılgan, Emre & Özün, Alper, 2024. "Fintech: A Conduit for sustainability and renewable energy? Evidence from R2 connectedness analysis," Resources Policy, Elsevier, vol. 94(C).
- Abakah, Emmanuel Joel Aikins & Hossain, Sahib & Abdullah, Mohammad & Goodell, John W., 2024. "Global uncertainty factors and price connectedness between US electricity and blockchain markets: Findings from an R-square connectedness approach," Finance Research Letters, Elsevier, vol. 59(C).
- Abakah, Emmanuel Joel Aikins & Wali Ullah, G M & Abdullah, Mohammad & Lee, Chi-Chuan & Sulong, Zunaidah, 2024. "Correlation structure between fiat currencies and blockchain assets," Finance Research Letters, Elsevier, vol. 62(PA).
- Tiwari, Aviral Kumar & Aikins Abakah, Emmanuel Joel & Adekoya, Oluwasegun B. & Hammoudeh, Shawkat, 2023.
"What do we know about the price spillover between green bonds and Islamic stocks and stock market indices?,"
Global Finance Journal, Elsevier, vol. 55(C).
Cited by:
- Shahzad, Umer & Ghaemi Asl, Mahdi & Khalfaoui, Rabeh & Tedeschi, Marco, 2024. "Extreme contributions of conventional investments vis-à-vis Islamic ones to renewables," Renewable and Sustainable Energy Reviews, Elsevier, vol. 189(PB).
- Billah, Mabruk & Alam, Md Rafayet & Hoque, Mohammad Enamul, 2024. "Global uncertainty and the spillover of tail risk between green and Islamic markets: A time-frequency domain approach with portfolio implications," International Review of Economics & Finance, Elsevier, vol. 92(C), pages 1416-1433.
- Anwer, Zaheer & Farid, Saqib & Khan, Ashraf & Benlagha, Noureddine, 2023. "Cryptocurrencies versus environmentally sustainable assets: Does a perfect hedge exist?," International Review of Economics & Finance, Elsevier, vol. 85(C), pages 418-431.
- Husain, Afzol & Karim, Sitara & Sensoy, Ahmet, 2024. "Financial fusion: Bridging Islamic and Green investments in the European stock market," International Review of Financial Analysis, Elsevier, vol. 94(C).
- Ngoepe, Letlhogonolo Kearabilwe & Bonga-Bonga, Lumengo, 2024. "The connectedness of financial risk and green financial instruments: a dynamic and frequency analysis," MPRA Paper 121091, University Library of Munich, Germany.
- Xu, Danyang & Hu, Yang & Corbet, Shaen & Lang, Chunlin, 2024. "Return connectedness of green bonds and financial investment channels in China: Implications for hedging and regulation," Research in International Business and Finance, Elsevier, vol. 70(PA).
- Lee, Chien-Chiang & Lee, Hsiang-Tai, 2023. "Optimal portfolio diversification with a multi-chain regime-switching spillover GARCH model," Global Finance Journal, Elsevier, vol. 55(C).
- Lee, Chi-Chuan & Yu, Chin-Hsien & Zhang, Jian, 2023. "Heterogeneous dependence among cryptocurrency, green bonds, and sustainable equity: New insights from Granger-causality in quantiles analysis," International Review of Economics & Finance, Elsevier, vol. 87(C), pages 99-109.
- Abakah, Emmanuel Joel Aikins & Tiwari, Aviral Kumar & Adekoya, Oluwasegun B. & Oteng-Abayie, Eric Fosu, 2023.
"An analysis of the time-varying causality and dynamic correlation between green bonds and US gas prices,"
Technological Forecasting and Social Change, Elsevier, vol. 186(PA).
Cited by:
- Wang, Kai-Hua & Wang, Zu-Shan & Yunis, Manal & Kchouri, Bilal, 2023. "Spillovers and connectedness among climate policy uncertainty, energy, green bond and carbon markets: A global perspective," Energy Economics, Elsevier, vol. 128(C).
- Wang, Lu & Ruan, Hang & Lai, Xiaodong & Li, Dongxin, 2024. "Economic extremes steering renewable energy trajectories: A time-frequency dissection of global shocks," Technological Forecasting and Social Change, Elsevier, vol. 202(C).
- Tiwari, Aviral Kumar & Trabelsi, Nader & Abakah, Emmanuel Joel Aikins & Nasreen, Samia & Lee, Chien-Chiang, 2023. "An empirical analysis of the dynamic relationship between clean and dirty energy markets," Energy Economics, Elsevier, vol. 124(C).
- Lee, Chi-Chuan & Yu, Chin-Hsien & Zhang, Jian, 2023. "Heterogeneous dependence among cryptocurrency, green bonds, and sustainable equity: New insights from Granger-causality in quantiles analysis," International Review of Economics & Finance, Elsevier, vol. 87(C), pages 99-109.
- Su, Yun Hsuan & Rizvi, Syed Kumail Abbas & Umar, Muhammad & Chang, Hsuling, 2023. "Unveiling the relationship between oil and green bonds: Spillover dynamics and implications," Energy Economics, Elsevier, vol. 127(PA).
- Pan, Yuling & Dong, Feng, 2023. "The impacts of energy finance policies and renewable energy subsidy on energy vulnerability under carbon peaking scenarios," Energy, Elsevier, vol. 273(C).
- Chaofeng Tang & Kentaka Aruga & Yi Hu, 2023. "The Dynamic Correlation and Volatility Spillover among Green Bonds, Clean Energy Stock, and Fossil Fuel Market," Sustainability, MDPI, vol. 15(8), pages 1-23, April.
- Adekoya, Oluwasegun B. & Kenku, Oluwademilade T. & Oliyide, Johnson A. & Al-Faryan, Mamdouh Abdulaziz Saleh & Ogunjemilua, Oluwafemi D., 2023.
"Does economic complexity drive energy efficiency and renewable energy transition?,"
Energy, Elsevier, vol. 278(C).
Cited by:
- Sarsar, Lamiae & Echaoui, Abdellah, 2024. "Empirical analysis of the economic complexity boost on the impact of energy transition on economic growth: A panel data study of 124 countries," Energy, Elsevier, vol. 294(C).
- Hosseini Dehshiri, Seyyed Jalaladdin & Amiri, Maghsoud, 2023. "Evaluating the risks of the internet of things in renewable energy systems using a hybrid fuzzy decision approach," Energy, Elsevier, vol. 285(C).
- Chu, Lan Khanh, 2024. "Towards achieving energy transition goal: How do green financial policy, environmental tax, economic complexity, and globalization matter?," Renewable Energy, Elsevier, vol. 222(C).
- Mahdi Ghaemi Asl & Oluwasegun B. Adekoya & Muhammad Mahdi Rashidi, 2023.
"Quantiles dependence and dynamic connectedness between distributed ledger technology and sectoral stocks: enhancing the supply chain and investment decisions with digital platforms,"
Annals of Operations Research, Springer, vol. 327(1), pages 435-464, August.
Cited by:
- Yousaf, Imran & Zeitun, Rami & Ali, Shoaib & Palma, Alessia, 2024. "Impact of tokenization on financial investments: Exploring connectedness through the case of transport and travel/tourism sectors," Finance Research Letters, Elsevier, vol. 62(PB).
- Ali Emrouznejad & Soumyadeb Chowdhury & Prasanta Kumar Dey, 2023. "Blockchain in operations and supply Chain Management," Annals of Operations Research, Springer, vol. 327(1), pages 1-6, August.
- Adekoya, Oluwasegun B. & Asl, Mahdi Ghaemi & Oliyide, Johnson A. & Izadi, Parviz, 2023.
"Multifractality and cross-correlation between the crude oil and the European and non-European stock markets during the Russia-Ukraine war,"
Resources Policy, Elsevier, vol. 80(C).
Cited by:
- Ghorbali, Bassem & Kaabia, Olfa & Naoui, Kamel & Urom, Christian & Slimane, Ikrame Ben, 2023. "Wheat as a hedge and safe haven for equity investors during the Russia–Ukraine war," Finance Research Letters, Elsevier, vol. 58(PC).
- Xu, Yan & Liu, Tianli & Du, Pei, 2024. "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," Resources Policy, Elsevier, vol. 88(C).
- Aslam, Faheem & Hunjra, Ahmed Imran & Memon, Bilal Ahmed & Zhang, Mingda, 2024. "Interplay of multifractal dynamics between shadow policy rates and energy markets," The North American Journal of Economics and Finance, Elsevier, vol. 71(C).
- Wei-Xing Zhou & Yun-Shi Dai & Kiet Tuan Duong & Peng-Fei Dai, 2023.
"The impact of the Russia-Ukraine conflict on the extreme risk spillovers between agricultural futures and spots,"
Papers
2310.16850, arXiv.org.
- Zhou, Wei-Xing & Dai, Yun-Shi & Duong, Kiet Tuan & Dai, Peng-Fei, 2024. "The impact of the Russia-Ukraine conflict on the extreme risk spillovers between agricultural futures and spots," Journal of Economic Behavior & Organization, Elsevier, vol. 217(C), pages 91-111.
- Hamza, Taher & Ben Haj Hamida, Hayet & Mili, Mehdi & Sami, Mina, 2024. "High inflation during Russia–Ukraine war and financial market interaction: Evidence from C-Vine Copula and SETAR models," Research in International Business and Finance, Elsevier, vol. 70(PB).
- Karkowska, Renata & Urjasz, Szczepan, 2023. "How does the Russian-Ukrainian war change connectedness and hedging opportunities? Comparison between dirty and clean energy markets versus global stock indices," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 85(C).
- Agyei, Samuel Kwaku & Umar, Zaghum & Bossman, Ahmed & Teplova, Tamara, 2023. "Dynamic connectedness between global commodity sectors, news sentiment, and sub-Saharan African equities," Emerging Markets Review, Elsevier, vol. 56(C).
- Abakah, Emmanuel Joel Aikins & Abdullah, Mohammad & Tiwari, Aviral Kumar & Wali Ullah, G M, 2024. "Asymmetric dynamics between geopolitical conflict sentiment and cryptomarkets," Research in International Business and Finance, Elsevier, vol. 69(C).
- Jiang, Wei & Chen, Yunfei, 2024. "Impact of Russia-Ukraine conflict on the time-frequency and quantile connectedness between energy, metal and agricultural markets," Resources Policy, Elsevier, vol. 88(C).
- Balsalobre-Lorente, Daniel & Sinha, Avik & Murshed, Muntasir, 2023. "Russia-Ukraine conflict sentiments and energy market returns in G7 countries: Discovering the unexplored dynamics," Energy Economics, Elsevier, vol. 125(C).
- Su, Chi-Wei & Yang, Shengjie & Qin, Meng & Lobonţ, Oana-Ramona, 2023. "Gold vs bitcoin: Who can resist panic in the U.S.?," Resources Policy, Elsevier, vol. 85(PA).
- Chishti, Muhammad Zubair & Khalid, Ali Awais & Sana, Moniba, 2023. "Conflict vs sustainability of global energy, agricultural and metal markets: A lesson from Ukraine-Russia war," Resources Policy, Elsevier, vol. 84(C).
- Bossman, Ahmed & Gubareva, Mariya & Teplova, Tamara, 2023. "EU sectoral stocks amid geopolitical risk, market sentiment, and crude oil implied volatility: An asymmetric analysis of the Russia-Ukraine tensions," Resources Policy, Elsevier, vol. 82(C).
- Katarzyna Czech & Michał Wielechowski & Richard Barichello, 2023. "The shock of war: do trade relations impact the reaction of stock markets to the Russian invasion of Ukraine?," Ekonomista, Polskie Towarzystwo Ekonomiczne, issue 1, pages 14-27.
- Li, Jingwen & Wang, Yue & Song, Yubing & Su, Chi Wei, 2023. "How resistant is gold to stress? New evidence from global supply chain," Resources Policy, Elsevier, vol. 85(PB).
- Karamti, Chiraz & Jeribi, Ahmed, 2023. "Stock markets from COVID-19 to the Russia–Ukraine crisis: Structural breaks in interactive effects panels," The Journal of Economic Asymmetries, Elsevier, vol. 28(C).
- OlaOluwa Yaya & Rafiu Akano & Oluwasegun Adekoya, 2023.
"Market Efficiency and Volatility Persistence of Green Investments Before and During the COVID-19 Pandemic,"
Asian Economics Letters, Asia-Pacific Applied Economics Association, vol. 4(1), pages 1-6.
See citations under working paper version above.
- Yaya, OlaOluwa S & Akano, Rafiu O & Adekoya, Oluwasegun B., 2021. "Market efficiency and Volatility persistence of green investments before and during COVID-19 pandemic," MPRA Paper 113706, University Library of Munich, Germany.
- Adekoya, Oluwasegun B. & Akinbayo, Sukurat B. & Ishola, Oluwabunmi A. & Al-Faryan, Mamdouh Abdulaziz Saleh, 2023.
"Are all the U.S. biomass energy sources green?,"
Energy Policy, Elsevier, vol. 179(C).
Cited by:
- Zhang, Huan & Duan, Xianglei & Jiang, Jianli, 2024. "Fixed rebate subsidy vs. unit price subsidy: Incentive effect on the biomass power supply chain," Energy Policy, Elsevier, vol. 187(C).
- Adekoya, Oluwasegun B. & Abakah, Emmanuel J.A. & Oliyide, Johnson A. & Luis A, Gil-Alana, 2023.
"Factors behind the performance of green bond markets,"
International Review of Economics & Finance, Elsevier, vol. 88(C), pages 92-106.
Cited by:
- Cheng, Xuanmei & Yan, Chengnuo & Ye, Kaite & Chen, Kanxiang, 2024. "Enhancing resource efficiency through the utilization of the green bond market: An empirical analysis of Asian economies," Resources Policy, Elsevier, vol. 89(C).
- Hu, Yuanfeng & Tian, Yixiang, 2024. "The role of green reputation, carbon trading and government intervention in determining the green bond pricing: An externality perspective," International Review of Economics & Finance, Elsevier, vol. 89(PB), pages 46-62.
- Gao, Yang & Zhou, Yueyi & Zhao, Longfeng, 2024. "Quantile interdependence and network connectedness between China's green financial and energy markets," Economic Analysis and Policy, Elsevier, vol. 81(C), pages 1148-1177.
- Zhong, Yufei & Chen, Xuesheng & Wang, Chengfang & Wang, Zhixian & Zhang, Yuchen, 2023. "The hedging performance of green bond markets in China and the U.S.: Novel evidence from cryptocurrency uncertainty," Energy Economics, Elsevier, vol. 128(C).
- Adekoya, Oluwasegun B. & Oliyide, Johnson A. & Olubiyi, Ebenezer A. & Adedeji, Adedayo O., 2023.
"The inflation-hedging performance of industrial metals in the world's most industrialized countries,"
Resources Policy, Elsevier, vol. 81(C).
Cited by:
- Y Ebenezer & K Jerhona Shamma, 2023. "Rate of Inflation Between India and Developed Countries in the Recent Scenario," Shanlax International Journal of Economics, Shanlax Journals, vol. 12(1), pages 27-32, December.
- Cohen, Gil & Aiche, Avishay, 2023. "Forecasting gold price using machine learning methodologies," Chaos, Solitons & Fractals, Elsevier, vol. 175(P2).
- Adekoya, Oluwasegun B. & Oliyide, Johnson A. & Kenku, Oluwademilade T. & Ajayi, Oluwafisayo F., 2023.
"China's technological spillover effect on the energy efficiency of the BRI countries,"
Energy Policy, Elsevier, vol. 182(C).
Cited by:
- Liu, Jiaguo & Meng, Hui, 2024. "Can China railway express enhance the economic-trade vitality of cities? A spatial empirical evidence from China," Transport Policy, Elsevier, vol. 150(C), pages 121-138.
- Oliyide, Johnson A. & Adekoya, Oluwasegun B. & Marie, Mohamed & Al-Faryan, Mamdouh Abdulaziz Saleh, 2023.
"Green finance and commodities: Cross-market connectedness during different COVID-19 episodes,"
Resources Policy, Elsevier, vol. 85(PA).
Cited by:
- Banerjee, Ameet Kumar & Akhtaruzzaman, Md & Sensoy, Ahmet & Goodell, John W., 2024. "Volatility spillovers and hedging strategies between impact investing and agricultural commodities," International Review of Financial Analysis, Elsevier, vol. 94(C).
- Alola, Andrew A. & Adekoya, Oluwasegun B. & Oliyide, Johnson A., 2022.
"Outlook of oil prices and volatility from 1970 to 2040 through global energy mix-security from production to reserves: A nonparametric causality-in-quantiles approach,"
Resources Policy, Elsevier, vol. 79(C).
Cited by:
- Wang, Shengyan & Li, Bingkang & Zhao, Xudong & Hu, Qianchen & Liu, Da, 2024. "Assessing fossil energy supply security in China using ecological network analysis from a supply chain perspective," Energy, Elsevier, vol. 288(C).
- Alola, Andrew Adewale & Özkan, Oktay & Obekpa, Hephzibah Onyeje, 2023. "Examining the patterns of disaggregate energy security risk and crude oil price: the USA scenario over 1970–2040," Resources Policy, Elsevier, vol. 82(C).
- Zhang, HongWei & Xie, Yuan, 2024. "Assessing natural resources, rebounding trends, digital economic structure and green recovery dynamics in China," Resources Policy, Elsevier, vol. 88(C).
- Kumar, Sourabh, 2023. "Evaluation and analysis of India's energy security: A policy perspective," Energy, Elsevier, vol. 278(PB).
- Lee, Chien-Chiang & Yahya, Farzan, 2024. "Mitigating energy instability: The influence of trilemma choices, financial development, and technology advancements," Energy Economics, Elsevier, vol. 133(C).
- Adekoya, Oluwasegun B. & Oliyide, Johnson A. & Yaya, OlaOluwa S. & Al-Faryan, Mamdouh Abdulaziz Saleh, 2022.
"Does oil connect differently with prominent assets during war? Analysis of intra-day data during the Russia-Ukraine saga,"
Resources Policy, Elsevier, vol. 77(C).
Cited by:
- Capitani, Daniel Henrique Dario & Gaio, Luiz Eduardo, 2023. "Volatility Transmissionin Agricultural Markets: Evidence from the Russia-Ukraine Conflict," International Journal of Food and Agricultural Economics (IJFAEC), Alanya Alaaddin Keykubat University, Department of Economics and Finance, vol. 11(2), April.
- Adekoya, Oluwasegun B. & Asl, Mahdi Ghaemi & Oliyide, Johnson A. & Izadi, Parviz, 2023. "Multifractality and cross-correlation between the crude oil and the European and non-European stock markets during the Russia-Ukraine war," Resources Policy, Elsevier, vol. 80(C).
- Yousfi, Mohamed & Farhani, Ramzi & Bouzgarrou, Houssam, 2024. "From the pandemic to the Russia–Ukraine crisis: Dynamic behavior of connectedness between financial markets and implications for portfolio management," Economic Analysis and Policy, Elsevier, vol. 81(C), pages 1178-1197.
- Ndubuisi, Gideon & Urom, Christian, 2023. "Dependence and risk spillovers among clean cryptocurrencies prices and media environmental attention," Research in International Business and Finance, Elsevier, vol. 65(C).
- Małgorzata Tarczynska-Luniewska & Iwona Bak & Uma Shankar Singh & Guru Ashish Singh, 2022. "Economic Crisis Impact Assessment and Risk Exposure Evaluation of Selected Energy Sector Companies from Bombay Stock Exchange," Energies, MDPI, vol. 15(22), pages 1-25, November.
- Xu, Yan & Liu, Tianli & Du, Pei, 2024. "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," Resources Policy, Elsevier, vol. 88(C).
- Casper Boongaling Agaton, 2022. "Will a Geopolitical Conflict Accelerate Energy Transition in Oil-Importing Countries? A Case Study of the Philippines from a Real Options Perspective," Resources, MDPI, vol. 11(6), pages 1-17, June.
- Wang, Xinghua & Lee, Zhengzheng & Wu, Shuang & Qin, Meng, 2023. "Exploring the vital role of geopolitics in the oil market: The case of Russia," Resources Policy, Elsevier, vol. 85(PB).
- Cui, Jinxin & Maghyereh, Aktham, 2023. "Higher-order moment risk connectedness and optimal investment strategies between international oil and commodity futures markets: Insights from the COVID-19 pandemic and Russia-Ukraine conflict," International Review of Financial Analysis, Elsevier, vol. 86(C).
- Kumar, Anoop S & Padakandla, Steven Raj, 2023. "Do NFTs act as a good hedge and safe haven against Cryptocurrency fluctuations?," Finance Research Letters, Elsevier, vol. 56(C).
- Silva, Thiago Christiano & Wilhelm, Paulo Victor Berri & Tabak, Benjamin Miranda, 2023. "Trade matters except to war neighbors: The international stock market reaction to 2022 Russia’s invasion of Ukraine," Research in International Business and Finance, Elsevier, vol. 65(C).
- Pandey, Dharen Kumar & Lucey, Brian M. & Kumar, Satish, 2023. "Border disputes, conflicts, war, and financial markets research: A systematic review," Research in International Business and Finance, Elsevier, vol. 65(C).
- Bai, Lan & Wei, Yu & Zhang, Jiahao & Wang, Yizhi & Lucey, Brian M., 2023. "Diversification effects of China's carbon neutral bond on renewable energy stock markets: A minimum connectedness portfolio approach," Energy Economics, Elsevier, vol. 123(C).
- Yaya, OlaOluwa S. & Ogbonna, Ahamuefula E. & Adesina, Ayobami O. & Alobaloke, Kafayat & Vo, Xuan Vinh, 2022.
"Time-variation between metal commodities and oil, and the impact of oil shocks: GARCH-MIDAS and DCC-MIDAS analyses,"
MPRA Paper
114689, University Library of Munich, Germany.
- Yaya, OlaOluwa S. & Ogbonna, Ahamuefula E. & Adesina, Oluwaseun A. & Alobaloke, Kafayat A. & Vo, Xuan Vinh, 2022. "Time-variation between metal commodities and oil, and the impact of oil shocks: GARCH-MIDAS and DCC-MIDAS analyses," Resources Policy, Elsevier, vol. 79(C).
- Ali, Shoaib & Al-Nassar, Nassar S. & Naveed, Muhammad, 2024. "Bridging the gap: Uncovering static and dynamic relationships between digital assets and BRICS equity markets," Global Finance Journal, Elsevier, vol. 60(C).
- Hassan, M Kabir & Boubaker, Sabri & Kumari, Vineeta & Pandey, Dharen Kumar, 2022.
"Border disputes and heterogeneous sectoral returns: An event study approach,"
Finance Research Letters, Elsevier, vol. 50(C).
- M.Kabir Hassan & S. Boubaker & Vineeta Kumari & D.K. Pandey, 2022. "Border Disputes and Heterogeneous Sectoral Returns: An Event Study Approach," Post-Print hal-04454685, HAL.
- Roy, Archi & Soni, Anchal & Deb, Soudeep, 2023. "A wavelet-based methodology to compare the impact of pandemic versus Russia–Ukraine conflict on crude oil sector and its interconnectedness with other energy and non-energy markets," Energy Economics, Elsevier, vol. 124(C).
- Evžen Kočenda & Michala Moravcová & Evžen Kocenda, 2024.
"Frequency Volatility Connectedness and Portfolio Hedging of U.S. Energy Commodities,"
CESifo Working Paper Series
10889, CESifo.
- Kočenda, Evžen & Moravcová, Michala, 2024. "Frequency volatility connectedness and portfolio hedging of U.S. energy commodities," Research in International Business and Finance, Elsevier, vol. 69(C).
- Wei-Xing Zhou & Yun-Shi Dai & Kiet Tuan Duong & Peng-Fei Dai, 2023.
"The impact of the Russia-Ukraine conflict on the extreme risk spillovers between agricultural futures and spots,"
Papers
2310.16850, arXiv.org.
- Zhou, Wei-Xing & Dai, Yun-Shi & Duong, Kiet Tuan & Dai, Peng-Fei, 2024. "The impact of the Russia-Ukraine conflict on the extreme risk spillovers between agricultural futures and spots," Journal of Economic Behavior & Organization, Elsevier, vol. 217(C), pages 91-111.
- Hamza, Taher & Ben Haj Hamida, Hayet & Mili, Mehdi & Sami, Mina, 2024. "High inflation during Russia–Ukraine war and financial market interaction: Evidence from C-Vine Copula and SETAR models," Research in International Business and Finance, Elsevier, vol. 70(PB).
- Karkowska, Renata & Urjasz, Szczepan, 2023. "How does the Russian-Ukrainian war change connectedness and hedging opportunities? Comparison between dirty and clean energy markets versus global stock indices," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 85(C).
- Abakah, Emmanuel Joel Aikins & Adeabah, David & Tiwari, Aviral Kumar & Abdullah, Mohammad, 2023. "Effect of Russia–Ukraine war sentiment on blockchain and FinTech stocks," International Review of Financial Analysis, Elsevier, vol. 90(C).
- Do, Hung Xuan & Nepal, Rabindra & Pham, Son Duy & Jamasb, Tooraj, 2023.
"Electricity Market Crisis in Europe and Cross Border Price Effects: A Quantile Return Connectedness Analysis,"
Working Papers
8-2023, Copenhagen Business School, Department of Economics.
- Do, Hung Xuan & Nepal, Rabindra & Pham, Son Duy & Jamasb, Tooraj, 2024. "Electricity market crisis in Europe and cross border price effects: A quantile return connectedness analysis," Energy Economics, Elsevier, vol. 135(C).
- Hung Xuan Do & Rabindra Nepal & Son Duy Pham & Tooraj Jamasb, 2023. "Electricity Market Crisis in Europe and Cross Border Price Effects: A Quantile Return Connectedness Analysis," CAMA Working Papers 2023-46, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Balash, Vladimir & Faizliev, Alexey, 2024. "Volatility spillovers across Russian oil and gas sector. Evidence of the impact of global markets and extraordinary events," Energy Economics, Elsevier, vol. 129(C).
- Umar, Muhammad & Riaz, Yasir & Yousaf, Imran, 2022. "Impact of Russian-Ukraine war on clean energy, conventional energy, and metal markets: Evidence from event study approach," Resources Policy, Elsevier, vol. 79(C).
- Abakah, Emmanuel Joel Aikins & Abdullah, Mohammad & Tiwari, Aviral Kumar & Wali Ullah, G M, 2024. "Asymmetric dynamics between geopolitical conflict sentiment and cryptomarkets," Research in International Business and Finance, Elsevier, vol. 69(C).
- Agnese, Pablo & Rios, Francisco, 2024.
"Spillover effects of energy transition metals in Chile,"
Energy Economics, Elsevier, vol. 134(C).
- Agnese, Pablo & Rios, Francisco, 2023. "Spillover Effects of Energy Transition Metals in Chile," IZA Discussion Papers 15999, Institute of Labor Economics (IZA).
- Alberto Manelli & Roberta Pace & Maria Leone, 2024. "Russia–Ukraine Conflict, Commodities and Stock Market: A Quantile VAR Analysis," JRFM, MDPI, vol. 17(1), pages 1-11, January.
- Oosterlinck, Kim & Reyns, Ariane & Szafarz, Ariane, 2023.
"Gold, bitcoin, and portfolio diversification: Lessons from the Ukrainian war,"
Resources Policy, Elsevier, vol. 83(C).
- Kim Oosterlinck & Ariane Reyns & Ariane Szafarz, 2022. "Gold, Bitcoin, and Portfolio Diversification: Lessons from the Ukrainian War," Working Papers CEB 22-008, ULB -- Universite Libre de Bruxelles.
- Jiang, Wei & Chen, Yunfei, 2024. "Impact of Russia-Ukraine conflict on the time-frequency and quantile connectedness between energy, metal and agricultural markets," Resources Policy, Elsevier, vol. 88(C).
- Ghaemi Asl, Mahdi & Ben Jabeur, Sami, 2024. "Could the Russia-Ukraine war stir up the persistent memory of interconnectivity among Islamic equity markets, energy commodities, and environmental factors?," Research in International Business and Finance, Elsevier, vol. 69(C).
- Si Mohammed, Kamel & Khalfaoui, Rabeh & Doğan, Buhari & Sharma, Gagan Deep & Mentel, Urszula, 2023. "The reaction of the metal and gold resource planning in the post-COVID-19 era and Russia-Ukrainian conflict: Role of fossil fuel markets for portfolio hedging strategies," Resources Policy, Elsevier, vol. 83(C).
- Karol Szafranek & Michał Rubaszek & Gazi Salah Uddin, 2023.
"The role of uncertainty and sentiment for intraday volatility connectedness between oil and financial markets,"
KAE Working Papers
2023-095, Warsaw School of Economics, Collegium of Economic Analysis.
- Szafranek, Karol & Rubaszek, Michał & Uddin, Gazi Salah, 2024. "The role of uncertainty and sentiment for intraday volatility connectedness between oil and financial markets," Energy Economics, Elsevier, vol. 137(C).
- Kayani, Umar Nawaz & Hassan, M. Kabir & Moussa, Faten & Hossain, Gazi Farid, 2023. "Oil in crisis: What can we learn," The Journal of Economic Asymmetries, Elsevier, vol. 28(C).
- Piotr F. Borowski, 2022. "Mitigating Climate Change and the Development of Green Energy versus a Return to Fossil Fuels Due to the Energy Crisis in 2022," Energies, MDPI, vol. 15(24), pages 1-16, December.
- Philips, Abiodun S., 2023. "Institutional enforcement of environmental fiscal stance and energy stock markets performance: Evaluating for returns and risk among connected markets," Energy, Elsevier, vol. 263(PE).
- Xin, Baogui & Zhang, Mengwei, 2023. "Evolutionary game on international energy trade under the Russia-Ukraine conflict," Energy Economics, Elsevier, vol. 125(C).
- Saâdaoui, Foued & Ben Jabeur, Sami & Goodell, John W., 2022. "Causality of geopolitical risk on food prices: Considering the Russo–Ukrainian conflict," Finance Research Letters, Elsevier, vol. 49(C).
- Yaya, OlaOluwa A & Lukman, Adewale F. & Vo, Xuan Vinh, 2022.
"Persistence and Volatility Spillovers of Bitcoin price to Gold and Silver prices,"
MPRA Paper
114521, University Library of Munich, Germany.
- Yaya, OlaOluwa S. & Lukman, Adewale F. & Vo, Xuan Vinh, 2022. "Persistence and volatility spillovers of bitcoin price to gold and silver prices," Resources Policy, Elsevier, vol. 79(C).
- Zhang, Hengshuo & Li, Shaoping & Cui, Liying & Li, Liping, 2023. "Energy industry advancedization of dynamic evolution and resource-environment decoupling effect: Evidence from China's value chain upgrading," Energy, Elsevier, vol. 283(C).
- Carlos Mestanza-Ramón & Demmy Mora-Silva & Giovanni D’Orio & Enrique Tapia-Segarra & Isabel Dominguez Gaibor & José Fernando Esparza Parra & Carlos Renato Chávez Velásquez & Salvatore Straface, 2022. "Artisanal and Small-Scale Gold Mining (ASGM): Management and Socioenvironmental Impacts in the Northern Amazon of Ecuador," Sustainability, MDPI, vol. 14(11), pages 1-16, June.
- Liu, Longlong & Zhou, Suyu & Jie, Qian & Du, Pei & Xu, Yan & Wang, Jianzhou, 2024. "A robust time-varying weight combined model for crude oil price forecasting," Energy, Elsevier, vol. 299(C).
- Abakah, Emmanuel Joel Aikins & Abdullah, Mohammad & Yousaf, Imran & Kumar Tiwari, Aviral & Li, Yanshuang, 2024. "Economic sanctions sentiment and global stock markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 91(C).
- Chishti, Muhammad Zubair & Khalid, Ali Awais & Sana, Moniba, 2023. "Conflict vs sustainability of global energy, agricultural and metal markets: A lesson from Ukraine-Russia war," Resources Policy, Elsevier, vol. 84(C).
- Shahzad, Umer & Mohammed, Kamel Si & Tiwari, Sunil & Nakonieczny, Joanna & Nesterowicz, Renata, 2023. "Connectedness between geopolitical risk, financial instability indices and precious metals markets: Novel findings from Russia Ukraine conflict perspective," Resources Policy, Elsevier, vol. 80(C).
- Zhou, Xiaoran & Enilov, Martin & Parhi, Mamata, 2024. "Does oil spin the commodity wheel? Quantile connectedness with a common factor error structure across energy and agricultural markets," Energy Economics, Elsevier, vol. 132(C).
- Si Mohammed, Kamel & Tedeschi, Marco & Mallek, Sabrine & Tarczyńska-Łuniewska, Małgorzata & Zhang, Anqi, 2023.
"Realized semi variance quantile connectedness between oil prices and stock market: Spillover from Russian-Ukraine clash,"
Resources Policy, Elsevier, vol. 85(PA).
- Kamel Si Mohammed & Marco Tedeschi & Sabrine Mallek & Małgorzata Tarczyńska-Łuniewska & Anqi Zhang, 2023. "Realized semi variance quantile connectedness between oil prices and stock market: Spillover from Russian-Ukraine clash," Post-Print hal-04315164, HAL.
- Noureddine Benlagha & Wafa Abdelmalek, 2024. "Dynamic connectedness between energy and agricultural commodities: insights from the COVID-19 pandemic and Russia–Ukraine conflict," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 14(3), pages 781-825, September.
- Wang, Min & Su, Yuquan, 2023. "How Russian-Ukrainian geopolitical risks affect Chinese commodity and financial markets?," Finance Research Letters, Elsevier, vol. 56(C).
- Qin, Meng & Su, Chi-Wei & Pirtea, Marilen Gabriel & Dumitrescu Peculea, Adelina, 2023. "The essential role of Russian geopolitics: A fresh perception into the gold market," Resources Policy, Elsevier, vol. 81(C).
- Pandey, Dharen Kumar & Assaf, Rima & Rai, Varun Kumar, 2023. "Did the Indian stock market sail the Russia-Ukraine storm safely?," The Journal of Economic Asymmetries, Elsevier, vol. 28(C).
- Blasco, Natividad & Casas, Luis & Ferreruela, Sandra, 2024. "Does war spread the herding effect in stock markets? Evidence from emerging and developed markets during the Russia-Ukraine war," Finance Research Letters, Elsevier, vol. 63(C).
- Su, Chi Wei & Shao, Xuefeng & Jia, Zhijie & Nepal, Rabindra & Umar, Muhammad & Qin, Meng, 2023. "The rise of green energy metal: Could lithium threaten the status of oil?," Energy Economics, Elsevier, vol. 121(C).
- Fredj Jawadi & Abdoulkarim Idi Cheffou & Ruijun Bu, 2023.
"Revisiting the linkages between oil prices and macroeconomy for the euro area: Does energy inflation still matter?,"
Post-Print
hal-04478724, HAL.
- Jawadi, Fredj & Cheffou, Abdoulkarim Idi & Bu, Ruijun, 2023. "Revisiting the linkages between oil prices and macroeconomy for the euro area: Does energy inflation still matter?," Energy Economics, Elsevier, vol. 127(PA).
- Ahmed, Shamima & Assaf, Rima & Rahman, Molla Ramizur & Tabassum, Fariha, 2023. "Is geopolitical risk interconnected? Evidence from Russian-Ukraine crisis," The Journal of Economic Asymmetries, Elsevier, vol. 28(C).
- Conlon, Thomas & Corbet, Shaen & Goodell, John W. & Hou, Yang (Greg) & Oxley, Les, 2024. "Financial market information flows when counteracting rogue states: The indirect effects of targeted sanction packages," Journal of Economic Behavior & Organization, Elsevier, vol. 217(C), pages 32-62.
- Yadav, Miklesh Prasad & Abedin, Mohammad Zoynul & Sinha, Neena & Arya, Vandana, 2024. "Uncovering dynamic connectedness of Artificial intelligence stocks with agri-commodity market in wake of COVID-19 and Russia-Ukraine Invasion," Research in International Business and Finance, Elsevier, vol. 67(PA).
- Piotr Fiszeder & Marta Ma³ecka, 2022. "Forecasting volatility during the outbreak of Russian invasion of Ukraine: application to commodities, stock indices, currencies, and cryptocurrencies," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, vol. 17(4), pages 939-967, December.
- Wang, Lu & Ruan, Hang & Hong, Yanran & Luo, Keyu, 2023. "Detecting the hidden asymmetric relationship between crude oil and the US dollar: A novel neural Granger causality method," Research in International Business and Finance, Elsevier, vol. 64(C).
- Wu, Fei & Xiao, Xuanqi & Zhou, Xinyu & Zhang, Dayong & Ji, Qiang, 2022. "Complex risk contagions among large international energy firms: A multi-layer network analysis," Energy Economics, Elsevier, vol. 114(C).
- Qin, Meng & Su, Chi-Wei & Umar, Muhammad & Lobonţ, Oana-Ramona & Manta, Alina Georgiana, 2023. "Are climate and geopolitics the challenges to sustainable development? Novel evidence from the global supply chain," Economic Analysis and Policy, Elsevier, vol. 77(C), pages 748-763.
- Chen, Yongfei & Wei, Yu & Bai, Lan & Zhang, Jiahao, 2023. "Can Green Economy stocks hedge natural gas market risk? Evidence during Russia-Ukraine conflict and other crisis periods," Finance Research Letters, Elsevier, vol. 53(C).
- Khurshid, Adnan & Chen, Yufeng & Rauf, Abdur & Khan, Khalid, 2023. "Critical metals in uncertainty: How Russia-Ukraine conflict drives their prices?," Resources Policy, Elsevier, vol. 85(PB).
- Alshater, Muneer M. & Alqaralleh, Huthaifa & El Khoury, Rim, 2023. "Dynamic asymmetric connectedness in technological sectors," The Journal of Economic Asymmetries, Elsevier, vol. 27(C).
- Biswas, Priti & Jain, Prachi & Maitra, Debasish, 2024. "Are shocks in the stock markets driven by commodity markets? Evidence from Russia-Ukraine war," Journal of Commodity Markets, Elsevier, vol. 34(C).
- Yousaf, Imran & Patel, Ritesh & Yarovaya, Larisa, 2022. "The reaction of G20+ stock markets to the Russia–Ukraine conflict “black-swan” event: Evidence from event study approach," Journal of Behavioral and Experimental Finance, Elsevier, vol. 35(C).
- Marta Anita Karaś & Michał Boda, 2024. "Stabilność i wyniki finansowe banków w krajach Europy graniczących z konfliktem militarnym w Ukrainie," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 2, pages 64-111.
- Alcindo Neckel & M. Santosh & Brian William Bodah & Laércio Stolfo Maculan & Diana Pinto & Cleiton Korcelski & Paloma Carollo Toscan & Laura Pasa Cambrussi & Isadora Cezar Caino & Leila Dal Moro & Dir, 2022. "Using the Sentinel-3B Satellite in Geospatial Analysis of Suspended Aerosols in the Kiev, Ukraine Region," Sustainability, MDPI, vol. 14(24), pages 1-14, December.
- Clancey-Shang, Danjue & Fu, Chengbo, 2024. "CSR disclosure, political risk and market quality: Evidence from the Russia-Ukraine conflict," Global Finance Journal, Elsevier, vol. 60(C).
- Adekoya, Oluwasegun B. & Akinseye, Ademola B. & Antonakakis, Nikolaos & Chatziantoniou, Ioannis & Gabauer, David & Oliyide, Johnson, 2022.
"Crude oil and Islamic sectoral stocks: Asymmetric TVP-VAR connectedness and investment strategies,"
Resources Policy, Elsevier, vol. 78(C).
Cited by:
- Stenfors, Alexis & Chatziantoniou, Ioannis & Gabauer, David, 2022.
"Independent policy, dependent outcomes: A game of cross-country dominoes across European yield curves,"
Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 81(C).
- Ioannis Chatziantoniou & David Gabauer & Alexis Stenfors, 2021. "Independent Policy, Dependent Outcomes: A Game of Cross-Country Dominoes across European Yield Curves," Working Papers in Economics & Finance 2021-06, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group.
- Wu, Ruirui & Qin, Zhongfeng, 2024. "Asymmetric volatility spillovers among new energy, ESG, green bond and carbon markets," Energy, Elsevier, vol. 292(C).
- Li, Hailing & Pei, Xiaoyun & Yang, Yimin & Zhang, Hua, 2024. "Assessing the impact of energy-related uncertainty on G20 stock market returns: A decomposed contemporaneous and lagged R2 connectedness approach," Energy Economics, Elsevier, vol. 132(C).
- Zheng, Jinlin & Wen, Baoyu & Jiang, Yaohui & Wang, Xiaohan & Shen, Yue, 2023. "Risk spillovers across geopolitical risk and global financial markets," Energy Economics, Elsevier, vol. 127(PA).
- Ding, Shusheng & Wang, Kaihao & Cui, Tianxiang & Du, Min, 2023. "The time-varying impact of geopolitical risk on natural resource prices: The post-COVID era evidence," Resources Policy, Elsevier, vol. 86(PB).
- Bhattacherjee, Purba & Mishra, Sibanjan & Bouri, Elie, 2024. "Does asset-based uncertainty drive asymmetric return connectedness across regional ESG markets?," Global Finance Journal, Elsevier, vol. 61(C).
- Dang, Tam Hoang Nhat & Balli, Faruk & Balli, Hatice Ozer & Gabauer, David & Nguyen, Thi Thu Ha, 2024. "Sectoral uncertainty spillovers in emerging markets: A quantile time–frequency connectedness approach," International Review of Economics & Finance, Elsevier, vol. 93(PB), pages 121-139.
- Jing, Ruixue & Rocha, Luis E.C., 2023.
"A network-based strategy of price correlations for optimal cryptocurrency portfolios,"
Finance Research Letters, Elsevier, vol. 58(PC).
- Ruixue Jing & Luis Enrique Correa Rocha, 2023. "A network-based strategy of price correlations for optimal cryptocurrency portfolios," Papers 2304.02362, arXiv.org.
- Abakah, Emmanuel Joel Aikins & Abdullah, Mohammad & Dankwah, Boakye & Lee, Chi-Chuan, 2024. "Asymmetric dynamics between the Baltic Dry Index and financial markets during major global economic events," The North American Journal of Economics and Finance, Elsevier, vol. 72(C).
- Cui, Jinxin & Alshater, Muneer M. & Mensi, Walid, 2023. "Higher-order moment risk spillovers and optimal portfolio strategies in global oil markets," Resources Policy, Elsevier, vol. 86(PA).
- Sevillano, María Caridad & Jareño, Francisco & López, Raquel & Esparcia, Carlos, 2024. "Connectedness between oil price shocks and US sector returns: Evidence from TVP-VAR and wavelet decomposition," Energy Economics, Elsevier, vol. 131(C).
- Li, Jingpeng & Umar, Muhammad & Huo, Jiale, 2023. "The spillover effect between Chinese crude oil futures market and Chinese green energy stock market," Energy Economics, Elsevier, vol. 119(C).
- Abakah, Emmanuel Joel Aikins & Abdullah, Mohammad & Tiwari, Aviral Kumar & Wali Ullah, G M, 2024. "Asymmetric dynamics between geopolitical conflict sentiment and cryptomarkets," Research in International Business and Finance, Elsevier, vol. 69(C).
- Gabauer, David & Chatziantoniou, Ioannis & Stenfors, Alexis, 2023. "Model-free connectedness measures," Finance Research Letters, Elsevier, vol. 54(C).
- Xu, Danyang & Hu, Yang & Corbet, Shaen & Hou, Yang (Greg) & Oxley, Les, 2024. "Green bonds and traditional and emerging investments: Understanding connectedness during crises," The North American Journal of Economics and Finance, Elsevier, vol. 72(C).
- Xie He & Shigeyuki Hamori, 2023.
"The Higher the Better? Hedging and Investment Strategies in Cryptocurrency Markets : Insights from Higher Moment Spillovers,"
Discussion Papers
2315, Graduate School of Economics, Kobe University.
- He, Xie & Hamori, Shigeyuki, 2024. "The higher the better? Hedging and investment strategies in cryptocurrency markets: Insights from higher moment spillovers," International Review of Financial Analysis, Elsevier, vol. 95(PA).
- Furuoka, Fumitaka & Yaya, OlaOluwa Simon & Ling, Pui Kiew & Al-Faryan, Mamdouh Abdulaziz Saleh & Islam, M. Nazmul, 2023.
"Transmission of risks between energy and agricultural commodities: Frequency time-varying VAR, asymmetry and portfolio management,"
Resources Policy, Elsevier, vol. 81(C).
- Furuoka, Fumitaka & Yaya, OlaOluwa S & Ling, Piu Kiew & Al-Faryan, Mamdouh Abdulaziz Saleh & Islam, M. Nazmul, 2023. "Transmission of risks between energy and agricultural commodities: Frequency time-varying VAR, asymmetry and portfolio management," MPRA Paper 117003, University Library of Munich, Germany, revised 04 Dec 2022.
- Abdullah, Mohammad & Chowdhury, Mohammad Ashraful Ferdous & Sulong, Zunaidah, 2023. "Asymmetric efficiency and connectedness among green stocks, halal tourism stocks, cryptocurrencies, and commodities: Portfolio hedging implications," Resources Policy, Elsevier, vol. 81(C).
- Mishra, Aswini Kumar & Arunachalam, Vairam & Olson, Dennis & Patnaik, Debasis, 2023. "Dynamic connectedness in commodity futures markets during Covid-19 in India: New evidence from a TVP-VAR extended joint connectedness approach," Resources Policy, Elsevier, vol. 82(C).
- Xia, Yufei & Shi, Zhengxu & Du, Xiaoying & Niu, Mengyi & Cai, Rongjiang, 2023. "Can green assets hedge against economic policy uncertainty? Evidence from China with portfolio implications," Finance Research Letters, Elsevier, vol. 55(PA).
- Nyakurukwa, Kingstone & Seetharam, Yudhvir, 2023. "Quantile and asymmetric return connectedness among BRICS stock markets," The Journal of Economic Asymmetries, Elsevier, vol. 27(C).
- Rabbani, Mustafa Raza & Billah, Syed Mabruk & Shaik, Muneer & Rahman, Mashuk & Boujlil, Rhada, 2023. "Dynamic connectedness, spillover, and optimal hedging strategy among FinTech, Sukuk, and Islamic equity markets," Global Finance Journal, Elsevier, vol. 58(C).
- Abakah, Emmanuel Joel Aikins & Hossain, Sahib & Abdullah, Mohammad & Goodell, John W., 2024. "Global uncertainty factors and price connectedness between US electricity and blockchain markets: Findings from an R-square connectedness approach," Finance Research Letters, Elsevier, vol. 59(C).
- Niu, Hongli & Hu, Wenwen, 2024. "Static and dynamic interdependencies among natural gas, stocks of global major economies and uncertainty," Resources Policy, Elsevier, vol. 94(C).
- Maki, Daiki, 2024. "Evaluation of volatility spillovers for asymmetric realized covariance," The North American Journal of Economics and Finance, Elsevier, vol. 73(C).
- Stenfors, Alexis & Chatziantoniou, Ioannis & Gabauer, David, 2022.
"Independent policy, dependent outcomes: A game of cross-country dominoes across European yield curves,"
Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 81(C).
- Adekoya, Oluwasegun B. & Oliyide, Johnson A. & Saleem, Owais & Adeoye, Habeeb A., 2022.
"Asymmetric connectedness between Google-based investor attention and the fourth industrial revolution assets: The case of FinTech and Robotics & Artificial intelligence stocks,"
Technology in Society, Elsevier, vol. 68(C).
Cited by:
- Gunay, Samet & Goodell, John W. & Muhammed, Shahnawaz & Kirimhan, Destan, 2023. "Frequency connectedness between FinTech, NFT and DeFi: Considering linkages to investor sentiment," International Review of Financial Analysis, Elsevier, vol. 90(C).
- Mahdi Ghaemi Asl & Oluwasegun B. Adekoya & Muhammad Mahdi Rashidi, 2023. "Quantiles dependence and dynamic connectedness between distributed ledger technology and sectoral stocks: enhancing the supply chain and investment decisions with digital platforms," Annals of Operations Research, Springer, vol. 327(1), pages 435-464, August.
- Dong, Xueqin & Huang, Lilong, 2024. "Exploring ripple effect of oil price, fintech, and financial stress on clean energy stocks: A global perspective," Resources Policy, Elsevier, vol. 89(C).
- Emmanuel Joel Aikins Abakah & Aviral Kumar Tiwari & Chi‐Chuan Lee & Matthew Ntow‐Gyamfi, 2023. "Quantile price convergence and spillover effects among Bitcoin, Fintech, and artificial intelligence stocks," International Review of Finance, International Review of Finance Ltd., vol. 23(1), pages 187-205, March.
- Pandey, Dharen Kumar & Hassan, M.Kabir & Kumari, Vineeta & Zaied, Younes Ben & Rai, Varun Kumar, 2024. "Mapping the landscape of FinTech in banking and finance: A bibliometric review," Research in International Business and Finance, Elsevier, vol. 67(PA).
- Ali, Omar & Murray, Peter A. & Momin, Mujtaba & Al-Anzi, Fawaz S., 2023. "The knowledge and innovation challenges of ChatGPT: A scoping review," Technology in Society, Elsevier, vol. 75(C).
- Yousaf, Imran & Youssef, Manel & Goodell, John W., 2024. "Tail connectedness between artificial intelligence tokens, artificial intelligence ETFs, and traditional asset classes," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 91(C).
- Rabbani, Mustafa Raza & Billah, Syed Mabruk & Shaik, Muneer & Rahman, Mashuk & Boujlil, Rhada, 2023. "Dynamic connectedness, spillover, and optimal hedging strategy among FinTech, Sukuk, and Islamic equity markets," Global Finance Journal, Elsevier, vol. 58(C).
- Hoque, Mohammad Enamul & Billah, Mabruk & Alam, Md Rafayet & Lucey, Brian, 2024. "Does news related to digital economy and central bank digital currency affect digital economy ETFs? Evidence from TVP-VAR connectedness and wavelet local multiple correlation analyses," Global Finance Journal, Elsevier, vol. 61(C).
- Urom, Christian, 2023. "Time–frequency dependence and connectedness between financial technology and green assets," International Economics, Elsevier, vol. 175(C), pages 139-157.
- Adekoya, Oluwasegun B. & Oliyide, Johnson A. & Akinseye, Ademola B. & Ogunbowale, Gideon O., 2022.
"Oil and multinational technology stocks: Predicting fear with fear at the first and higher order moments,"
Finance Research Letters, Elsevier, vol. 46(PA).
Cited by:
- Adekoya, Oluwasegun B. & Asl, Mahdi Ghaemi & Oliyide, Johnson A. & Izadi, Parviz, 2023. "Multifractality and cross-correlation between the crude oil and the European and non-European stock markets during the Russia-Ukraine war," Resources Policy, Elsevier, vol. 80(C).
- Adekoya, Oluwasegun B. & Oliyide, Johnson A., 2022.
"Commodity and financial markets’ fear before and during COVID-19 pandemic: Persistence and causality analyses,"
Resources Policy, Elsevier, vol. 76(C).
Cited by:
- Waqas Hanif & Hee-Un Ko & Linh Pham & Sang Hoon Kang, 2023. "Dynamic connectedness and network in the high moments of cryptocurrency, stock, and commodity markets," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 9(1), pages 1-40, December.
- Hanif, Waqas & Mensi, Walid & Vo, Xuan Vinh & BenSaïda, Ahmed & Hernandez, Jose Arreola & Kang, Sang Hoon, 2023. "Dependence and risk management of portfolios of metals and agricultural commodity futures," Resources Policy, Elsevier, vol. 82(C).
- Mauro Aliano & Lucianna Cananà & Greta Cestari & Stefania Ragni, 2023. "A Dynamical Model with Time Delay for Risk Contagion," Mathematics, MDPI, vol. 11(2), pages 1-19, January.
- Soni, Rajat Kumar & Nandan, Tanuj, 2022. "Modeling Covid-19 contagious effect between asset markets and commodity futures in India," Resources Policy, Elsevier, vol. 79(C).
- Cui, Tianxiang & Suleman, Muhammad Tahir & Zhang, Hongwei, 2022. "Do the green bonds overreact to the COVID-19 pandemic?," Finance Research Letters, Elsevier, vol. 49(C).
- Adekoya, Oluwasegun B. & Oliyide, Johnson A. & Fasanya, Ismail O., 2022.
"Renewable and non-renewable energy consumption – Ecological footprint nexus in net-oil exporting and net-oil importing countries: Policy implications for a sustainable environment,"
Renewable Energy, Elsevier, vol. 189(C), pages 524-534.
Cited by:
- Wang, Jun & Usman, Muhammad & Saqib, Najia & Shahbaz, Muhammad & Hossain, Mohammad Razib, 2023. "Asymmetric environmental performance under economic complexity, globalization and energy consumption: Evidence from the World's largest economically complex economy," Energy, Elsevier, vol. 279(C).
- Zhu, Ruikun & Xu, Qi & Xiqiang, Xia & Sibt-e-Ali, Muhammad & Waqas, Muhammad & Ullah, Irfan & Anwar, Ahsan, 2024. "Role of resources rent, research and development, and information and communication technologies on CO2 emissions in BRICS economies," Resources Policy, Elsevier, vol. 93(C).
- Aziz, Ghazala & Sarwar, Suleman & Waheed, Rida & Khan, Mohd Saeed, 2023. "Significance of hydrogen energy to control the environmental gasses in light of COP26: A case of European Countries," Resources Policy, Elsevier, vol. 80(C).
- Jahanger, Atif & Yu, Yang & Hossain, Mohammad Razib & Murshed, Muntasir & Balsalobre-Lorente, Daniel & Khan, Uzma, 2022. "Going away or going green in NAFTA nations? Linking natural resources, energy utilization, and environmental sustainability through the lens of the EKC hypothesis," Resources Policy, Elsevier, vol. 79(C).
- Islam, Md. Monirul & Sohag, Kazi & Mariev, Oleg, 2024. "Mineral import demand-driven solar energy generation in China: A threshold estimation using the counterfactual shock approach," Renewable Energy, Elsevier, vol. 221(C).
- Chen, Jie & Huang, Shoujun & Kamran, Hafiz Waqas, 2023. "Empowering sustainability practices through energy transition for sustainable development goal 7: The role of energy patents and natural resources among European Union economies through advanced panel," Energy Policy, Elsevier, vol. 176(C).
- Hasan, Mohammad Maruf & Nan, Su & Waris, Umra, 2024. "Assessing the dynamics among oil consumption, ecological footprint, and renewable energy: Role of institutional quality in major oil-consuming countries," Resources Policy, Elsevier, vol. 90(C).
- Onwe, Joshua Chukwuma & Bandyopadhyay, Arunava & Hamid, Ishfaq & Rej, Soumen & Hossain, Md Emran, 2023. "Environment sustainability through energy transition and globalization in G7 countries: What role does environmental tax play?," Renewable Energy, Elsevier, vol. 218(C).
- Jahanger, Atif & Usman, Muhammad & Kousar, Rakhshanda & Balsalobre-Lorente, Daniel, 2023. "Implications for optimal abatement path through the deployment of natural resources, human development, and energy consumption in the era of digitalization," Resources Policy, Elsevier, vol. 86(PB).
- Wang, Mengxia & Hossain, Mohammad Razib & Si Mohammed, Kamel & Cifuentes-Faura, Javier & Cai, Xiaotong, 2023. "Heterogenous Effects of Circular Economy, Green energy and Globalization on CO2 emissions: Policy based analysis for sustainable development," Renewable Energy, Elsevier, vol. 211(C), pages 789-801.
- Adekoya, Oluwasegun B. & Akinbayo, Sukurat B. & Ishola, Oluwabunmi A. & Al-Faryan, Mamdouh Abdulaziz Saleh, 2023. "Are all the U.S. biomass energy sources green?," Energy Policy, Elsevier, vol. 179(C).
- Wang, Yunxian & Wang, Xin & Zhang, Zheng & Cui, Zhanmin & Zhang, Yuan, 2023. "Role of fiscal and monetary policies for economic recovery in China," Economic Analysis and Policy, Elsevier, vol. 77(C), pages 51-63.
- Oluwatomisin J. Oyewole & Idowu A. Adubiagbe & Oluwasegun B. Adekoya, 2022.
"Economic policy uncertainty and stock returns among OPEC members: evidence from feasible quasi-generalized least squares,"
Future Business Journal, Springer, vol. 8(1), pages 1-10, December.
Cited by:
- Maquieira, Carlos P. & Espinosa-Méndez, Christian & Gahona-Flores, Orlando, 2023. "How does economic policy uncertainty (EPU) impact copper-firms stock returns? International evidence," Resources Policy, Elsevier, vol. 81(C).
- Chen, Juan & Ma, Feng & Qiu, Xuemei & Li, Tao, 2023. "The role of categorical EPU indices in predicting stock-market returns," International Review of Economics & Finance, Elsevier, vol. 87(C), pages 365-378.
- Adekoya, Oluwasegun B. & Oliyide, Johnson A. & Kenku, Oluwademilade T. & Al-Faryan, Mamdouh Abdulaziz Saleh, 2022. "Comparative response of global energy firm stocks to uncertainties from the crude oil market, stock market, and economic policy," Resources Policy, Elsevier, vol. 79(C).
- Adekoya, Oluwasegun B. & Yaya, OlaOluwa S. & Oliyide, Johnson A. & Posu, Sunday M.A., 2022.
"Growth and growth disparities in Africa: Are differences in renewable energy use, technological advancement, and institutional reforms responsible?,"
Structural Change and Economic Dynamics, Elsevier, vol. 61(C), pages 265-277.
Cited by:
- Bouadila, Salwa & Baddadi, Sara & Rehman, Tauseef-ur & Ayed, Rabeb, 2022. "Experimental investigation on the thermal appraisal of heat pipe-evacuated tube collector-based water heating system integrated with PCM," Renewable Energy, Elsevier, vol. 199(C), pages 382-394.
- Adekoya, Oluwasegun B. & Oliyide, Johnson A. & Kenku, Oluwademilade T. & Al-Faryan, Mamdouh Abdulaziz Saleh, 2022.
"Comparative response of global energy firm stocks to uncertainties from the crude oil market, stock market, and economic policy,"
Resources Policy, Elsevier, vol. 79(C).
Cited by:
- Sarit Maitra & Vivek Mishra & Sukanya Kundu & Manav Chopra, 2023. "Econometric Model Using Arbitrage Pricing Theory and Quantile Regression to Estimate the Risk Factors Driving Crude Oil Returns," Papers 2309.13096, arXiv.org, revised Oct 2023.
- Ghaemi Asl, Mahdi & Adekoya, Oluwasegun Babatunde & Rashidi, Muhammad Mahdi & Ghasemi Doudkanlou, Mohammad & Dolatabadi, Ali, 2022.
"Forecast of Bayesian-based dynamic connectedness between oil market and Islamic stock indices of Islamic oil-exporting countries: Application of the cascade-forward backpropagation network,"
Resources Policy, Elsevier, vol. 77(C).
Cited by:
- Wang, Zi-Xin & Liu, Bing-Yue & Fan, Ying, 2023. "Network connectedness between China's crude oil futures and sector stock indices," Energy Economics, Elsevier, vol. 125(C).
- Husain, Afzol & Karim, Sitara & Sensoy, Ahmet, 2024. "Financial fusion: Bridging Islamic and Green investments in the European stock market," International Review of Financial Analysis, Elsevier, vol. 94(C).
- Manivannan Babu & C. Hariharan & S. Srinivasan & P. S. Shabi Shimny & Gayathri Jayapal & G. Indhumathi & J. Sathya & Brintha Rajendran & Veeramani Anandhabalaji & Chinnadurai Kathiravan, 2023. "Return and Volatility Spillovers of Asian Pacific Stock Markets Energy Indices," International Journal of Energy Economics and Policy, Econjournals, vol. 13(1), pages 61-66, January.
- Adekoya, Oluwasegun B. & Ajayi, Gbenga E. & Suhrab, Muhammad & Oliyide, Johnson A., 2022.
"How critical are resource rents, agriculture, growth, and renewable energy to environmental degradation in the resource-rich African countries? The role of institutional quality,"
Energy Policy, Elsevier, vol. 164(C).
Cited by:
- Marc Audi & Marc Poulin & Amjad Ali, 2024.
"Environmental Impact of Business Freedom and Renewable Energy: A Global Perspective,"
International Journal of Energy Economics and Policy, Econjournals, vol. 14(3), pages 672-683, May.
- Audi, Marc & Ali, Amjad, 2024. "Environmental Impact of Business Freedom and Renewable Energy: A Global Perspective," MPRA Paper 121287, University Library of Munich, Germany.
- Marc Audi & Amjad Ali, 2023.
"Unveiling the Role of Business Freedom to Determine Environmental Degradation in Developing Countries,"
International Journal of Energy Economics and Policy, Econjournals, vol. 13(5), pages 157-164, September.
- Ali, Amjad & Audi, Marc & Hamadeh, Hani Fayad, 2022. "Unveiling the role of business freedom to determine environmental degradation in developing countries," MPRA Paper 115219, University Library of Munich, Germany.
- Li, Yabo & Teng, Rui & Iqbal, Mubasher, 2023. "Natural resources rent and climate vulnerability: An inverted U-shaped relationship moderated by productive capacity, trade openness, and urbanization in resource-abundant countries," Resources Policy, Elsevier, vol. 86(PB).
- Pham, Thi Ha An & Lin, Chia-Yang & Moslehpour, Massoud & Vo, Thi Thuy Van & Nguyen, Hai-Tuan & Nguyen, Tran Thai Ha, 2024. "What role financial development and resource-curse situation play in inclusive growth of Asian countries," Resources Policy, Elsevier, vol. 88(C).
- Su, Xiang & Tan, Junlan, 2023. "Regional energy transition path and the role of government support and resource endowment in China," Renewable and Sustainable Energy Reviews, Elsevier, vol. 174(C).
- Lanre Ibrahim, Ridwan & Bello Ajide, Kazeem & Usman, Muhammad & Kousar, Rakhshanda, 2022. "Heterogeneous effects of renewable energy and structural change on environmental pollution in Africa: Do natural resources and environmental technologies reduce pressure on the environment?," Renewable Energy, Elsevier, vol. 200(C), pages 244-256.
- Luo, Lianfa & Liu, Peiyao & Zhu, Fangjing & Sun, Yongping & Liu, Lingna, 2022. "Policy objective bias and institutional quality improvement: Sustainable development of resource-based cities," Resources Policy, Elsevier, vol. 78(C).
- Akram, Vaseem & Ali, Jabir, 2022. "Do countries converge in natural resources rents? Evidence from club convergence analysis," Resources Policy, Elsevier, vol. 77(C).
- Vatamanu, Anca Florentina & Zugravu, Bogdan Gabriel, 2023. "Financial development, institutional quality and renewable energy consumption. A panel data approach," Economic Analysis and Policy, Elsevier, vol. 78(C), pages 765-775.
- Aladejare, Samson Adeniyi, 2022. "Natural resource rents, globalisation and environmental degradation: New insight from 5 richest African economies," Resources Policy, Elsevier, vol. 78(C).
- Ahakwa, Isaac & Xu, Yi & Tackie, Evelyn Agba & Odai, Leslie Afotey & Sarpong, Francis Atta & Korankye, Benard & Ofori, Elvis Kwame, 2023. "Do natural resources and green technological innovation matter in addressing environmental degradation? Evidence from panel models robust to cross-sectional dependence and slope heterogeneity," Resources Policy, Elsevier, vol. 85(PB).
- Hossain, Mohammad Razib & Dash, Devi Prasad & Das, Narasingha & Ullah, Ehsan & Hossain, Md. Emran, 2024. "Green energy transition in OECD region through the lens of economic complexity and environmental technology: A method of moments quantile regression perspective," Applied Energy, Elsevier, vol. 365(C).
- Ahmad, Mahmood & Peng, Tao & Awan, Ashar & Ahmed, Zahoor, 2023. "Policy framework considering resource curse, renewable energy transition, and institutional issues: Fostering sustainable development and sustainable natural resource consumption practices," Resources Policy, Elsevier, vol. 86(PB).
- Marc Audi & Marc Poulin & Amjad Ali, 2024.
"Environmental Impact of Business Freedom and Renewable Energy: A Global Perspective,"
International Journal of Energy Economics and Policy, Econjournals, vol. 14(3), pages 672-683, May.
- Fasanya, Ismail O. & Adekoya, Oluwasegun B. & Adetokunbo, Abiodun M., 2021.
"On the connection between oil and global foreign exchange markets: The role of economic policy uncertainty,"
Resources Policy, Elsevier, vol. 72(C).
Cited by:
- Fasanya, Ismail O. & Oyewole, Oluwatomisin J., 2023. "On the connection between international REITs and oil markets: The role of economic policy uncertainty," Resources Policy, Elsevier, vol. 81(C).
- Huang, Shoujun & Bossman, Ahmed & Gubareva, Mariya & Teplova, Tamara, 2024. "International transmission of shocks and African forex markets," Energy Economics, Elsevier, vol. 131(C).
- Oliyide, Johnson A. & Adekoya, Oluwasegun B. & Khan, Muhammad A., 2021.
"Economic policy uncertainty and the volatility connectedness between oil shocks and metal market: An extension,"
International Economics, Elsevier, vol. 167(C), pages 136-150.
- Johnson A. Oliyide & Oluwasegun B. Adekoya & Muhammad A. Khan, 2021. "Economic policy uncertainty and the volatility connectedness between oil shocks and metal market: An extension," International Economics, CEPII research center, issue 167, pages 136-150.
- Adekoya, Oluwasegun B. & Asl, Mahdi Ghaemi & Oliyide, Johnson A. & Izadi, Parviz, 2023. "Multifractality and cross-correlation between the crude oil and the European and non-European stock markets during the Russia-Ukraine war," Resources Policy, Elsevier, vol. 80(C).
- Wu, Tao & An, Feng & Gao, Xiangyun & Wang, Ze, 2023. "Hidden causality between oil prices and exchange rates," Resources Policy, Elsevier, vol. 82(C).
- Fasanya, Ismail O. & Oyewole, Oluwatomisin J. & Oliyide, Johnson A., 2022. "Investors' sentiments and the dynamic connectedness between cryptocurrency and precious metals markets," The Quarterly Review of Economics and Finance, Elsevier, vol. 86(C), pages 347-364.
- Ding, Qian & Huang, Jianbai & Chen, Jinyu, 2021. "Dynamic and frequency-domain risk spillovers among oil, gold, and foreign exchange markets: Evidence from implied volatility," Energy Economics, Elsevier, vol. 102(C).
- Yin, Libo & Su, Zhi & Lu, Man, 2022. "Is oil risk important for commodity-related currency returns?," Research in International Business and Finance, Elsevier, vol. 60(C).
- Adekoya, Oluwasegun B. & Oliyide, Johnson A. & Akinseye, Ademola B. & Ogunbowale, Gideon O., 2022. "Oil and multinational technology stocks: Predicting fear with fear at the first and higher order moments," Finance Research Letters, Elsevier, vol. 46(PA).
- Lu, Man & Chang, Bisharat Hussain & Salman, Asma & Razzaq, Muthanna G. Abdul & Uddin, Mohammed Ahmar, 2023. "Time varying connectedness between foreign exchange markets and crude oil futures prices," Resources Policy, Elsevier, vol. 86(PB).
- Adekoya, Oluwasegun B. & Oliyide, Johnson A. & Kenku, Oluwademilade T. & Al-Faryan, Mamdouh Abdulaziz Saleh, 2022. "Comparative response of global energy firm stocks to uncertainties from the crude oil market, stock market, and economic policy," Resources Policy, Elsevier, vol. 79(C).
- Huang, Jianbai & Dong, Xuesong & Zhang, Hongwei & Liu, Jia & Gao, Wang, 2022. "Dynamic and frequency-domain spillover among within and cross-country policy uncertainty, crude oil and gold market: Evidence from US and China," Resources Policy, Elsevier, vol. 78(C).
- An Cheng & Tonghui Chen & Guogang Jiang & Xinru Han, 2021. "Can Major Public Health Emergencies Affect Changes in International Oil Prices?," IJERPH, MDPI, vol. 18(24), pages 1-13, December.
- Doğan, Buhari & Trabelsi, Nader & Tiwari, Aviral Kumar & Ghosh, Sudeshna, 2023. "Dynamic dependence and causality between crude oil, green bonds, commodities, geopolitical risks, and policy uncertainty," The Quarterly Review of Economics and Finance, Elsevier, vol. 89(C), pages 36-62.
- Su, Zhi & Liu, Peng & Fang, Tong, 2022. "Uncertainty matters in US financial information spillovers: Evidence from a directed acyclic graph approach," The Quarterly Review of Economics and Finance, Elsevier, vol. 84(C), pages 229-242.
- Kumar, Pawan & Singh, Vipul Kumar, 2022. "Does crude oil fire the emerging markets currencies contagion spillover? A systemic perspective," Energy Economics, Elsevier, vol. 116(C).
- Fasanya, Ismail O. & Oyewole, Oluwatomisin & Dauda, Mariam, 2023. "Uncertainty due to infectious diseases and bitcoin-gold nexus: Evidence from a non-parametric causality-in-quantiles approach," Resources Policy, Elsevier, vol. 82(C).
- Asadi, Mehrad & Roudari, Soheil & Tiwari, Aviral Kumar & Roubaud, David, 2023. "Scrutinizing commodity markets by quantile spillovers: A case study of the Australian economy," Energy Economics, Elsevier, vol. 118(C).
- Yaya, OlaOluwa S. & Gil-Alana, Luis A. & Adekoya, Oluwasegun B. & Vo, Xuan Vinh, 2021.
"How fearful are commodities and US stocks in response to global fear? Persistence and cointegration analyses,"
Resources Policy, Elsevier, vol. 74(C).
See citations under working paper version above.
- Yaya, OlaOluwa S. & Gil-Alana, Luis A. & Adekoya, Oluwasegun B. & Vo, Xuan Vinh, 2021. "How fearful are Commodities and US stocks in response to Global fear? Persistence and Cointegration analyses," MPRA Paper 109829, University Library of Munich, Germany.
- Adekoya, Oluwasegun B. & Oliyide, Johnson A. & Oduyemi, Gabriel O., 2021.
"How COVID-19 upturns the hedging potentials of gold against oil and stock markets risks: Nonlinear evidences through threshold regression and markov-regime switching models,"
Resources Policy, Elsevier, vol. 70(C).
Cited by:
- You‐How Go & Jia‐Jun Teo & Kam Fong Chan, 2023. "The effectiveness of crude oil futures hedging during infectious disease outbreaks in the 21st century," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 43(11), pages 1559-1575, November.
- Alola, Andrew A. & Adekoya, Oluwasegun B. & Oliyide, Johnson A., 2022. "Outlook of oil prices and volatility from 1970 to 2040 through global energy mix-security from production to reserves: A nonparametric causality-in-quantiles approach," Resources Policy, Elsevier, vol. 79(C).
- Mensi, Walid & Reboredo, Juan C. & Ugolini, Andrea, 2021. "Price-switching spillovers between gold, oil, and stock markets: Evidence from the USA and China during the COVID-19 pandemic," Resources Policy, Elsevier, vol. 73(C).
- Guannan Wang & Juan Meng & Bin Mo, 2023. "Dynamic Volatility Spillover Effects and Portfolio Strategies among Crude Oil, Gold, and Chinese Electricity Companies," Mathematics, MDPI, vol. 11(4), pages 1-25, February.
- Wei, Yu & Wang, Zhuo & Li, Dongxin & Chen, Xiaodan, 2022. "Can infectious disease pandemic impact the long-term volatility and correlation of gold and crude oil markets?," Finance Research Letters, Elsevier, vol. 47(PA).
- Tarchella, Salma & Dhaoui, Abderrazak, 2021. "Chinese jigsaw: Solving the equity market response to the COVID-19 crisis: Do alternative asset provide effective hedging performance?," Research in International Business and Finance, Elsevier, vol. 58(C).
- Youssef, Manel & Mokni, Khaled, 2021. "Oil-gold nexus: Evidence from regime switching-quantile regression approach," Resources Policy, Elsevier, vol. 73(C).
- Oduyemi, Gabriel Olusegun & Owoeye, Taiwo & Adekoya, Oluwasegun Babatunde, 2021. "Health outcomes and the resource curse paradox: The experience of African oil-rich countries," Resources Policy, Elsevier, vol. 73(C).
- Iuga, Iulia Cristina & Mudakkar, Syeda Rabab & Dragolea, Larisa Loredana, 2024. "Agricultural commodities market reaction to COVID-19," Research in International Business and Finance, Elsevier, vol. 69(C).
- Daniel Stefan Armeanu & Stefan Cristian Gherghina & Jean Vasile Andrei & Camelia Catalina Joldes, 2023. "Evidence from the nonlinear autoregressive distributed lag model on the asymmetric influence of the first wave of the COVID-19 pandemic on energy markets," Energy & Environment, , vol. 34(5), pages 1433-1470, August.
- Ha, Le Thanh & Bouteska, Ahmed & Mefteh-Wali, Salma & The Anh, Pham, 2023. "Fluctuations in gold prices in Vietnam during the COVID-19 pandemic: Insights from a time-varying parameter autoregression model," Resources Policy, Elsevier, vol. 86(PB).
- Depren, Özer & Kartal, Mustafa Tevfik & Kılıç Depren, Serpil, 2021. "Changes of gold prices in COVID-19 pandemic: Daily evidence from Turkey's monetary policy measures with selected determinants," Technological Forecasting and Social Change, Elsevier, vol. 170(C).
- Mensi, Walid & Ali, Syed Riaz Mahmood & Vo, Xuan Vinh & Kang, Sang Hoon, 2022. "Multiscale dependence, spillovers, and connectedness between precious metals and currency markets: A hedge and safe-haven analysis," Resources Policy, Elsevier, vol. 77(C).
- Yaojie Zhang & Mengxi He & Danyan Wen & Yudong Wang, 2022. "Forecasting Bitcoin volatility: A new insight from the threshold regression model," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 41(3), pages 633-652, April.
- Mensi, Walid & Vo, Xuan Vinh & Kang, Sang Hoon, 2022. "COVID-19 pandemic’s impact on intraday volatility spillover between oil, gold, and stock markets," Economic Analysis and Policy, Elsevier, vol. 74(C), pages 702-715.
- Younis, Ijaz & Shah, Waheed Ullah & Yousaf, Imran, 2023. "Static and dynamic linkages between oil, gold and global equity markets in various crisis episodes: Evidence from the Wavelet TVP-VAR," Resources Policy, Elsevier, vol. 80(C).
- Oosterlinck, Kim & Reyns, Ariane & Szafarz, Ariane, 2023.
"Gold, bitcoin, and portfolio diversification: Lessons from the Ukrainian war,"
Resources Policy, Elsevier, vol. 83(C).
- Kim Oosterlinck & Ariane Reyns & Ariane Szafarz, 2022. "Gold, Bitcoin, and Portfolio Diversification: Lessons from the Ukrainian War," Working Papers CEB 22-008, ULB -- Universite Libre de Bruxelles.
- Mensi, Walid & Al Rababa'a, Abdel Razzaq & Alomari, Mohammad & Vo, Xuan Vinh & Kang, Sang Hoon, 2022. "Dynamic frequency volatility spillovers and connectedness between strategic commodity and stock markets: US-based sectoral analysis," Resources Policy, Elsevier, vol. 79(C).
- Arfaoui, Nadia & Yousaf, Imran & Jareño, Francisco, 2023. "Return and volatility connectedness between gold and energy markets: Evidence from the pre- and post-COVID vaccination phases," Economic Analysis and Policy, Elsevier, vol. 77(C), pages 617-634.
- Yin, Libo & Su, Zhi & Lu, Man, 2022. "Is oil risk important for commodity-related currency returns?," Research in International Business and Finance, Elsevier, vol. 60(C).
- Kaczmarek, Tomasz & Będowska-Sójka, Barbara & Grobelny, Przemysław & Perez, Katarzyna, 2022. "False Safe Haven Assets: Evidence From the Target Volatility Strategy Based on Recurrent Neural Network," Research in International Business and Finance, Elsevier, vol. 60(C).
- Jiang, Wei & Chen, Yunfei, 2024. "Impact of Russia-Ukraine conflict on the time-frequency and quantile connectedness between energy, metal and agricultural markets," Resources Policy, Elsevier, vol. 88(C).
- Ammara Malik & Faiza Bashir & Khalid Mahmood, 2023. "Antecedents and Consequences of Misinformation Sharing Behavior among Adults on Social Media during COVID-19," SAGE Open, , vol. 13(1), pages 21582440221, January.
- Tuna, Gülfen & Tuna, Vedat Ender, 2022. "Are effects of COVID-19 pandemic on financial markets permanent or temporary? Evidence from gold, oil and stock markets," Resources Policy, Elsevier, vol. 76(C).
- Raza, Syed Ali & Masood, Amna & Benkraiem, Ramzi & Urom, Christian, 2023.
"Forecasting the volatility of precious metals prices with global economic policy uncertainty in pre and during the COVID-19 period: Novel evidence from the GARCH-MIDAS approach,"
Energy Economics, Elsevier, vol. 120(C).
- Syed Ali Raza & Amna Masood & Ramzi Benkraiem & Christian Urom, 2023. "Forecasting the volatility of precious metals prices with global economic policy uncertainty in pre and during the COVID-19 period: Novel evidence from the GARCH-MIDAS approach," Post-Print hal-04080872, HAL.
- Yıldırım, Durmuş Çağrı & Esen, Ömer & Ertuğrul, Hasan Murat, 2022. "Impact of the COVID-19 pandemic on return and risk transmission between oil and precious metals: Evidence from DCC-GARCH model," Resources Policy, Elsevier, vol. 79(C).
- Abakah, Emmanuel Joel Aikins & Tiwari, Aviral Kumar & Adekoya, Oluwasegun B. & Oteng-Abayie, Eric Fosu, 2023. "An analysis of the time-varying causality and dynamic correlation between green bonds and US gas prices," Technological Forecasting and Social Change, Elsevier, vol. 186(PA).
- Jing Niu & Chao Ma & Chun-Ping Chang, 2023. "The arbitrage strategy in the crude oil futures market of shanghai international energy exchange," Economic Change and Restructuring, Springer, vol. 56(2), pages 1201-1223, April.
- Hong, Yanran & Ma, Feng & Wang, Lu & Liang, Chao, 2022. "How does the COVID-19 outbreak affect the causality between gold and the stock market? New evidence from the extreme Granger causality test," Resources Policy, Elsevier, vol. 78(C).
- Adekoya, Oluwasegun B. & Oliyide, Johnson A., 2022. "Commodity and financial markets’ fear before and during COVID-19 pandemic: Persistence and causality analyses," Resources Policy, Elsevier, vol. 76(C).
- Banerjee, Ameet Kumar & Özer, Zeynep Sueda & Rahman, Molla Ramizur & Sensoy, Ahmet, 2024. "How does the time-varying dynamics of spillover between clean and brown energy ETFs change with the intervention of climate risk and climate policy uncertainty?," International Review of Economics & Finance, Elsevier, vol. 93(PA), pages 442-468.
- Chishti, Muhammad Zubair & Khalid, Ali Awais & Sana, Moniba, 2023. "Conflict vs sustainability of global energy, agricultural and metal markets: A lesson from Ukraine-Russia war," Resources Policy, Elsevier, vol. 84(C).
- Guo, Changrong & Zhang, Xiangyu & Raza, Syed Ali & Masood, Amna, 2024. "Asymmetrical connectedness between infectious diseases-related equity market volatility and prices of precious metals," Resources Policy, Elsevier, vol. 88(C).
- Lee, Chien-Chiang & Lee, Hsiang-Tai, 2023. "Optimal portfolio diversification with a multi-chain regime-switching spillover GARCH model," Global Finance Journal, Elsevier, vol. 55(C).
- Umar, Zaghum & Adekoya, Oluwasegun Babatunde & Oliyide, Johnson Ayobami & Gubareva, Mariya, 2021. "Media sentiment and short stocks performance during a systemic crisis," International Review of Financial Analysis, Elsevier, vol. 78(C).
- Maghyereh, Aktham & Awartani, Basel & Virk, Nader S., 2022. "Asymmetric risk transmissions between oil, gold and US equities: Recent evidence from the realized variance of the futures prices," Resources Policy, Elsevier, vol. 79(C).
- Soni, Rajat Kumar & Nandan, Tanuj, 2022. "Modeling Covid-19 contagious effect between asset markets and commodity futures in India," Resources Policy, Elsevier, vol. 79(C).
- Ghaemi Asl, Mahdi & Adekoya, Oluwasegun Babatunde & Rashidi, Muhammad Mahdi & Ghasemi Doudkanlou, Mohammad & Dolatabadi, Ali, 2022. "Forecast of Bayesian-based dynamic connectedness between oil market and Islamic stock indices of Islamic oil-exporting countries: Application of the cascade-forward backpropagation network," Resources Policy, Elsevier, vol. 77(C).
- Yaya, OlaOluwa S. & Gil-Alana, Luis A. & Adekoya, Oluwasegun B. & Vo, Xuan Vinh, 2021.
"How fearful are Commodities and US stocks in response to Global fear? Persistence and Cointegration analyses,"
MPRA Paper
109829, University Library of Munich, Germany.
- Yaya, OlaOluwa S. & Gil-Alana, Luis A. & Adekoya, Oluwasegun B. & Vo, Xuan Vinh, 2021. "How fearful are commodities and US stocks in response to global fear? Persistence and cointegration analyses," Resources Policy, Elsevier, vol. 74(C).
- Ali, Fahad & Jiang, Yuexiang & Sensoy, Ahmet, 2021. "Downside risk in Dow Jones Islamic equity indices: Precious metals and portfolio diversification before and after the COVID-19 bear market," Research in International Business and Finance, Elsevier, vol. 58(C).
- Kuan-Min Wang & Yuan-Ming Lee, 2023. "Are life insurance futures a safe haven during COVID-19?," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 9(1), pages 1-27, December.
- Adekoya, Oluwasegun B. & Oliyide, Johnson A. & Olubiyi, Ebenezer A. & Adedeji, Adedayo O., 2023. "The inflation-hedging performance of industrial metals in the world's most industrialized countries," Resources Policy, Elsevier, vol. 81(C).
- Yuandong, Su & Khaskheli, Asadullah & Raza, Syed Ali & Yousufi, Sara Qamar, 2022. "How COVID-19 influences prices of oil and precious metals: Comparison between data extracted from online searching trends and actual events," Resources Policy, Elsevier, vol. 78(C).
- Yousaf, Imran & Suleman, Muhammad Tahir & Demirer, Riza, 2022. "Green investments: A luxury good or a financial necessity?," Energy Economics, Elsevier, vol. 105(C).
- Hasan, Md. Tanvir, 2022. "The sum of all SCARES COVID-19 sentiment and asset return," The Quarterly Review of Economics and Finance, Elsevier, vol. 86(C), pages 332-346.
- Valadkhani, Abbas & Nguyen, Jeremy & Chiah, Mardy, 2022. "When is gold an effective hedge against inflation?," Resources Policy, Elsevier, vol. 79(C).
- Ahmed, Maruf Yakubu & Sarkodie, Samuel Asumadu, 2021. "COVID-19 pandemic and economic policy uncertainty regimes affect commodity market volatility," Resources Policy, Elsevier, vol. 74(C).
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- Raggad, Bechir & Bouri, Elie, 2023. "Gold and crude oil: A time-varying causality across various market conditions," Resources Policy, Elsevier, vol. 86(PA).
- Oliyide, Johnson A. & Adekoya, Oluwasegun B. & Marie, Mohamed & Al-Faryan, Mamdouh Abdulaziz Saleh, 2023. "Green finance and commodities: Cross-market connectedness during different COVID-19 episodes," Resources Policy, Elsevier, vol. 85(PA).
- Fasanya, Ismail O. & Oliyide, Johnson A. & Adekoya, Oluwasegun B. & Agbatogun, Taofeek, 2021.
"How does economic policy uncertainty connect with the dynamic spillovers between precious metals and bitcoin markets?,"
Resources Policy, Elsevier, vol. 72(C).
Cited by:
- Abrar, Afsheen & Naeem, Muhammad Abubakr & Karim, Sitara & Lucey, Brian M. & Vigne, Samuel A., 2024. "Shining in or fading out: Do precious metals sparkle for cryptocurrencies?," Resources Policy, Elsevier, vol. 90(C).
- Fasanya, Ismail O. & Oyewole, Oluwatomisin J., 2023. "On the connection between international REITs and oil markets: The role of economic policy uncertainty," Resources Policy, Elsevier, vol. 81(C).
- Fernandes, Leonardo H.S. & Silva, José W.L. & de Araujo, Fernando H.A. & Ferreira, Paulo & Aslam, Faheem & Tabak, Benjamin Miranda, 2022. "Interplay multifractal dynamics among metal commodities and US-EPU," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 606(C).
- Kamal, Javed Bin & Wohar, Mark & Kamal, Khaled Bin, 2022. "Do gold, oil, equities, and currencies hedge economic policy uncertainty and geopolitical risks during covid crisis?," Resources Policy, Elsevier, vol. 78(C).
- Wang, Xiong & Li, Jingyao & Ren, Xiaohang, 2022. "Asymmetric causality of economic policy uncertainty and oil volatility index on time-varying nexus of the clean energy, carbon and green bond," International Review of Financial Analysis, Elsevier, vol. 83(C).
- Mahdi Ghaemi Asl & Oluwasegun B. Adekoya & Muhammad Mahdi Rashidi, 2023. "Quantiles dependence and dynamic connectedness between distributed ledger technology and sectoral stocks: enhancing the supply chain and investment decisions with digital platforms," Annals of Operations Research, Springer, vol. 327(1), pages 435-464, August.
- Fasanya, Ismail O. & Oyewole, Oluwatomisin J. & Oliyide, Johnson A., 2022. "Investors' sentiments and the dynamic connectedness between cryptocurrency and precious metals markets," The Quarterly Review of Economics and Finance, Elsevier, vol. 86(C), pages 347-364.
- Mensi, Walid & Ali, Syed Riaz Mahmood & Vo, Xuan Vinh & Kang, Sang Hoon, 2022. "Multiscale dependence, spillovers, and connectedness between precious metals and currency markets: A hedge and safe-haven analysis," Resources Policy, Elsevier, vol. 77(C).
- Agnese, Pablo & Rios, Francisco, 2024.
"Spillover effects of energy transition metals in Chile,"
Energy Economics, Elsevier, vol. 134(C).
- Agnese, Pablo & Rios, Francisco, 2023. "Spillover Effects of Energy Transition Metals in Chile," IZA Discussion Papers 15999, Institute of Labor Economics (IZA).
- Elsayed, Ahmed H. & Hoque, Mohammad Enamul & Billah, Mabruk & Alam, Md. Kausar, 2024. "Connectedness across meme assets and sectoral markets: Determinants and portfolio management," International Review of Financial Analysis, Elsevier, vol. 93(C).
- Chen, Jinyu & Wang, Yilin & Ren, Xiaohang, 2023. "Asymmetric effect of financial stress on China’s precious metals market: Evidence from a quantile-on-quantile regression," Research in International Business and Finance, Elsevier, vol. 64(C).
- Adekoya, Oluwasegun B. & Oliyide, Johnson A. & Akinseye, Ademola B. & Ogunbowale, Gideon O., 2022. "Oil and multinational technology stocks: Predicting fear with fear at the first and higher order moments," Finance Research Letters, Elsevier, vol. 46(PA).
- Umar, Zaghum & Polat, Onur & Choi, Sun-Yong & Teplova, Tamara, 2022. "Dynamic connectedness between non-fungible tokens, decentralized finance, and conventional financial assets in a time-frequency framework," Pacific-Basin Finance Journal, Elsevier, vol. 76(C).
- Susilo Nur Aji Cokro Darsono & Wing-Keung Wong & Tran Thai Ha Nguyen & Dyah Titis Kusuma Wardani, 2022. "The Economic Policy Uncertainty and Its Effect on Sustainable Investment: A Panel ARDL Approach," JRFM, MDPI, vol. 15(6), pages 1-17, June.
- Duan, Kun & Zhao, Yanqi & Urquhart, Andrew & Huang, Yingying, 2023. "Do clean and dirty cryptocurrencies connect with financial assets differently? The role of economic policy uncertainty," Energy Economics, Elsevier, vol. 127(PA).
- Caferra, Rocco, 2022. "Sentiment spillover and price dynamics: Information flow in the cryptocurrency and stock market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 593(C).
- Lei Wang & Provash Kumer Sarker & Elie Bouri, 2023. "Short- and Long-Term Interactions Between Bitcoin and Economic Variables: Evidence from the US," Computational Economics, Springer;Society for Computational Economics, vol. 61(4), pages 1305-1330, April.
- Adekoya, Oluwasegun B. & Oliyide, Johnson A. & Kenku, Oluwademilade T. & Al-Faryan, Mamdouh Abdulaziz Saleh, 2022. "Comparative response of global energy firm stocks to uncertainties from the crude oil market, stock market, and economic policy," Resources Policy, Elsevier, vol. 79(C).
- Philips, Abiodun S., 2023. "Institutional enforcement of environmental fiscal stance and energy stock markets performance: Evaluating for returns and risk among connected markets," Energy, Elsevier, vol. 263(PE).
- Aslam, Faheem & Zil-e-huma, & Bibi, Rashida & Ferreira, Paulo, 2022. "Cross-correlations between economic policy uncertainty and precious and industrial metals: A multifractal cross-correlation analysis," Resources Policy, Elsevier, vol. 75(C).
- Huang, Jianbai & Dong, Xuesong & Zhang, Hongwei & Liu, Jia & Gao, Wang, 2022. "Dynamic and frequency-domain spillover among within and cross-country policy uncertainty, crude oil and gold market: Evidence from US and China," Resources Policy, Elsevier, vol. 78(C).
- Shen, Lihua & Hong, Yanran, 2023. "Can geopolitical risks excite Germany economic policy uncertainty: Rethinking in the context of the Russia-Ukraine conflict," Finance Research Letters, Elsevier, vol. 51(C).
- Liu, Ding & Sun, Weihong & Xu, Liao & Zhang, Xuan, 2023. "Time-frequency relationship between economic policy uncertainty and financial cycle in China: Evidence from wavelet analysis," Pacific-Basin Finance Journal, Elsevier, vol. 77(C).
- Wang, Chih-Wei & Lee, Chien-Chiang & Wu, Lin-Tan, 2023. "The relationship between cash flow uncertainty and extreme risk: International evidence," Pacific-Basin Finance Journal, Elsevier, vol. 77(C).
- Chen, Jinyu & Huang, Yuxin & Ren, Xiaohang & Qu, Jingxiao, 2022. "Time-varying spillovers between trade policy uncertainty and precious metal markets: Evidence from China-US trade conflict," Resources Policy, Elsevier, vol. 76(C).
- Nakagawa, Kei & Sakemoto, Ryuta, 2022. "Cryptocurrency network factors and gold," Finance Research Letters, Elsevier, vol. 46(PB).
- Khalfaoui, Rabeh & Stef, Nicolae & Wissal, Ben Arfi & Sami, Ben Jabeur, 2022. "Dynamic spillover effects and connectedness among climate change, technological innovation, and uncertainty: Evidence from a quantile VAR network and wavelet coherence," Technological Forecasting and Social Change, Elsevier, vol. 181(C).
- Adekoya, Oluwasegun B. & Oliyide, Johnson A. & Noman, Ambreen, 2021. "The volatility connectedness of the EU carbon market with commodity and financial markets in time- and frequency-domain: The role of the U.S. economic policy uncertainty," Resources Policy, Elsevier, vol. 74(C).
- Fasanya, Ismail O. & Oyewole, Oluwatomisin & Dauda, Mariam, 2023. "Uncertainty due to infectious diseases and bitcoin-gold nexus: Evidence from a non-parametric causality-in-quantiles approach," Resources Policy, Elsevier, vol. 82(C).
- Mensi, Walid & Vo, Xuan Vinh & Ko, Hee-Un & Kang, Sang Hoon, 2023. "Frequency spillovers between green bonds, global factors and stock market before and during COVID-19 crisis," Economic Analysis and Policy, Elsevier, vol. 77(C), pages 558-580.
- Guo, Junjie & Li, Youshu & Shao, Qinglong, 2022. "Cross-category spillover effects of economic policy uncertainty between China and the US: Time and frequency evidence," Journal of Asian Economics, Elsevier, vol. 80(C).
- Adekoya, Oluwasegun B. & Olabode, Joshua K. & Rafi, Syed K., 2021.
"Renewable energy consumption, carbon emissions and human development: Empirical comparison of the trajectories of world regions,"
Renewable Energy, Elsevier, vol. 179(C), pages 1836-1848.
Cited by:
- Obobisa, Emma Serwaa & Chen, Haibo & Mensah, Isaac Adjei, 2022. "The impact of green technological innovation and institutional quality on CO2 emissions in African countries," Technological Forecasting and Social Change, Elsevier, vol. 180(C).
- Liu, Ying & Feng, Chao, 2023. "Promoting renewable energy through national energy legislation," Energy Economics, Elsevier, vol. 118(C).
- Aqib, Muhammad & Zaman, Khalid, 2023. "Greening the Workforce: The Power of Investing in Human Capital," MPRA Paper 116263, University Library of Munich, Germany, revised 05 Feb 2023.
- José Carlos Ugaz Peña & Christian Luis Medina Rodríguez & Gustavo O. Guarniz Avalos, 2023. "Study of a New Wave Energy Converter with Perturb and Observe Maximum Power Point Tracking Method," Sustainability, MDPI, vol. 15(13), pages 1-18, July.
- Mohammed Abdullah H. Alshehri & Youguang Guo & Gang Lei, 2023. "Renewable-Energy-Based Microgrid Design and Feasibility Analysis for King Saud University Campus, Riyadh," Sustainability, MDPI, vol. 15(13), pages 1-24, July.
- Mateusz Piwowarski & Mariusz Borawski & Kesra Nermend, 2021. "The Problem of Non-Typical Objects in the Multidimensional Comparative Analysis of the Level of Renewable Energy Development," Energies, MDPI, vol. 14(18), pages 1-24, September.
- Adekoya, Oluwasegun B. & Yaya, OlaOluwa S. & Oliyide, Johnson A. & Posu, Sunday M.A., 2022. "Growth and growth disparities in Africa: Are differences in renewable energy use, technological advancement, and institutional reforms responsible?," Structural Change and Economic Dynamics, Elsevier, vol. 61(C), pages 265-277.
- Overland, Indra & Juraev, Javlon & Vakulchuk, Roman, 2022. "Are renewable energy sources more evenly distributed than fossil fuels?," Renewable Energy, Elsevier, vol. 200(C), pages 379-386.
- Adekoya, Oluwasegun B. & Kenku, Oluwademilade T. & Oliyide, Johnson A. & Al-Faryan, Mamdouh Abdulaziz Saleh & Ogunjemilua, Oluwafemi D., 2023. "Does economic complexity drive energy efficiency and renewable energy transition?," Energy, Elsevier, vol. 278(C).
- Afifa Ferhi & Kamel Helali, 2024. "The Impact of Renewable Energy on the Environment and Socio-economic Welfare: Empirical Evidence from OECD Countries," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), vol. 15(1), pages 4776-4799, March.
- Umer Jeelanie Banday & Mustafa Kocoglu, 2023. "Modelling Simultaneous Relationships Between Human Development, Energy, and Environment: Fresh Evidence from Panel Quantile Regression," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), vol. 14(2), pages 1559-1581, June.
- Simona Andreea Apostu & Mirela Panait & Daniel Balsalobre-Lorente & Diogo Ferraz & Irina Gabriela Rădulescu, 2022. "Energy Transition in Non-Euro Countries from Central and Eastern Europe: Evidence from Panel Vector Error Correction Model," Energies, MDPI, vol. 15(23), pages 1-21, December.
- Oluwasegun B. Adekoya & Gabriel O. Oduyemi & Johnson A. Oliyide, 2021.
"Price and volatility persistence of the US REITs market,"
Future Business Journal, Springer, vol. 7(1), pages 1-10, December.
Cited by:
- Mohammad Arashi & Mohammad Mahdi Rounaghi, 2022. "Analysis of market efficiency and fractal feature of NASDAQ stock exchange: Time series modeling and forecasting of stock index using ARMA-GARCH model," Future Business Journal, Springer, vol. 8(1), pages 1-12, December.
- Johnson A. Oliyide & Oluwasegun B. Adekoya & Muhammad A. Khan, 2021.
"Economic policy uncertainty and the volatility connectedness between oil shocks and metal market: An extension,"
International Economics, CEPII research center, issue 167, pages 136-150.
- Oliyide, Johnson A. & Adekoya, Oluwasegun B. & Khan, Muhammad A., 2021. "Economic policy uncertainty and the volatility connectedness between oil shocks and metal market: An extension," International Economics, Elsevier, vol. 167(C), pages 136-150.
Cited by:
- Adekoya, Oluwasegun B. & Asl, Mahdi Ghaemi & Oliyide, Johnson A. & Izadi, Parviz, 2023. "Multifractality and cross-correlation between the crude oil and the European and non-European stock markets during the Russia-Ukraine war," Resources Policy, Elsevier, vol. 80(C).
- Pham, Son D. & Nguyen, Thao T.T. & Do, Hung X., 2024. "Impact of climate policy uncertainty on return spillover among green assets and portfolio implications," Energy Economics, Elsevier, vol. 134(C).
- Fasanya, Ismail O. & Oyewole, Oluwatomisin J. & Oliyide, Johnson A., 2022. "Investors' sentiments and the dynamic connectedness between cryptocurrency and precious metals markets," The Quarterly Review of Economics and Finance, Elsevier, vol. 86(C), pages 347-364.
- Karkowska, Renata & Urjasz, Szczepan, 2023. "How does the Russian-Ukrainian war change connectedness and hedging opportunities? Comparison between dirty and clean energy markets versus global stock indices," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 85(C).
- Zhang, Tianding & Zeng, Song, 2023. "Dynamic comovement and extreme risk spillovers between international crude oil and China's non-ferrous metal futures market," Resources Policy, Elsevier, vol. 80(C).
- Adekoya, Oluwasegun B. & Oliyide, Johnson A. & Saleem, Owais & Adeoye, Habeeb A., 2022. "Asymmetric connectedness between Google-based investor attention and the fourth industrial revolution assets: The case of FinTech and Robotics & Artificial intelligence stocks," Technology in Society, Elsevier, vol. 68(C).
- Arfaoui, Nadia & Yousaf, Imran & Jareño, Francisco, 2023. "Return and volatility connectedness between gold and energy markets: Evidence from the pre- and post-COVID vaccination phases," Economic Analysis and Policy, Elsevier, vol. 77(C), pages 617-634.
- Susilo Nur Aji Cokro Darsono & Wing-Keung Wong & Tran Thai Ha Nguyen & Dyah Titis Kusuma Wardani, 2022. "The Economic Policy Uncertainty and Its Effect on Sustainable Investment: A Panel ARDL Approach," JRFM, MDPI, vol. 15(6), pages 1-17, June.
- Adekoya, Oluwasegun B. & Oliyide, Johnson A. & Kenku, Oluwademilade T. & Al-Faryan, Mamdouh Abdulaziz Saleh, 2022. "Comparative response of global energy firm stocks to uncertainties from the crude oil market, stock market, and economic policy," Resources Policy, Elsevier, vol. 79(C).
- Cao, Yan & Cheng, Sheng & Li, Xinran, 2023. "How economic policy uncertainty affects asymmetric spillovers in food and oil prices: Evidence from wavelet analysis," Resources Policy, Elsevier, vol. 86(PB).
- Guo, Changrong & Zhang, Xiangyu & Raza, Syed Ali & Masood, Amna, 2024. "Asymmetrical connectedness between infectious diseases-related equity market volatility and prices of precious metals," Resources Policy, Elsevier, vol. 88(C).
- Soni, Rajat Kumar & Nandan, Tanuj & Sawarn, Ujjawal, 2024. "Investment modeling between energy futures and responsible investment," Research in International Business and Finance, Elsevier, vol. 70(PB).
- Su, Chi Wei & Song, Xin Yue & Qin, Meng & Lobonţ, Oana-Ramona, 2024. "Is copper a safe haven for oil?," Resources Policy, Elsevier, vol. 91(C).
- Zhu, Xuehong & Zhang, Shishi & Ding, Qian, 2024. "Does extreme climate change drive the connectedness among global gold markets? Evidence from TVP-VAR and causality-in-quantiles techniques," Resources Policy, Elsevier, vol. 91(C).
- Będowska-Sójka, Barbara & Górka, Joanna, 2022. "The lithium and oil markets – dependencies and volatility spillovers," Resources Policy, Elsevier, vol. 78(C).
- Zhao, Dong & Sibt e-Ali, Muhammad & Omer Chaudhry, Muhammad & Ayub, Bakhtawer & Waqas, Muhammad & Ullah, Irfan, 2024. "Modeling the Nexus between geopolitical risk, oil price volatility and renewable energy investment; evidence from Chinese listed firms," Renewable Energy, Elsevier, vol. 225(C).
- Darehshiri, Mahsa & Ghaemi Asl, Mahdi & Babatunde Adekoya, Oluwasegun & Shahzad, Umer, 2022. "Cross-spectral coherence and dynamic connectedness among contactless digital payments and digital communities, enterprise collaboration, and virtual reality firms," Technological Forecasting and Social Change, Elsevier, vol. 181(C).
- Al-Fayoumi, Nedal & Bouri, Elie & Abuzayed, Bana, 2023. "Decomposed oil price shocks and GCC stock market sector returns and volatility," Energy Economics, Elsevier, vol. 126(C).
- Su, Zhi & Liu, Peng & Fang, Tong, 2022. "Uncertainty matters in US financial information spillovers: Evidence from a directed acyclic graph approach," The Quarterly Review of Economics and Finance, Elsevier, vol. 84(C), pages 229-242.
- Adekoya, Oluwasegun B. & Oliyide, Johnson A. & Yaya, OlaOluwa S. & Al-Faryan, Mamdouh Abdulaziz Saleh, 2022. "Does oil connect differently with prominent assets during war? Analysis of intra-day data during the Russia-Ukraine saga," Resources Policy, Elsevier, vol. 77(C).
- Mensi, Walid & Ziadat, Salem Adel & Rababa'a, Abdel Razzaq Al & Vo, Xuan Vinh & Kang, Sang Hoon, 2024. "Oil, gold and international stock markets: Extreme spillovers, connectedness and its determinants," The Quarterly Review of Economics and Finance, Elsevier, vol. 95(C), pages 1-17.
- Chen, Jinyu & Wang, Yilin & Ren, Xiaohang, 2022. "Asymmetric effects of non-ferrous metal price shocks on clean energy stocks: Evidence from a quantile-on-quantile method," Resources Policy, Elsevier, vol. 78(C).
- Yang, Cai & Niu, Zibo & Gao, Wang, 2022. "The time-varying effects of trade policy uncertainty and geopolitical risks shocks on the commodity market prices: Evidence from the TVP-VAR-SV approach," Resources Policy, Elsevier, vol. 76(C).
- Cheng, Sheng & Han, Lingyu & Cao, Yan & Jiang, Qisheng & Liang, Ruibin, 2022. "Gold-oil dynamic relationship and the asymmetric role of geopolitical risks: Evidence from Bayesian pdBEKK-GARCH with regime switching," Resources Policy, Elsevier, vol. 78(C).
- Oliyide, Johnson A. & Adekoya, Oluwasegun B. & Marie, Mohamed & Al-Faryan, Mamdouh Abdulaziz Saleh, 2023. "Green finance and commodities: Cross-market connectedness during different COVID-19 episodes," Resources Policy, Elsevier, vol. 85(PA).
- Adekoya, Oluwasegun B. & Oliyide, Johnson A., 2021.
"How COVID-19 drives connectedness among commodity and financial markets: Evidence from TVP-VAR and causality-in-quantiles techniques,"
Resources Policy, Elsevier, vol. 70(C).
Cited by:
- Xunfa Lu & Zhitao Ye & Kin Keung Lai & Hairong Cui & Xiao Lin, 2022. "Time-Varying Causalities in Prices and Volatilities between the Cross-Listed Stocks in Chinese Mainland and Hong Kong Stock Markets," Mathematics, MDPI, vol. 10(4), pages 1-19, February.
- Achraf Ghorbel & Ahmed Jeribi, 2021. "Volatility spillovers and contagion between energy sector and financial assets during COVID-19 crisis period," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 11(3), pages 449-467, September.
- Urom, Christian & Mzoughi, Hela & Ndubuisi, Gideon & Guesmi, Khaled, 2022. "Directional predictability and time-frequency spillovers among clean energy sectors and oil price uncertainty," The Quarterly Review of Economics and Finance, Elsevier, vol. 85(C), pages 326-341.
- Lei, Heng & Xue, Minggao & Liu, Huiling & Ye, Jing, 2023. "Precious metal as a safe haven for global ESG stocks: Portfolio implications for socially responsible investing," Resources Policy, Elsevier, vol. 80(C).
- Adekoya, Oluwasegun B. & Asl, Mahdi Ghaemi & Oliyide, Johnson A. & Izadi, Parviz, 2023. "Multifractality and cross-correlation between the crude oil and the European and non-European stock markets during the Russia-Ukraine war," Resources Policy, Elsevier, vol. 80(C).
- Su, Chi-Wei & Pang, Li-Dong & Qin, Meng & Lobonţ, Oana-Ramona & Umar, Muhammad, 2023. "The spillover effects among fossil fuel, renewables and carbon markets: Evidence under the dual dilemma of climate change and energy crises," Energy, Elsevier, vol. 274(C).
- Gök, Remzi & Bouri, Elie & Gemici, Eray, 2023. "Volatility spillovers between sovereign CDS and futures markets in various volatility states: Evidence from an emerging economy around the pandemic," Research in International Business and Finance, Elsevier, vol. 66(C).
- Shahzad, Umer & Ghaemi Asl, Mahdi & Panait, Mirela & Sarker, Tapan & Apostu, Simona Andreea, 2023. "Emerging interaction of artificial intelligence with basic materials and oil & gas companies: A comparative look at the Islamic vs. conventional markets," Resources Policy, Elsevier, vol. 80(C).
- Aharon, David Y. & Demir, Ender, 2022. "NFTs and asset class spillovers: Lessons from the period around the COVID-19 pandemic," Finance Research Letters, Elsevier, vol. 47(PA).
- Boateng, Ebenezer & Adam, Anokye M. & Junior, Peterson Owusu, 2021. "Modelling the heterogeneous relationship between the crude oil implied volatility index and African stocks in the coronavirus pandemic," Resources Policy, Elsevier, vol. 74(C).
- Piotr Korneta & Katarzyna Rostek, 2021. "The Impact of the SARS-CoV-19 Pandemic on the Global Gross Domestic Product," IJERPH, MDPI, vol. 18(10), pages 1-12, May.
- ?ikolaos A. Kyriazis, 2021. "Impacts of Stock Indices, Oil, and Twitter Sentiment on Major Cryptocurrencies during the COVID-19 First Wave," Bulletin of Applied Economics, Risk Market Journals, vol. 8(2), pages 133-146.
- Wei, Yu & Wang, Yizhi & Vigne, Samuel A. & Ma, Zhenyu, 2023. "Alarming contagion effects: The dangerous ripple effect of extreme price spillovers across crude oil, carbon emission allowance, and agriculture futures markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 88(C).
- Alola, Andrew A. & Adekoya, Oluwasegun B. & Oliyide, Johnson A., 2022. "Outlook of oil prices and volatility from 1970 to 2040 through global energy mix-security from production to reserves: A nonparametric causality-in-quantiles approach," Resources Policy, Elsevier, vol. 79(C).
- Umar, Zaghum & Manel, Youssef & Riaz, Yasir & Gubareva, Mariya, 2021. "Return and volatility transmission between emerging markets and US debt throughout the pandemic crisis," Pacific-Basin Finance Journal, Elsevier, vol. 67(C).
- Mahdi Ghaemi Asl & Oluwasegun B. Adekoya & Muhammad Mahdi Rashidi, 2023. "Quantiles dependence and dynamic connectedness between distributed ledger technology and sectoral stocks: enhancing the supply chain and investment decisions with digital platforms," Annals of Operations Research, Springer, vol. 327(1), pages 435-464, August.
- Wang, Dong & Li, Ping & Huang, Lixin, 2022. "Time-frequency volatility spillovers between major international financial markets during the COVID-19 pandemic," Finance Research Letters, Elsevier, vol. 46(PA).
- Shahzad, Umer & Ghaemi Asl, Mahdi & Khalfaoui, Rabeh & Tedeschi, Marco, 2024. "Extreme contributions of conventional investments vis-à-vis Islamic ones to renewables," Renewable and Sustainable Energy Reviews, Elsevier, vol. 189(PB).
- Wu, Hao & Zhu, Huiming & Huang, Fei & Mao, Weifang, 2023. "How does economic policy uncertainty drive time–frequency connectedness across commodity and financial markets?," The North American Journal of Economics and Finance, Elsevier, vol. 64(C).
- Cui, Jinxin & Maghyereh, Aktham, 2023. "Higher-order moment risk connectedness and optimal investment strategies between international oil and commodity futures markets: Insights from the COVID-19 pandemic and Russia-Ukraine conflict," International Review of Financial Analysis, Elsevier, vol. 86(C).
- Chen, Yu-Fen & Lin, Fu-Lai & Yeh, Wen-Hung, 2024. "Intra- and inter-sector spillover effects within a supply chain: Evidence from Taiwan electric motorcycle industry," Economics Letters, Elsevier, vol. 240(C).
- Bentes, Sónia R., 2021. "How COVID-19 has affected stock market persistence? Evidence from the G7’s," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 581(C).
- Zhang, Hongwei & Jin, Chen & Bouri, Elie & Gao, Wang & Xu, Yahua, 2023. "Realized higher-order moments spillovers between commodity and stock markets: Evidence from China," Journal of Commodity Markets, Elsevier, vol. 30(C).
- Fasanya, Ismail O. & Oyewole, Oluwatomisin J. & Oliyide, Johnson A., 2022. "Investors' sentiments and the dynamic connectedness between cryptocurrency and precious metals markets," The Quarterly Review of Economics and Finance, Elsevier, vol. 86(C), pages 347-364.
- Lang, Chunlin & Hu, Yang & Corbet, Shaen & Hou, Yang (Greg), 2024. "Tail risk connectedness in G7 stock markets: Understanding the impact of COVID-19 and related variants," Journal of Behavioral and Experimental Finance, Elsevier, vol. 41(C).
- Akyildirim, Erdinc & Cepni, Oguzhan & Pham, Linh & Uddin, Gazi Salah, 2022. "How connected is the agricultural commodity market to the news-based investor sentiment?," Energy Economics, Elsevier, vol. 113(C).
- Bossman, Ahmed & Umar, Zaghum & Teplova, Tamara, 2022. "Modelling the asymmetric effect of COVID-19 on REIT returns: A quantile-on-quantile regression analysis," The Journal of Economic Asymmetries, Elsevier, vol. 26(C).
- Hasan, Mohammad Maruf & Du, Fang, 2023. "The role of foreign trade and technology innovation on economic recovery in China: The mediating role of natural resources development," Resources Policy, Elsevier, vol. 80(C).
- Zou, Fei & Huang, Lingyu & Ghaemi Asl, Mahdi & Delnavaz, Mohammad & Tiwari, Sunil, 2023. "Natural resources and green economic recovery in responsible investments: Role of ESG in context of Islamic sustainable investments," Resources Policy, Elsevier, vol. 86(PA).
- Damilola ABOLUWODI & Bomi NOMLALA & Paul-Francois MUZINDUTSI, 2022. "The COVID-19 Crisis and Interaction between the JSE, Real Estate, Energy, Commodity and Cryptocurrency Markets," Journal of Economics and Financial Analysis, Tripal Publishing House, vol. 6(1), pages 55-76.
- Walid Mensi & Mariya Gubareva & Hee-Un Ko & Xuan Vinh Vo & Sang Hoon Kang, 2023. "Tail spillover effects between cryptocurrencies and uncertainty in the gold, oil, and stock markets," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 9(1), pages 1-27, December.
- Yarovaya, Larisa & Brzeszczyński, Janusz & Goodell, John W. & Lucey, Brian & Lau, Chi Keung Marco, 2022. "Rethinking financial contagion: Information transmission mechanism during the COVID-19 pandemic," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 79(C).
- Sun, Chuanwang & Min, Jialin & Sun, Jiacheng & Gong, Xu, 2023. "The role of China's crude oil futures in world oil futures market and China's financial market," Energy Economics, Elsevier, vol. 120(C).
- Karkowska, Renata & Urjasz, Szczepan, 2023. "How does the Russian-Ukrainian war change connectedness and hedging opportunities? Comparison between dirty and clean energy markets versus global stock indices," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 85(C).
- Yousaf, Imran & Beljid, Makram & Chaibi, Anis & Ajlouni, Ahmed AL, 2022. "Do volatility spillover and hedging among GCC stock markets and global factors vary from normal to turbulent periods? Evidence from the global financial crisis and Covid-19 pandemic crisis," Pacific-Basin Finance Journal, Elsevier, vol. 73(C).
- Daniel Stefan Armeanu & Stefan Cristian Gherghina & Jean Vasile Andrei & Camelia Catalina Joldes, 2023. "Evidence from the nonlinear autoregressive distributed lag model on the asymmetric influence of the first wave of the COVID-19 pandemic on energy markets," Energy & Environment, , vol. 34(5), pages 1433-1470, August.
- Balash, Vladimir & Faizliev, Alexey, 2024. "Volatility spillovers across Russian oil and gas sector. Evidence of the impact of global markets and extraordinary events," Energy Economics, Elsevier, vol. 129(C).
- Man, Yuanyuan & Zhang, Sunpei & He, Yongda, 2024. "Dynamic risk spillover and hedging efficacy of China’s carbon-energy-finance markets: Economic policy uncertainty and investor sentiment non-linear causal effects," International Review of Economics & Finance, Elsevier, vol. 93(PA), pages 1397-1416.
- Jiang, Wei & Dong, Lingfei & Liu, Xinyi, 2023. "How does COVID-19 affect the spillover effects of green finance, carbon markets, and renewable/non-renewable energy markets? Evidence from China," Energy, Elsevier, vol. 281(C).
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- Urom, C. & Mzoughi, Hela & Ndubuisi, Gideon & Guesmi, K., 2022. "Dynamic dependence between clean investments and economic policy uncertainty," MERIT Working Papers 2022-027, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT).
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KAE Working Papers
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"Media sentiment and short stocks performance during a systemic crisis,"
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"Market efficiency and Volatility persistence of green investments before and during COVID-19 pandemic,"
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- Adekoya, Oluwasegun B. & Oliyide, Johnson A., 2022. "Commodity and financial markets’ fear before and during COVID-19 pandemic: Persistence and causality analyses," Resources Policy, Elsevier, vol. 76(C).
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"Did David win a battle or the war against Goliath? Dynamic return and volatility connectedness between the GameStop stock and the high short interest indices,"
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hal-04583804, HAL.
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- Adekoya, Oluwasegun B. & Oliyide, Johnson A. & Yaya, OlaOluwa S. & Al-Faryan, Mamdouh Abdulaziz Saleh, 2022. "Does oil connect differently with prominent assets during war? Analysis of intra-day data during the Russia-Ukraine saga," Resources Policy, Elsevier, vol. 77(C).
- Umar, Zaghum & Mokni, Khaled & Escribano, Ana, 2022. "Connectedness between the COVID-19 related media coverage and Islamic equities: The role of economic policy uncertainty," Pacific-Basin Finance Journal, Elsevier, vol. 75(C).
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"Revisiting oil consumption-economic growth nexus: Resource-curse and scarcity tales,"
Resources Policy, Elsevier, vol. 70(C).
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- Destek, Gamze & Hossain, Mohammad Razib & Aydın, Sercan & Destek, Mehmet Akif, 2023. "Can the resource curse be reversed through financialization, human capital, and institutional quality? Evidence from Sustainable Development Index," Resources Policy, Elsevier, vol. 86(PB).
- Esmail M. A. Deryag & Wagdi Khalifa, 2024. "A Panel Analysis on the Nexus between Financial Development, Oil Production, and Trade-Openness and Its Impact on Sustainable Economic Growth: Evidence from Selected Arab Economies," Sustainability, MDPI, vol. 16(12), pages 1-17, June.
- Chen, Qianru & Wu, Manyu & Xie, Hualin, 2023. "Tillage conditions or social economy? An analysis of the dominant driving force of farmland marginalization from the farmers' perspective," Land Use Policy, Elsevier, vol. 133(C).
- Lasisi, Taiwo Temitope & Alola, Andrew Adewale & Muoneke, Obumneke Bob & Eluwole, Kayode Kolawole, 2022. "The moderating role of environmental-related innovation and technologies in growth-energy utilization nexus in highest-performing eco-innovation economies," Technological Forecasting and Social Change, Elsevier, vol. 183(C).
- Destek, Mehmet Akif & Aydın, Sercan & Destek, Gamze, 2022. "Investigating an optimal resource dependency to prevent natural resource curse: Evidence from countries with the curse risk," Resources Policy, Elsevier, vol. 79(C).
- Tillaguango, Brayan & Hossain, Mohammad Razib & Cuesta, Lizeth & Ahmad, Munir & Alvarado, Rafael & Murshed, Muntasir & Rehman, Abdul & Işık, Cem, 2024. "Impact of oil price, economic globalization, and inflation on economic output: Evidence from Latin American oil-producing countries using the quantile-on-quantile approach," Energy, Elsevier, vol. 302(C).
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- Boulanouar, Zakaria & Essid, Lobna, 2023. "Extending the resource curse hypothesis to sustainability: Unveiling the environmental impacts of Natural resources rents and subsidies in Fossil Fuel-rich MENA Countries," Resources Policy, Elsevier, vol. 87(PA).
- Wu, Jianxian & Nie, Xin & Wang, Han, 2023. "Curse to blessing: The carbon emissions trading system and resource-based cities' carbon mitigation," Energy Policy, Elsevier, vol. 183(C).
- Adekoya, Oluwasegun B. & Oliyide, Johnson A. & Olubiyi, Ebenezer A. & Adedeji, Adedayo O., 2023. "The inflation-hedging performance of industrial metals in the world's most industrialized countries," Resources Policy, Elsevier, vol. 81(C).
- Oliyide, Johnson A. & Adekoya, Oluwasegun B. & Marie, Mohamed & Al-Faryan, Mamdouh Abdulaziz Saleh, 2023. "Green finance and commodities: Cross-market connectedness during different COVID-19 episodes," Resources Policy, Elsevier, vol. 85(PA).
- Oluwasegun B. Adekoya & Johnson A. Oliyide, 2021.
"Business confidence as a strong tracker of future growth: is it driven by economic policy uncertainty and oil price shocks in the OECD countries?,"
Future Business Journal, Springer, vol. 7(1), pages 1-13, December.
Cited by:
- Oluwatomisin J. Oyewole & Idowu A. Adubiagbe & Oluwasegun B. Adekoya, 2022. "Economic policy uncertainty and stock returns among OPEC members: evidence from feasible quasi-generalized least squares," Future Business Journal, Springer, vol. 8(1), pages 1-10, December.
- Ghaemi Asl, Mahdi & Adekoya, Oluwasegun Babatunde & Rashidi, Muhammad Mahdi & Ghasemi Doudkanlou, Mohammad & Dolatabadi, Ali, 2022. "Forecast of Bayesian-based dynamic connectedness between oil market and Islamic stock indices of Islamic oil-exporting countries: Application of the cascade-forward backpropagation network," Resources Policy, Elsevier, vol. 77(C).
- Jamiu Olamilekan Badmus & Sodiq Olaide Bisiriyu & Oluwadamilola Samuel Alawode, 2022. "Does COVID-19 shock endanger the flows of FDI in OECD? Empirical evidence based on AMG panel estimator," Future Business Journal, Springer, vol. 8(1), pages 1-14, December.
- Su, Chi-Wei & Wang, Dan & Mirza, Nawazish & Zhong, Yifan & Umar, Muhammad, 2023. "The impact of consumer confidence on oil prices," Energy Economics, Elsevier, vol. 124(C).
- Oluwasegun B. Adekoya, 2021.
"Persistence and efficiency of OECD stock markets: linear and nonlinear fractional integration approaches,"
Empirical Economics, Springer, vol. 61(3), pages 1415-1433, September.
Cited by:
- Gil-Alana, Luis A. & Infante, Juan & Martín-Valmayor, Miguel Angel, 2023. "Persistence and long run co-movements across stock market prices," The Quarterly Review of Economics and Finance, Elsevier, vol. 89(C), pages 347-357.
- Guglielmo Maria Caporale & Luis A. Gil-Alana & Carlos Poza, 2021.
"The Covid-19 Pandemic and the Degree of Persistence of US Stock Prices and Bond Yields,"
CESifo Working Paper Series
8976, CESifo.
- Caporale, Guglielmo Maria & Gil-Alana, Luis Alberiko & Poza, Carlos, 2022. "The COVID-19 pandemic and the degree of persistence of US stock prices and bond yields," The Quarterly Review of Economics and Finance, Elsevier, vol. 86(C), pages 118-123.
- Adekoya, Oluwasegun B. & Oliyide, Johnson A., 2022. "Commodity and financial markets’ fear before and during COVID-19 pandemic: Persistence and causality analyses," Resources Policy, Elsevier, vol. 76(C).
- Juan Infante & Marta del Rio & Luis Alberiko Gil-Alana, 2024. "Persistent and Long-Term Co-Movements between Gender Equality and Global Prices," Economies, MDPI, vol. 12(7), pages 1-15, July.
- Adekoya, Oluwasegun B. & Oliyide, Johnson A. & Tahir, Hammad, 2021.
"What do we know about the inflation-hedging property of precious metals in Africa? The case of leading producers of the commodities,"
Resources Policy, Elsevier, vol. 72(C).
Cited by:
- NEIFAR, MALIKA & HACHICHA, Fatma, 2022. "GFH validity for Canada, UK, and Suisse stock markets: Evidence from univariate and panel ARDL models," MPRA Paper 114613, University Library of Munich, Germany.
- Cheng, Sheng & Zhang, Zongyou & Cao, Yan, 2022. "Can precious metals hedge geopolitical risk? Fresh sight using wavelet coherence analysis," Resources Policy, Elsevier, vol. 79(C).
- Sephton, Peter S., 2022. "Revisiting the inflation-hedging properties of precious metals in Africa," Resources Policy, Elsevier, vol. 77(C).
- Adekoya, Oluwasegun B. & Oliyide, Johnson A. & Olubiyi, Ebenezer A. & Adedeji, Adedayo O., 2023. "The inflation-hedging performance of industrial metals in the world's most industrialized countries," Resources Policy, Elsevier, vol. 81(C).
- Evrim Mandaci, Pınar & Azimli, Asil & Mandaci, Nazif, 2023. "The impact of geopolitical risks on connectedness among natural resource commodities: A quantile vector autoregressive approach," Resources Policy, Elsevier, vol. 85(PA).
- Oliyide, Johnson A. & Adekoya, Oluwasegun B. & Marie, Mohamed & Al-Faryan, Mamdouh Abdulaziz Saleh, 2023. "Green finance and commodities: Cross-market connectedness during different COVID-19 episodes," Resources Policy, Elsevier, vol. 85(PA).
- Ismail O. Fasanya & Oluwatomisin Oyewole & Oluwasegun B. Adekoya & Jones Odei-Mensah, 2021.
"Dynamic spillovers and connectedness between COVID-19 pandemic and global foreign exchange markets,"
Economic Research-Ekonomska Istraživanja, Taylor & Francis Journals, vol. 34(1), pages 2059-2084, January.
Cited by:
- Muntazir Hussain & Usman Bashir & Ramiz Ur Rehman, 2024. "Exchange Rate and Stock Prices Volatility Connectedness and Spillover during Pandemic Induced-Crises: Evidence from BRICS Countries," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 31(1), pages 183-203, March.
- Gök, Remzi & Bouri, Elie & Gemici, Eray, 2023. "Volatility spillovers between sovereign CDS and futures markets in various volatility states: Evidence from an emerging economy around the pandemic," Research in International Business and Finance, Elsevier, vol. 66(C).
- Boakye, Robert Owusu & Mensah, Lord Kwaku & Kang, Sang Hoon & Osei, Kofi Acheampong, 2023. "Foreign exchange market return spillovers and connectedness among African countries," International Review of Financial Analysis, Elsevier, vol. 86(C).
- Candelon, Bertrand & Moura, Rubens, 2023.
"Sovereign yield curves and the COVID-19 in emerging markets,"
LIDAM Reprints LFIN
2023010, Université catholique de Louvain, Louvain Finance (LFIN).
- Candelon, Bertrand & Moura, Rubens, 2023. "Sovereign yield curves and the COVID-19 in emerging markets," Economic Modelling, Elsevier, vol. 127(C).
- Darko B. Vuković & Senanu Dekpo-Adza & Vladislav Khmelnitskiy & Mustafa Özer, 2023. "Spillovers across the Asian OPEC+ Financial Market," Mathematics, MDPI, vol. 11(18), pages 1-23, September.
- Umar, Zaghum & Polat, Onur & Choi, Sun-Yong & Teplova, Tamara, 2022. "Dynamic connectedness between non-fungible tokens, decentralized finance, and conventional financial assets in a time-frequency framework," Pacific-Basin Finance Journal, Elsevier, vol. 76(C).
- Mejri, Sami & Aloui, Chaker & Khan, Nasir, 2024. "The gold stock nexus: Assessing the causality dynamics based on advanced multiscale approaches," Resources Policy, Elsevier, vol. 88(C).
- Hsuan Fu & Jui‐Chung Yang, 2022. "International currency markets and the COVID‐19 pandemic," Pacific Economic Review, Wiley Blackwell, vol. 27(4), pages 400-422, October.
- Yao Xiao & Zibing Dong & Shihua Huang & Yanshuang Li & Jian Wang & Xintian Zhuang & Stefan Cristian Gherghina, 2023. "Time-Frequency Volatility Spillovers among Major International Financial Markets: Perspective from Global Extreme Events," Discrete Dynamics in Nature and Society, Hindawi, vol. 2023, pages 1-20, May.
- Adekoya, Oluwasegun B. & Ogunbowale, Gideon O. & Akinseye, Ademola B. & Oduyemi, Gabriel O., 2021.
"Improving the predictability of stock returns with global financial cycle and oil price in oil-exporting African countries,"
International Economics, Elsevier, vol. 168(C), pages 166-181.
Cited by:
- Adekoya, Oluwasegun B. & Asl, Mahdi Ghaemi & Oliyide, Johnson A. & Izadi, Parviz, 2023. "Multifractality and cross-correlation between the crude oil and the European and non-European stock markets during the Russia-Ukraine war," Resources Policy, Elsevier, vol. 80(C).
- Ololade Periola & Monsurat Foluke Salami, 2024. "Remittance outflow, financial development and macroeconomic indicators: evidence from the UK," Future Business Journal, Springer, vol. 10(1), pages 1-12, December.
- Yaya, OlaOluwa S & Ogbonna, Ahamuefula & Vo, Xuan Vinh, 2022.
"Oil shocks and volatility of green investments: GARCH-MIDAS analyses,"
MPRA Paper
113707, University Library of Munich, Germany.
- Yaya, OlaOluwa S. & Ogbonna, Ahamuefula E. & Vo, Xuan Vinh, 2022. "Oil shocks and volatility of green investments: GARCH-MIDAS analyses," Resources Policy, Elsevier, vol. 78(C).
- Adekoya, Oluwasegun B. & Oliyide, Johnson A. & Kenku, Oluwademilade T. & Al-Faryan, Mamdouh Abdulaziz Saleh, 2022. "Comparative response of global energy firm stocks to uncertainties from the crude oil market, stock market, and economic policy," Resources Policy, Elsevier, vol. 79(C).
- Adeabah, David & Abakah, Emmanuel Joel Aikins & Tiwari, Aviral Kumar & Hammoudeh, Shawkat, 2023. "How far have we come and where should we go after 30+ years of research on Africa's emerging financial markets? A systematic review and a bibliometric network analysis," Emerging Markets Review, Elsevier, vol. 55(C).
- Adekoya, Oluwasegun B. & Oliyide, Johnson A. & Noman, Ambreen, 2021.
"The volatility connectedness of the EU carbon market with commodity and financial markets in time- and frequency-domain: The role of the U.S. economic policy uncertainty,"
Resources Policy, Elsevier, vol. 74(C).
Cited by:
- Wang, Xiong & Li, Jingyao & Ren, Xiaohang, 2022. "Asymmetric causality of economic policy uncertainty and oil volatility index on time-varying nexus of the clean energy, carbon and green bond," International Review of Financial Analysis, Elsevier, vol. 83(C).
- Song, Lu & Tian, Gengyu & Jiang, Yonghong, 2022. "Connectedness of commodity, exchange rate and categorical economic policy uncertainties — Evidence from China," The North American Journal of Economics and Finance, Elsevier, vol. 60(C).
- Pham, Son D. & Nguyen, Thao T.T. & Do, Hung X., 2024. "Impact of climate policy uncertainty on return spillover among green assets and portfolio implications," Energy Economics, Elsevier, vol. 134(C).
- Chen Qian & Ghulam Rasool Madni, 2022. "Encirclement of Natural Resources, Green Investment, and Economic Complexity for Mitigation of Ecological Footprints in BRI Countries," Sustainability, MDPI, vol. 14(22), pages 1-15, November.
- Su, Chi-Wei & Pang, Li-Dong & Qin, Meng & Lobonţ, Oana-Ramona & Umar, Muhammad, 2023. "The spillover effects among fossil fuel, renewables and carbon markets: Evidence under the dual dilemma of climate change and energy crises," Energy, Elsevier, vol. 274(C).
- Zhou, Yuqin & Wu, Shan & Zhang, Zeyi, 2022. "Multidimensional risk spillovers among carbon, energy and nonferrous metals markets: Evidence from the quantile VAR network," Energy Economics, Elsevier, vol. 114(C).
- Xinwei Zhao & Xinsong Yang & Geng Peng & Shengjie Yue, 2023. "International Trade and Carbon Emissions: Evaluating the Role of Trade Rule Uncertainty," Sustainability, MDPI, vol. 15(15), pages 1-19, July.
- Mahdi Ghaemi Asl & Oluwasegun B. Adekoya & Muhammad Mahdi Rashidi, 2023. "Quantiles dependence and dynamic connectedness between distributed ledger technology and sectoral stocks: enhancing the supply chain and investment decisions with digital platforms," Annals of Operations Research, Springer, vol. 327(1), pages 435-464, August.
- Waqas Hanif & Hee-Un Ko & Linh Pham & Sang Hoon Kang, 2023. "Dynamic connectedness and network in the high moments of cryptocurrency, stock, and commodity markets," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 9(1), pages 1-40, December.
- Wu, Hao & Zhu, Huiming & Huang, Fei & Mao, Weifang, 2023. "How does economic policy uncertainty drive time–frequency connectedness across commodity and financial markets?," The North American Journal of Economics and Finance, Elsevier, vol. 64(C).
- Ozkan, Oktay & Sunday Adebayo, Tomiwa & Usman, Ojonugwa, 2024. "Dynamic connectedness of clean energy markets, green markets, and sustainable markets: The role of climate policy uncertainty," Energy, Elsevier, vol. 303(C).
- Lu, Shuai & Li, Shouwei & Zhou, Wei & Yang, Wenke, 2022. "Network herding of energy funds in the post-Carbon-Peak Policy era: Does it benefit profitability and stability?," Energy Economics, Elsevier, vol. 109(C).
- Rundong Luo & Yan Li & Zhicheng Wang & Mengjiao Sun, 2022. "Co-Movement between Carbon Prices and Energy Prices in Time and Frequency Domains: A Wavelet-Based Analysis for Beijing Carbon Emission Trading System," IJERPH, MDPI, vol. 19(9), pages 1-15, April.
- Dou, Yue & Li, Yiying & Dong, Kangyin & Ren, Xiaohang, 2022. "Dynamic linkages between economic policy uncertainty and the carbon futures market: Does Covid-19 pandemic matter?," Resources Policy, Elsevier, vol. 75(C).
- Raza, Syed Ali & Khan, Komal Akram & Benkraiem, Ramzi & Guesmi, Khaled, 2024. "The importance of climate policy uncertainty in forecasting the green, clean and sustainable financial markets volatility," International Review of Financial Analysis, Elsevier, vol. 91(C).
- Goswami, Mangal & Pontines, Victor & Mohammed, Yassier, 2023.
"Portfolio capital flows and the US dollar exchange rate: Viewed from the lens of time and frequency dynamics of connectedness,"
International Review of Financial Analysis, Elsevier, vol. 89(C).
- Mangal Goswami & Victor Pontines & Yassier Mohammed, 2022. "Portfolio capital flows and the US dollar exchange rate: Viewed from the lens of time and frequency dynamics of connectedness," Working Papers wp48, South East Asian Central Banks (SEACEN) Research and Training Centre.
- Do, Hung Xuan & Nepal, Rabindra & Pham, Son Duy & Jamasb, Tooraj, 2023.
"Electricity Market Crisis in Europe and Cross Border Price Effects: A Quantile Return Connectedness Analysis,"
Working Papers
8-2023, Copenhagen Business School, Department of Economics.
- Do, Hung Xuan & Nepal, Rabindra & Pham, Son Duy & Jamasb, Tooraj, 2024. "Electricity market crisis in Europe and cross border price effects: A quantile return connectedness analysis," Energy Economics, Elsevier, vol. 135(C).
- Hung Xuan Do & Rabindra Nepal & Son Duy Pham & Tooraj Jamasb, 2023. "Electricity Market Crisis in Europe and Cross Border Price Effects: A Quantile Return Connectedness Analysis," CAMA Working Papers 2023-46, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Zhao, Lu-Tao & Liu, Hai-Yi & Chen, Xue-Hui, 2024. "How does carbon market interact with energy and sectoral stocks? Evidence from risk spillover and wavelet coherence," Journal of Commodity Markets, Elsevier, vol. 33(C).
- Man, Yuanyuan & Zhang, Sunpei & He, Yongda, 2024. "Dynamic risk spillover and hedging efficacy of China’s carbon-energy-finance markets: Economic policy uncertainty and investor sentiment non-linear causal effects," International Review of Economics & Finance, Elsevier, vol. 93(PA), pages 1397-1416.
- Mensi, Walid & Ali, Syed Riaz Mahmood & Vo, Xuan Vinh & Kang, Sang Hoon, 2022. "Multiscale dependence, spillovers, and connectedness between precious metals and currency markets: A hedge and safe-haven analysis," Resources Policy, Elsevier, vol. 77(C).
- Liu, Xiaoqin & Wojewodzki, Michal & Cai, Yifei & Sharma, Satish, 2023. "The dynamic relationships between carbon prices and policy uncertainties," Technological Forecasting and Social Change, Elsevier, vol. 188(C).
- Wang, Kai-Hua & Liu, Lu & Zhong, Yifan & Lobonţ, Oana-Ramona, 2022. "Economic policy uncertainty and carbon emission trading market: A China's perspective," Energy Economics, Elsevier, vol. 115(C).
- Suleman, Muhammad Tahir & Rehman, Mobeen Ur & Sheikh, Umaid A. & Kang, Sang Hoon, 2023. "Dynamic time-frequency connectedness between European emissions trading system and sustainability markets," Energy Economics, Elsevier, vol. 123(C).
- Dai, Zhifeng & Hu, Juan & Liu, Xinheng & Yang, Mi, 2024. "ynamic time-domain and frequency-domain spillovers and portfolio strategies between climate change attention and energy-relevant markets," Energy Economics, Elsevier, vol. 134(C).
- Tang, Chun & Liu, Xiaoxing & Chen, Guangkun, 2023. "The spillover effects in the “Energy – Carbon – Stock” system – Evidence from China," Energy, Elsevier, vol. 278(PA).
- Zhu, Pengfei & Lu, Tuantuan & Shang, Yue & Zhang, Zerong & Wei, Yu, 2023. "Can China's national carbon trading market hedge the risks of light and medium crude oil? A comparative analysis with the European carbon market," Finance Research Letters, Elsevier, vol. 58(PA).
- Bani-Khalaf, Omar & Taspinar, Nigar, 2022. "Oil and gold return spillover and stock market elasticity during COVID-19 pandemic: A comparative study between the stock markets of oil-exporting countries and oil-importing countries in the Middle E," Resources Policy, Elsevier, vol. 79(C).
- Yanmei Li & Xin Sun & Xiushan Bai, 2022. "Differences of Carbon Emission Efficiency in the Belt and Road Initiative Countries," Energies, MDPI, vol. 15(4), pages 1-17, February.
- Lu, Man & Chang, Bisharat Hussain & Salman, Asma & Razzaq, Muthanna G. Abdul & Uddin, Mohammed Ahmar, 2023. "Time varying connectedness between foreign exchange markets and crude oil futures prices," Resources Policy, Elsevier, vol. 86(PB).
- Adekoya, Oluwasegun B. & Oliyide, Johnson A. & Kenku, Oluwademilade T. & Al-Faryan, Mamdouh Abdulaziz Saleh, 2022. "Comparative response of global energy firm stocks to uncertainties from the crude oil market, stock market, and economic policy," Resources Policy, Elsevier, vol. 79(C).
- Abakah, Emmanuel Joel Aikins & Tiwari, Aviral Kumar & Adekoya, Oluwasegun B. & Oteng-Abayie, Eric Fosu, 2023. "An analysis of the time-varying causality and dynamic correlation between green bonds and US gas prices," Technological Forecasting and Social Change, Elsevier, vol. 186(PA).
- Ding, Qian & Huang, Jianbai & Zhang, Hongwei, 2022. "Time-frequency spillovers among carbon, fossil energy and clean energy markets: The effects of attention to climate change," International Review of Financial Analysis, Elsevier, vol. 83(C).
- Wei Jiang & Yanyu Zhang, 2023. "Carbon assets and Bitcoin: Hedging roles in global stock markets during the tranquil and turbulent periods?," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 43(9), pages 1183-1203, September.
- Cagli, Efe Caglar & Mandaci, Pinar Evrim, 2023. "Time and frequency connectedness of uncertainties in cryptocurrency, stock, currency, energy, and precious metals markets," Emerging Markets Review, Elsevier, vol. 55(C).
- Ali, Shoaib & Ijaz, Muhammad Shahzad & Yousaf, Imran, 2023. "Dynamic spillovers and portfolio risk management between defi and metals: Empirical evidence from the Covid-19," Resources Policy, Elsevier, vol. 83(C).
- Huang, Xinya & Wang, Yufeng & Li, Houjian, 2024. "Exploring the asymmetric influence of economic policy uncertainty on the nonlinear relationship between exchange rate and carbon prices in China," The North American Journal of Economics and Finance, Elsevier, vol. 73(C).
- Xiang, Diling & Ghaemi Asl, Mahdi & Nasr Isfahani, Mohammad & Vasa, László, 2024. "Would really long-only climate-transition strategies in commodities bring lower market risk for sustainable markets in the long run? The Islamic sustainable market versus the global sustainability lea," Economic Analysis and Policy, Elsevier, vol. 82(C), pages 1271-1295.
- Chen, Jinyu & Liang, Zhipeng & Ding, Qian & Liu, Zhenhua, 2022. "Quantile connectedness between energy, metal, and carbon markets," International Review of Financial Analysis, Elsevier, vol. 83(C).
- Chen, Huayi & Shi, Huai-Long & Zhou, Wei-Xing, 2024. "Carbon volatility connectedness and the role of external uncertainties: Evidence from China," Journal of Commodity Markets, Elsevier, vol. 33(C).
- Jiang, Wei & Chen, Yunfei, 2022. "The time-frequency connectedness among metal, energy and carbon markets pre and during COVID-19 outbreak," Resources Policy, Elsevier, vol. 77(C).
- Yan, Wan-Lin & Cheung, Adrian (Wai Kong), 2024. "Connectedness among Chinese climate policy uncertainty, exchange rate, Chinese and international crude oil markets: Insights from time and frequency domain analyses of high order moments," The North American Journal of Economics and Finance, Elsevier, vol. 73(C).
- Pham, Son Duy & Nguyen, Thao Thac Thanh & Do, Hung Xuan, 2023. "Natural gas and the utility sector nexus in the U.S.: Quantile connectedness and portfolio implications," Energy Economics, Elsevier, vol. 120(C).
- Tian, Tingting & Lai, Kee-hung & Wong, Christina W.Y., 2022. "Connectedness mechanisms in the “Carbon-Commodity-Finance” system: Investment and management policy implications for emerging economies," Energy Policy, Elsevier, vol. 169(C).
- Ali, Shoaib & Naveed, Muhammad & Youssef, Manel & Yousaf, Imran, 2024. "FinTech-powered integration: Navigating the static and dynamic connectedness between GCC equity markets and renewable energy cryptocurrencies," Resources Policy, Elsevier, vol. 89(C).
- Darehshiri, Mahsa & Ghaemi Asl, Mahdi & Babatunde Adekoya, Oluwasegun & Shahzad, Umer, 2022. "Cross-spectral coherence and dynamic connectedness among contactless digital payments and digital communities, enterprise collaboration, and virtual reality firms," Technological Forecasting and Social Change, Elsevier, vol. 181(C).
- Yang, Ming-Yuan & Chen, Zhanghangjian & Liang, Zongzheng & Li, Sai-Ping, 2023. "Dynamic and asymmetric connectedness in the global “Carbon-Energy-Stock” system under shocks from exogenous events," Journal of Commodity Markets, Elsevier, vol. 32(C).
- Liu, Jianing & Man, Yuanyuan & Dong, Xiuliang, 2023. "Tail dependence and risk spillover effects between China's carbon market and energy markets," International Review of Economics & Finance, Elsevier, vol. 84(C), pages 553-567.
- Adekoya, Oluwasegun B. & Oliyide, Johnson A. & Yaya, OlaOluwa S. & Al-Faryan, Mamdouh Abdulaziz Saleh, 2022. "Does oil connect differently with prominent assets during war? Analysis of intra-day data during the Russia-Ukraine saga," Resources Policy, Elsevier, vol. 77(C).
- Asadi, Mehrad & Pham, Son D. & Nguyen, Thao T.T. & Do, Hung Xuan & Brooks, Robert, 2023. "The nexus between oil and airline stock returns: Does time frequency matter?," Energy Economics, Elsevier, vol. 117(C).
- Wei, Yu & Zhang, Jiahao & Bai, Lan & Wang, Yizhi, 2023. "Connectedness among El Niño-Southern Oscillation, carbon emission allowance, crude oil and renewable energy stock markets: Time- and frequency-domain evidence based on TVP-VAR model," Renewable Energy, Elsevier, vol. 202(C), pages 289-309.
- Xie, Qichang & Bai, Yu & Jia, Nanfei & Xu, Xin, 2024. "Do macroprudential policies reduce risk spillovers between energy markets?: Evidence from time-frequency domain and mixed-frequency methods," Energy Economics, Elsevier, vol. 134(C).
- Pham, Linh & Karim, Sitara & Naeem, Muhammad Abubakr & Long, Cheng, 2022. "A tale of two tails among carbon prices, green and non-green cryptocurrencies," International Review of Financial Analysis, Elsevier, vol. 82(C).
- Mengli Xia & Zhang-Hangjian Chen & Piao Wang, 2022. "Dynamic Risk Spillover Effect between the Carbon and Stock Markets under the Shocks from Exogenous Events," Energies, MDPI, vol. 16(1), pages 1-15, December.
- Zhao, Jing, 2023. "Time-varying impact of geopolitical risk on natural resources prices: Evidence from the hybrid TVP-VAR model with large system," Resources Policy, Elsevier, vol. 82(C).
- Papież, Monika & Rubaszek, Michał & Szafranek, Karol & Śmiech, Sławomir, 2022. "Are European natural gas markets connected? A time-varying spillovers analysis," Resources Policy, Elsevier, vol. 79(C).
- Zhou, Mei-Jing & Huang, Jian-Bai & Chen, Jin-Yu, 2022. "Time and frequency spillovers between political risk and the stock returns of China's rare earths," Resources Policy, Elsevier, vol. 75(C).
- Mhadhbi, Mayssa, 2024. "The interconnected carbon, fossil fuels, and clean energy markets: Exploring Europe and China's perspectives on climate change," Finance Research Letters, Elsevier, vol. 62(PB).
- Guo, Ying & Zhou, Wenji & Ren, Hongtao & Yu, Yadong & Xu, Lei & Fuss, Maryegli, 2023. "Optimizing the aluminum supply chain network subject to the uncertainty of carbon emissions trading market," Resources Policy, Elsevier, vol. 80(C).
- Oduyemi, Gabriel Olusegun & Owoeye, Taiwo & Adekoya, Oluwasegun Babatunde, 2021.
"Health outcomes and the resource curse paradox: The experience of African oil-rich countries,"
Resources Policy, Elsevier, vol. 73(C).
Cited by:
- Tobechi F. Agbanike & Anayochukwu Basil Chukwu & Mary J. Eteng & Hycenth O.R. Ogwuru & Lasbrey I. Anochiwa & Anuli R. Ogbuagu & Nnamdi C. Nwaeze & Sunday A. Okwor & Clara K. Anyanwu, 2022. "Political Environment and the Use of Energy Resources in Nigeria," International Journal of Energy Economics and Policy, Econjournals, vol. 12(4), pages 342-349, July.
- Sosson Tadadjeu & Henri Njangang & Simplice A. Asongu & Brice Kamguia, 2021.
"Natural resources, child mortality and governance quality in African countries,"
Research Africa Network Working Papers
21/027, Research Africa Network (RAN).
- Tadadjeu, Sosson & Njangang, Henri & Asongu, Simplice A. & Kamguia, Brice, 2023. "Natural resources, child mortality and governance quality in African countries," Resources Policy, Elsevier, vol. 83(C).
- Tadadjeu, Sosson & Njangang, Henri & Asongu, Simplice & Kamguia, Brice, 2021. "Natural resources, child mortality and governance quality in African countries," MPRA Paper 110597, University Library of Munich, Germany.
- Sosson Tadadjeu & Henri Njangang & Simplice A. Asongu & Brice Kamguia, 2021. "Natural resources, child mortality and governance quality in African countries," Working Papers of the African Governance and Development Institute. 21/027, African Governance and Development Institute..
- Sosson Tadadjeu & Henri Njangang & Simplice A. Asongu & Brice Kamguia, 2021. "Natural resources, child mortality and governance quality in African countries," Working Papers 21/027, European Xtramile Centre of African Studies (EXCAS).
- Al-Shboul, Mohammad & Al Rawashdeh, Rami, 2022. "The impact of institutional quality and resources rent on health: The case of GCC," Resources Policy, Elsevier, vol. 78(C).
- Alssadek, Marwan & Benhin, James, 2023. "Natural resource curse: A literature survey and comparative assessment of regional groupings of oil-rich countries," Resources Policy, Elsevier, vol. 84(C).
- Atangana Ondoa, Henri & Nyebe Andela, Berthe, 2023. "Are natural resources a blessing or a curse for scientific and technical research in Africa?," Resources Policy, Elsevier, vol. 85(PA).
- Lotfalipour, Mohammad Reza & sargolzaie, Ali & Salehnia, Narges, 2022. "Natural resources: A curse on welfare?," Resources Policy, Elsevier, vol. 79(C).
- Ajide, Kazeem Bello & Ibrahim, Ridwan Lanre & Mohammed, Abubakar & Saleh Al-Faryan, Mamdouh Abdulaziz, 2023. "Infectious diseases and health outcomes’ implications of natural resource curse in Africa," Resources Policy, Elsevier, vol. 81(C).
- Adekoya, Oluwasegun B. & Oliyide, Johnson A. & Asl, Mahdi Ghaemi & Jalalifar, Saba, 2021.
"Financing the green projects: Market efficiency and volatility persistence of green versus conventional bonds, and the comparative effects of health and financial crises,"
International Review of Financial Analysis, Elsevier, vol. 78(C).
Cited by:
- Wang, Xiong & Li, Jingyao & Ren, Xiaohang, 2022. "Asymmetric causality of economic policy uncertainty and oil volatility index on time-varying nexus of the clean energy, carbon and green bond," International Review of Financial Analysis, Elsevier, vol. 83(C).
- Bai, Rui & Lin, Boqiang, 2023. "Nexus between green finance development and green technological innovation: A potential way to achieve the renewable energy transition," Renewable Energy, Elsevier, vol. 218(C).
- Banerjee, Ameet Kumar & Sensoy, Ahmet & Goodell, John W., 2024. "Connectivity and spillover during crises: Highlighting the prominent and growing role of green energy," Energy Economics, Elsevier, vol. 129(C).
- Xu, Jiaqi & She, Shengxiang & Gao, Pengpeng & Sun, Yunpeng, 2023. "Role of green finance in resource efficiency and green economic growth," Resources Policy, Elsevier, vol. 81(C).
- Ren, Xiaohang & Xiao, Ya & Duan, Kun & Urquhart, Andrew, 2024. "Spillover effects between fossil energy and green markets: Evidence from informational inefficiency," Energy Economics, Elsevier, vol. 131(C).
- Sofia Karagiannopoulou & Nikolaos Sariannidis & Konstantina Ragazou & Ioannis Passas & Alexandros Garefalakis, 2023. "Corporate Social Responsibility: A Business Strategy That Promotes Energy Environmental Transition and Combats Volatility in the Post-Pandemic World," Energies, MDPI, vol. 16(3), pages 1-21, January.
- Patel, Ritesh & Goodell, John W. & Oriani, Marco Ercole & Paltrinieri, Andrea & Yarovaya, Larisa, 2022. "A bibliometric review of financial market integration literature," International Review of Financial Analysis, Elsevier, vol. 80(C).
- Karkowska, Renata & Urjasz, Szczepan, 2023. "How does the Russian-Ukrainian war change connectedness and hedging opportunities? Comparison between dirty and clean energy markets versus global stock indices," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 85(C).
- Julija Bužinskė & Jelena Stankevičienė, 2023. "Analysis of Success Factors, Benefits, and Challenges of Issuing Green Bonds in Lithuania," Economies, MDPI, vol. 11(5), pages 1-20, May.
- Efstathios Polyzos & Ghulame Rubbaniy & Mieszko Mazur, 2024. "Efficient Market Hypothesis on the blockchain: A social‐media‐based index for cryptocurrency efficiency," The Financial Review, Eastern Finance Association, vol. 59(3), pages 807-829, August.
- Xu, Danyang & Hu, Yang & Corbet, Shaen & Lang, Chunlin, 2024. "Return connectedness of green bonds and financial investment channels in China: Implications for hedging and regulation," Research in International Business and Finance, Elsevier, vol. 70(PA).
- Huang, Zishan & Zhu, Huiming & Hau, Liya & Deng, Xi, 2023. "Time-frequency co-movement and network connectedness between green bond and financial asset markets: Evidence from multiscale TVP-VAR analysis," The North American Journal of Economics and Finance, Elsevier, vol. 67(C).
- Zhang, Dongyang & Guo, Yumei & Taghizadeh-Hesary, Farhad, 2023. "Green finance and energy transition to achieve net-zero emission target," Energy Economics, Elsevier, vol. 126(C).
- Fa Tian & Shiying Hou, 2022. "The Impact of Green Finance on Industrial Land Use Efficiency: Evidence from 279 Cities in China," Sustainability, MDPI, vol. 14(10), pages 1-16, May.
- Yaya, OlaOluwa S & Akano, Rafiu O & Adekoya, Oluwasegun B., 2021.
"Market efficiency and Volatility persistence of green investments before and during COVID-19 pandemic,"
MPRA Paper
113706, University Library of Munich, Germany.
- OlaOluwa Yaya & Rafiu Akano & Oluwasegun Adekoya, 2023. "Market Efficiency and Volatility Persistence of Green Investments Before and During the COVID-19 Pandemic," Asian Economics Letters, Asia-Pacific Applied Economics Association, vol. 4(1), pages 1-6.
- Adekoya, Oluwasegun B. & Oliyide, Johnson A., 2022. "Commodity and financial markets’ fear before and during COVID-19 pandemic: Persistence and causality analyses," Resources Policy, Elsevier, vol. 76(C).
- Siddique, Md. Abubakar & Nobanee, Haitham & Hasan, Md. Bokhtiar & Uddin, Gazi Salah & Nahiduzzaman, Md., 2024. "Is investing in green assets costlier? Green vs. non-green financial assets," International Review of Economics & Finance, Elsevier, vol. 92(C), pages 1460-1481.
- Tiwari, Aviral Kumar & Abakah, Emmanuel Joel Aikins & Doğan, Buhari & Ghosh, Sudeshna, 2023. "Sustainable debt and gas markets: A new look using the time-varying wavelet-windowed cross-correlation approach," Energy Economics, Elsevier, vol. 120(C).
- Adekoya, Oluwasegun B. & Oliyide, Johnson A. & Yaya, OlaOluwa S. & Al-Faryan, Mamdouh Abdulaziz Saleh, 2022. "Does oil connect differently with prominent assets during war? Analysis of intra-day data during the Russia-Ukraine saga," Resources Policy, Elsevier, vol. 77(C).
- Le Thanh Ha, 2024. "The nexus of financialization and circularity: Evidence from European economies," Energy & Environment, , vol. 35(2), pages 950-985, March.
- Sabbar Dahham Sabbar & Hani Amer Musa & Abdul Rahman Kadir & Mursalim Nohong & Arifuddin Manan & Musran Munizu & Anas Iswanto Anwar, 2023. "The Role of Green Marketing and Promotion of Green Energy Bonds to Reduce Carbon Emissions in Indonesia," International Journal of Energy Economics and Policy, Econjournals, vol. 13(5), pages 73-82, September.
- Wang, Yang & Taghizadeh-Hesary, Farhad, 2023. "Green bonds markets and renewable energy development: Policy integration for achieving carbon neutrality," Energy Economics, Elsevier, vol. 123(C).
- Bai, Rui & Lin, Boqiang, 2024. "Green finance and green innovation: Theoretical analysis based on game theory and empirical evidence from China," International Review of Economics & Finance, Elsevier, vol. 89(PA), pages 760-774.
- Mingbo Zheng & Gen-Fu Feng & Chun-Ping Chang, 2023. "Is green finance capable of promoting renewable energy technology? Empirical investigation for 64 economies worldwide," Oeconomia Copernicana, Institute of Economic Research, vol. 14(2), pages 483-510, June.
- Oluwasegun B. Adekoya, 2020.
"Long Memory in the Energy Consumption by Source of the United States: Fractional Integration, Seasonality Effect and Structural Breaks,"
Estudios de Economia, University of Chile, Department of Economics, vol. 47(1 Year 20), pages 31-48, June.
Cited by:
- Adekoya, Oluwasegun B. & Oliyide, Johnson A. & Asl, Mahdi Ghaemi & Jalalifar, Saba, 2021. "Financing the green projects: Market efficiency and volatility persistence of green versus conventional bonds, and the comparative effects of health and financial crises," International Review of Financial Analysis, Elsevier, vol. 78(C).
- Adekoya, Oluwasegun B. & Oliyide, Johnson A., 2022. "Commodity and financial markets’ fear before and during COVID-19 pandemic: Persistence and causality analyses," Resources Policy, Elsevier, vol. 76(C).
- Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Carlos Poza & Alvaro Baños Izquierdo, 2023. "Persistence and Seasonality in the US Industrial Production Index," CESifo Working Paper Series 10756, CESifo.
- Oluwasegun B. Adekoya & Gabriel O. Oduyemi & Johnson A. Oliyide, 2021. "Price and volatility persistence of the US REITs market," Future Business Journal, Springer, vol. 7(1), pages 1-10, December.
- Adekoya, Oluwasegun B. & Oliyide, Johnson A., 2020.
"The hedging effectiveness of industrial metals against different oil shocks: Evidence from the four newly developed oil shocks datasets,"
Resources Policy, Elsevier, vol. 69(C).
Cited by:
- Oliyide, Johnson A. & Adekoya, Oluwasegun B. & Khan, Muhammad A., 2021.
"Economic policy uncertainty and the volatility connectedness between oil shocks and metal market: An extension,"
International Economics, Elsevier, vol. 167(C), pages 136-150.
- Johnson A. Oliyide & Oluwasegun B. Adekoya & Muhammad A. Khan, 2021. "Economic policy uncertainty and the volatility connectedness between oil shocks and metal market: An extension," International Economics, CEPII research center, issue 167, pages 136-150.
- Mensi, Walid & Rehman, Mobeen Ur & Vo, Xuan Vinh, 2021. "Risk spillovers and diversification between oil and non-ferrous metals during bear and bull market states," Resources Policy, Elsevier, vol. 72(C).
- Naeem, Muhammad Abubakr & Hasan, Mudassar & Arif, Muhammad & Suleman, Muhammad Tahir & Kang, Sang Hoon, 2022. "Oil and gold as a hedge and safe-haven for metals and agricultural commodities with portfolio implications," Energy Economics, Elsevier, vol. 105(C).
- Oluwasegun B. Adekoya & Johnson A. Oliyide, 2021. "Business confidence as a strong tracker of future growth: is it driven by economic policy uncertainty and oil price shocks in the OECD countries?," Future Business Journal, Springer, vol. 7(1), pages 1-13, December.
- Zhu, Xuehong & Niu, Zibo & Zhang, Hongwei & Huang, Jiaxin & Zuo, Xuguang, 2022. "Can gold and bitcoin hedge against the COVID-19 related news sentiment risk? New evidence from a NARDL approach," Resources Policy, Elsevier, vol. 79(C).
- Cui, Jinxin & Maghyereh, Aktham, 2023. "Higher-order moment risk connectedness and optimal investment strategies between international oil and commodity futures markets: Insights from the COVID-19 pandemic and Russia-Ukraine conflict," International Review of Financial Analysis, Elsevier, vol. 86(C).
- Yaya, OlaOluwa S & Ogbonna, Ahamuefula & Vo, Xuan Vinh, 2022.
"Oil shocks and volatility of green investments: GARCH-MIDAS analyses,"
MPRA Paper
113707, University Library of Munich, Germany.
- Yaya, OlaOluwa S. & Ogbonna, Ahamuefula E. & Vo, Xuan Vinh, 2022. "Oil shocks and volatility of green investments: GARCH-MIDAS analyses," Resources Policy, Elsevier, vol. 78(C).
- Gao Tianming & Vasilii Erokhin & Aleksandr Arskiy & Mikail Khudzhatov, 2021. "Has the COVID-19 Pandemic Affected Maritime Connectivity? An Estimation for China and the Polar Silk Road Countries," Sustainability, MDPI, vol. 13(6), pages 1-39, March.
- Yaya, OlaOluwa S. & Ogbonna, Ahamuefula E. & Adesina, Ayobami O. & Alobaloke, Kafayat & Vo, Xuan Vinh, 2022.
"Time-variation between metal commodities and oil, and the impact of oil shocks: GARCH-MIDAS and DCC-MIDAS analyses,"
MPRA Paper
114689, University Library of Munich, Germany.
- Yaya, OlaOluwa S. & Ogbonna, Ahamuefula E. & Adesina, Oluwaseun A. & Alobaloke, Kafayat A. & Vo, Xuan Vinh, 2022. "Time-variation between metal commodities and oil, and the impact of oil shocks: GARCH-MIDAS and DCC-MIDAS analyses," Resources Policy, Elsevier, vol. 79(C).
- Shiying Chen & Bisharat Hussain Chang & Hu Fu & ShiQi Xie, 2024. "Dynamic analysis of the relationship between exchange rates and oil prices: a comparison between oil exporting and oil importing countries," Palgrave Communications, Palgrave Macmillan, vol. 11(1), pages 1-12, December.
- Wang, Yu-Min & Lin, Che-Chun & Tsai, I-Chun, 2023. "State transformation of information spillover in asset markets and effective dynamic hedging strategies," International Review of Financial Analysis, Elsevier, vol. 89(C).
- Zhang, Tianding & Zeng, Song, 2023. "Dynamic comovement and extreme risk spillovers between international crude oil and China's non-ferrous metal futures market," Resources Policy, Elsevier, vol. 80(C).
- Adekoya, Oluwasegun B. & Oliyide, Johnson A. & Oduyemi, Gabriel O., 2021. "How COVID-19 upturns the hedging potentials of gold against oil and stock markets risks: Nonlinear evidences through threshold regression and markov-regime switching models," Resources Policy, Elsevier, vol. 70(C).
- Guo, Yaoqi & Shi, Fengyuan & Lin, Boqiang & Zhang, Hongwei, 2023. "The impact of oil shocks from different sources on China's clean energy metal stocks: An analysis of spillover effects based on a time-varying perspective," Resources Policy, Elsevier, vol. 81(C).
- Adekoya, Oluwasegun B. & Oliyide, Johnson A. & Saleem, Owais & Adeoye, Habeeb A., 2022. "Asymmetric connectedness between Google-based investor attention and the fourth industrial revolution assets: The case of FinTech and Robotics & Artificial intelligence stocks," Technology in Society, Elsevier, vol. 68(C).
- Adekoya, Oluwasegun B. & Ogunnusi, Timilehin P. & Oliyide, Johnson A., 2021. "Sector-by-sector non-renewable energy consumption shocks and manufacturing performance in the U.S.: Analysis of the asymmetric issue with nonlinear ARDL and the role of structural breaks," Energy, Elsevier, vol. 222(C).
- Z. Umar & O.B. Adekoya & M. Gubareva & Sabri Boubaker, 2023.
"Returns and Volatility Connectedness among the EurozoDne Equity Markets,"
Post-Print
hal-04434044, HAL.
- Zaghum Umar & Oluwasegun Babatunde Adekoya & Mariya Gubareva & Sabri Boubaker, 2024. "Returns and volatility connectedness among the Eurozone equity markets," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 29(3), pages 3103-3122, July.
- OlaOluwa S. Yaya & Oluwasegun B. Adekoya & Xuan Vinh Vo & Mamdouh Abdulaziz Saleh Al‐Faryan, 2024. "Stock Market Efficiency in Asia: Evidence from the Narayan–Liu–Westerlund's GARCH‐based unit root test," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 29(1), pages 91-101, January.
- Adekoya, Oluwasegun B. & Oliyide, Johnson A. & Akinseye, Ademola B. & Ogunbowale, Gideon O., 2022. "Oil and multinational technology stocks: Predicting fear with fear at the first and higher order moments," Finance Research Letters, Elsevier, vol. 46(PA).
- Lu, Man & Chang, Bisharat Hussain & Salman, Asma & Razzaq, Muthanna G. Abdul & Uddin, Mohammed Ahmar, 2023. "Time varying connectedness between foreign exchange markets and crude oil futures prices," Resources Policy, Elsevier, vol. 86(PB).
- Abakah, Emmanuel Joel Aikins & Tiwari, Aviral Kumar & Adekoya, Oluwasegun B. & Oteng-Abayie, Eric Fosu, 2023. "An analysis of the time-varying causality and dynamic correlation between green bonds and US gas prices," Technological Forecasting and Social Change, Elsevier, vol. 186(PA).
- Adekoya, Oluwasegun B. & Oliyide, Johnson A., 2022. "Commodity and financial markets’ fear before and during COVID-19 pandemic: Persistence and causality analyses," Resources Policy, Elsevier, vol. 76(C).
- Billah, Mabruk & Amar, Amine Ben & Balli, Faruk, 2023. "The extreme return connectedness between Sukuk and green bonds and their determinants and consequences for investors," Pacific-Basin Finance Journal, Elsevier, vol. 77(C).
- Adekoya, Oluwasegun B. & Oliyide, Johnson A., 2021. "How COVID-19 drives connectedness among commodity and financial markets: Evidence from TVP-VAR and causality-in-quantiles techniques," Resources Policy, Elsevier, vol. 70(C).
- Furuoka, Fumitaka & Yaya, OlaOluwa Simon & Ling, Pui Kiew & Al-Faryan, Mamdouh Abdulaziz Saleh & Islam, M. Nazmul, 2023.
"Transmission of risks between energy and agricultural commodities: Frequency time-varying VAR, asymmetry and portfolio management,"
Resources Policy, Elsevier, vol. 81(C).
- Furuoka, Fumitaka & Yaya, OlaOluwa S & Ling, Piu Kiew & Al-Faryan, Mamdouh Abdulaziz Saleh & Islam, M. Nazmul, 2023. "Transmission of risks between energy and agricultural commodities: Frequency time-varying VAR, asymmetry and portfolio management," MPRA Paper 117003, University Library of Munich, Germany, revised 04 Dec 2022.
- Ghazani, Majid Mirzaee & Khosravi, Reza & Caporin, Massimiliano, 2023. "Analyzing interconnection among selected commodities in the 2008 global financial crisis and the COVID-19 pandemic," Resources Policy, Elsevier, vol. 80(C).
- Andrej Privara & Raheel Gohar & Haitham M. Alzoubi & Akash Kalra & Mohammed Ahmar Uddin & Bisharat Hussain Chang, 2025. "Exploring exchange rate sensitivity to crude oil futures: A study of selected global economies," International Economics and Economic Policy, Springer, vol. 22(1), pages 1-21, February.
- Živkov, Dejan & Manić, Slavica & Gajić-Glamočlija, Marina, 2024. "How do precious and industrial metals hedge oil in a multi-frequency semiparametric CVaR portfolio?," The North American Journal of Economics and Finance, Elsevier, vol. 72(C).
- Ghaemi Asl, Mahdi & Adekoya, Oluwasegun Babatunde & Rashidi, Muhammad Mahdi & Ghasemi Doudkanlou, Mohammad & Dolatabadi, Ali, 2022. "Forecast of Bayesian-based dynamic connectedness between oil market and Islamic stock indices of Islamic oil-exporting countries: Application of the cascade-forward backpropagation network," Resources Policy, Elsevier, vol. 77(C).
- Fasanya, Ismail O. & Adekoya, Oluwasegun & Sonola, Ridwan, 2023. "Forecasting stock prices with commodity prices: New evidence from Feasible Quasi Generalized Least Squares (FQGLS) with non-linearities," Economic Systems, Elsevier, vol. 47(2).
- Tiwari, Aviral Kumar & Abakah, Emmanuel Joel Aikins & Karikari, Nana Kwasi & Hammoudeh, Shawkat, 2022. "Time-varying dependence dynamics between international commodity prices and Australian industry stock returns: a Perspective for portfolio diversification," Energy Economics, Elsevier, vol. 108(C).
- Gong, Xu & Xu, Jun & Liu, Tangyong & Zhou, Zicheng, 2022. "Dynamic volatility connectedness between industrial metal markets," The North American Journal of Economics and Finance, Elsevier, vol. 63(C).
- Adekoya, Oluwasegun B. & Oliyide, Johnson A. & Olubiyi, Ebenezer A. & Adedeji, Adedayo O., 2023. "The inflation-hedging performance of industrial metals in the world's most industrialized countries," Resources Policy, Elsevier, vol. 81(C).
- Adekoya, Oluwasegun B. & Oliyide, Johnson A. & Noman, Ambreen, 2021. "The volatility connectedness of the EU carbon market with commodity and financial markets in time- and frequency-domain: The role of the U.S. economic policy uncertainty," Resources Policy, Elsevier, vol. 74(C).
- Xiang, Shihui & Cao, Yanyan, 2023. "Green finance and natural resources commodities prices: Evidence from COVID-19 period," Resources Policy, Elsevier, vol. 80(C).
- Adekoya, Oluwasegun B. & Oliyide, Johnson A. & Tahir, Hammad, 2021. "What do we know about the inflation-hedging property of precious metals in Africa? The case of leading producers of the commodities," Resources Policy, Elsevier, vol. 72(C).
- Adekoya, Oluwasegun B. & Ogunbowale, Gideon O. & Akinseye, Ademola B. & Oduyemi, Gabriel O., 2021. "Improving the predictability of stock returns with global financial cycle and oil price in oil-exporting African countries," International Economics, Elsevier, vol. 168(C), pages 166-181.
- Azimli, Asil, 2022. "Degree and structure of return dependence among commodities, energy stocks and international equity markets during the post-COVID-19 period," Resources Policy, Elsevier, vol. 77(C).
- Oliyide, Johnson A. & Adekoya, Oluwasegun B. & Marie, Mohamed & Al-Faryan, Mamdouh Abdulaziz Saleh, 2023. "Green finance and commodities: Cross-market connectedness during different COVID-19 episodes," Resources Policy, Elsevier, vol. 85(PA).
- Oliyide, Johnson A. & Adekoya, Oluwasegun B. & Khan, Muhammad A., 2021.
"Economic policy uncertainty and the volatility connectedness between oil shocks and metal market: An extension,"
International Economics, Elsevier, vol. 167(C), pages 136-150.