"Bouri, Elie" - Selaus tekijän mukaanArtikkelit
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Are energy metals hedges or safe havens for clean energy stock returns?
(Elsevier, 25.11.2021)
articleThis paper examines the relationship between clean energy stock indices and energy metals that are sensitive to the growth in demand for clean energy solutions, and makes inferences about whether energy metals can act as ... -
Assessing the risk of the European Union carbon allowance market : structural breaks and forecasting performance
(Emerald, 17.06.2019)
articlePurpose - The purpose of this paper is to examine the impact of structural breaks on the conditional variance of carbon emission allowance prices. Design/methodology/approach - The authors employ the symmetric GARCH model, ... -
Assessment and Optimization of Clean Energy Equity Risks and Commodity Price Volatility Indexes : Implications for Sustainability
(Elsevier, 10.01.2020)
articleAlthough clean energy equities have emerged as a new asset class for market participants, especially environmentally concerned investors, existing and previous studies pay very little attention to how equity investors in ... -
Climate bond, stock, gold, and oil markets : Dynamic correlations and hedging analyses during the COVID-19 outbreak
(Elsevier, 24.07.2021)
articleAdverse ecological effects have recently generated several eco-friendly investment opportunities including green and climate bonds. Although climate bonds have emerged as an appealing investment, little is known about their ... -
Climate risk and green investments : New evidence
(Elsevier, 13.12.2022)
articleThe academic literature on green energy equity markets has increased extensively over the last decade due to growing concerns about climate change and the substantial flow of investments into alternative energy markets. ... -
Commodity market risks and green investments : Evidence from India
(Elsevier, 10.10.2021)
articleGreen investing has recently received considerable attention in India in light of the local government plans to significantly reduce the level of CO2 emissions through conducting and funding various types of eco-friendly ... -
Crude oil prices and clean energy stock indices : Lagged and asymmetric effects with quantile regression
(ElsevierWorld Renewable Energy Network (WREN), 01.01.2021)
articleUnlike previous studies examining the association between crude oil and renewable energy stock prices under average conditions, we employ a quantile-based regression approach offering a more comprehensive dependence structure ... -
Crude oil volatility and the biodiesel feedstock market in Malaysia during the 2014 oil price decline and the COVID-19 outbreak
(Elsevier, 15.05.2021)
articleAlthough the global crude oil market plays a significant role in pricing edible oils, the association between energy price uncertainty and the Malaysian palm oil industry remains understudied. Given that palm oil is widely ... -
Dependence structure between the international crude oil market and the European markets of biodiesel and rapeseed oil
(Elsevier, 10.08.2022)
articleBeing an environmentally friendly fuel obtained from rapeseed oil, biodiesel is used extensively in Europe. However, the dependence structure between global crude oil prices and the European prices of biodiesel and rapeseed ... -
Does Corn Market Uncertainty Impact the US Ethanol Prices?
(Wiley Open Access, 23.05.2018)
articleThe growing interest in biofuel as a green energy source has intensified the linkages between corn and ethanol markets, especially in the United States that represents the largest producing and exporting country for ethanol ... -
Does oil price volatility matter for the US transportation industry?
(Elsevier, 30.12.2023)
articleAlthough the US transport sector is one of the major users of fossil fuel (e.g., crude oil), the impact of energy price volatility on transport stock sector indexes remains under-researched. The present study addresses ... -
Forecasting ethanol price volatility under structural breaks
(Society of Chemical IndustryWiley, 06.10.2020)
articleThe use of ethanol as a vehicle fuel has reduced greenhouse gas emissions significantly. The introduction of ethanol has also led to a decrease in crude oil prices. Considering the economic and environmental significance ... -
Herding on Fundamental/Nonfundamental Information During the COVID-19 Outbreak and Cyber-Attacks : Evidence From the Cryptocurrency Market
(SAGE Publications, 06.07.2021)
articleWe provide an empirical analysis of herding behavior in cryptocurrency markets during COVID-19 and periods of cyber-attacks, differentiating between fundamental and nonfundamental herding. The results show that herding ... -
Impact of energy sector volatility on clean energy assets
(Elsevier, 01.12.2020)
articleWe study the effect of uncertainty in energy sector firms on clean energy exchange traded funds (ETFs). In doing so, we use the information on energy sector implied volatility index (VXXLE) to reflect the risk or uncertainty ... -
Modelling the volatility of crude oil returns : Jumps and volatility forecasts
(John Wiley and Sons, 22.07.2020)
articleWe contribute to the scarce literature on the oil market volatility index (OVX) by examining the presence of time‐varying jumps in OVX and by assessing the ability of OVX to predict the conditional variance of crude oil ... -
News-based Equity Market Uncertainty and Crude Oil Volatility
(Elsevier, 01.05.2021)
articlePrevious studies indicate that the US equity market implied volatility index (VIX) impacts the crude oil market volatility. However, the VIX typically reflects macroeconomic fluctuations, little affected by social media ... -
Outliers and Time-Varying Jumps in the Cryptocurrency Markets
(MDPI, 08.03.2022)
articleWe examine the presence of outliers and time-varying jumps in the returns of four major cryptocurrencies (Bitcoin, Ethereum, Ripple, Dogecoin, Litecoin), and a broad cryptocurrency index (CCI30). The results indicate that ...
