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Can clean energy stock price rule oil price? New evidences from a regime-switching model at first and second moments

Yahya, Muhammad; Kanjilal, Kakali; Dutta, Anupam; Uddin, Gazi Salah; Ghosh, Sajal (Elsevier, 15.01.2021)
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The study evaluates nonlinear price transmission mechanisms between clean energy stock and crude oil price in levels, mean, and error variances. We propose a novel way of combining a two-regime threshold vector error ...
Dependence structure between the international crude oil market and the European markets of biodiesel and rapeseed oil

Yahya, Muhammad; Dutta, Anupam; Bouri, Elie; Wadström, Christoffer; Uddin, Gazi Salah (Elsevier, 10.08.2022)
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Being 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 ...
Evaluation of cross-quantile dependence and causality between non-ferrous metals and clean energy indexes

Yahya, Muhammad; Ghosh, Sajal; Kanjilal, Kakali; Dutta, Anupam; Uddin, Gazi Salah (Elsevier, 01.07.2020)
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This paper analyzes the cross-quantile dependence and causality between non-ferrous metals and clean energy indices by employing data from November 2003 to May 2019. Specifically, we utilize the time-varying copulas to ...