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Assessment and Optimization of Clean Energy Equity Risks and Commodity Price Volatility Indexes : Implications for Sustainability
Although 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 ...
Modelling the volatility of crude oil returns : Jumps and volatility forecasts
(John Wiley and Sons, 2020-07-22)
We 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 ...
Does Corn Market Uncertainty Impact the US Ethanol Prices?
(Wiley Open Access, 2018-05-23)
The 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 ...
Forecasting ethanol price volatility under structural breaks
(Society of Chemical IndustryWiley, 2020-10-06)
The 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 ...
Impact of energy sector volatility on clean energy assets
We 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 ...
Climate bond, stock, gold, and oil markets : Dynamic correlations and hedging analyses during the COVID-19 outbreak
Adverse 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
The 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. ...
Are energy metals hedges or safe havens for clean energy stock returns?
This 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 ...
Herding on Fundamental/Nonfundamental Information During the COVID-19 Outbreak and Cyber-Attacks : Evidence From the Cryptocurrency Market
(SAGE Publications, 2021-07-06)
We 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 ...
Dependence structure between the international crude oil market and the European markets of biodiesel and rapeseed oil
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 ...