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Assessment and Optimization of Clean Energy Equity Risks and Commodity Price Volatility Indexes : Implications for Sustainability
(Elsevier, 2020-01-10)
- article
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 ...
The asymmetric impact of oil price uncertainty on emerging market financial stress : A quantile regression approach
(Wiley, 2022-06-06)
- article
This study investigates the effects of the crude oil implied volatility index (OVX) upon emerging market financial stress (EMFS). We resort to a quantile regression framework as this approach is a better alternative to ...
Forecasting realized volatility : New evidence from time-varying jumps in VIX
(Wiley, 2022-08-04)
- article
Given that jumps in the implied volatility index (VIX) lead to rapid changes in the level of volatility, they may contain significant predictive information for the realized variance (RV) of stock returns. Against this ...
Financial stress and crude oil implied volatility: New evidence from continuous wavelet transformation framework
(Elsevier, 2022-11-09)
- article
This study explores the theoretical possibility of co-movement and causality between crude oil implied volatility (OVX) and financial stress in a wavelet framework. The paper contributes to the existing literature in at ...
In search of time-varying jumps during the turmoil periods : Evidence from crude oil futures markets
(Elsevier, 2022-08-31)
- article
Prior literature demonstrates that energy prices are characterized by time-varying jumps. However, earlier studies do not investigate if the intensity of such jumps appears to be higher amid periods of extreme volatility ...
Do green investments react to oil price shocks? Implications for sustainable development
(Elsevier, 2020-09-01)
- article
This study investigates whether green investments are connected to oil price shocks. While earlier papers mainly investigate the linkage between clean energy stock and crude oil prices, we consider recently introduced ...
Determinants of electronic waste generation in Bitcoin network : Evidence from the machine learning approach
(Elsevier, 2021-08-15)
- article
Electronic waste is generating in the Bitcoin network at an alarming rate. This study identifies the determinants of electronic waste generation in the Bitcoin network using machine learning algorithms. We model the ...
COVID-19 and oil market crash: Revisiting the safe haven property of gold and Bitcoin
(Elsevier, 2020-12-01)
- article
The global crude oil market has experienced a significant downturn following the novel coronavirus outbreak (COVID-19) in December 2019. Thereafter, all the major oil markets have become extremely volatile, and investments ...