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Evaluation of cross-quantile dependence and causality between non-ferrous metals and clean energy indexes
(Elsevier, 2020-07-01)
- article
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 ...
On the stability of stablecoins
(Elsevier, 2021-09-17)
- article
This paper investigates the volatility processes of stablecoins and their potential stochastic interdependencies with Bitcoin volatility. We employ a novel approach to choose the optimal combination for the power law ...
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 ...
Forecasting the volatility of biofuel feedstock prices : the US evidence
(Wiley, 2019-02-25)
- article
Given that, nowadays, 40% of the US corn crop is used for biofuel production, there is a growing concern that the rise in biofuel production might lead to an increase in food prices. However, it is also obvious that ...