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Forecasting ethanol price volatility under structural breaks
(Society of Chemical IndustryWiley, 2020-10-06)
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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
(Elsevier, 2020-12-01)
- article
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 ...
Crude oil prices and clean energy stock indices : Lagged and asymmetric effects with quantile regression
(ElsevierWorld Renewable Energy Network (WREN), 2021-01-01)
- article
Unlike 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, 2021-05-15)
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Although 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 ...
News-based Equity Market Uncertainty and Crude Oil Volatility
(Elsevier, 2021-05-01)
- article
Previous 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 ...
Commodity market risks and green investments : Evidence from India
(Elsevier, 2021-10-10)
- article
Green 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 ...