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Aineistot 11-20 / 49
Brexit uncertainty and volatility persistence in tourism demand
(RoutledgeTaylor & Francis, 2020-09-24)
- article
Tourism has emerged as one of the leading components of aggregate economic growth in most developed economies, especially in the UK, where it is predicted to grow at an annual rate of 3.8% through 2025. Because tourism ...
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 ...
Climate bond, stock, gold, and oil markets : Dynamic correlations and hedging analyses during the COVID-19 outbreak
(Elsevier, 2021-07-24)
- article
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 ...
Investigating the Association between Oil VIX and Equity VIX: Evidence from China
(World Scientific, 2020-05)
- bookPart
To the best of our knowledge, this is the initial study to investigate the linkages between implied volatilities of global crude oil and Chinese equity markets. At the empirical stage, the bivariate VAR-GARCH model has ...
Climate risk and green investments : New evidence
(Elsevier, 2022-12-13)
- article
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. ...
On the intraday dynamics of oil price and exchange rate: What can we learn from China and India?
(Elsevier, 2020-09-01)
- article
The main aim of this paper is to investigate the volatility determinants of crude oil and foreign exchange markets and jump spillover between them. We consider currencies of two major oil-importing countries (India and ...
Geopolitical risk and renewable energy asset prices : Implications for sustainable development
(Elsevier, 2022-07-13)
- article
This study intends to investigate the impact of geopolitical uncertainty, proxied by the geopolitical risk (GPR) index, on the volatility of renewable energy exchange traded funds (ETFs). Employing a two-state Markov regime ...
Modelling and Forecasting the Volatility of the Nordic Power Market : An Application of the GARCH-Jump Process
(Springer, 2022-09-20)
- bookPart
Although extreme jumps in electricity prices are a common phenomenon, investigating the jump behaviour in the power market does not receive significant attention in earlier studies. The present study aims to conceal this ...
Are energy metals hedges or safe havens for clean energy stock returns?
(Elsevier, 2021-11-25)
- article
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 ...
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 ...