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Impact of external assurance on corporate climate change disclosures : new evidence from Finland
(Emerald, 2020-12-15)
- article
Purpose
The purpose of this research is to examine the impact of external assurance on the level of voluntary corporate climate change disclosures by Finnish firms.
Design/methodology/approach
The sample of this study ...
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 ...
Can clean energy stock price rule oil price? New evidences from a regime-switching model at first and second moments
(Elsevier, 2021-01-15)
- article
The study evaluates nonlinear price transmission mechanisms between clean energy stock and crude oil price in levels, mean, and error variances. We propose a novel way of combining a two-regime threshold vector error ...
Outliers and Time-Varying Jumps in the Cryptocurrency Markets
(MDPI, 2022-03-08)
- article
We examine the presence of outliers and time-varying jumps in the returns of four major cryptocurrencies (Bitcoin, Ethereum, Ripple, Dogecoin, Litecoin), and a broad cryptocurrency index (CCI30). The results indicate that ...
Comparing the Risk Spillover from Oil and Gas to Investment Grade and High-yield Bonds through Optimal Copulas
(International Association for Energy Economics, 2022-02-01)
- article
This paper compares the tail dependence and risk spillovers from the oil and gas to high-yield (HY) and investment grade (IG) bond markets. We use time-varying optimal copula framework to examine the dependence and further ...
Assessing the risk of the European Union carbon allowance market : structural breaks and forecasting performance
(Emerald, 2019-06-17)
- article
Purpose - The purpose of this paper is to examine the impact of structural breaks on the conditional variance of carbon emission allowance prices.
Design/methodology/approach - The authors employ the symmetric GARCH model, ...
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 ...
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 ...
Cointegration and nonlinear causality among ethanol-related prices : evidence from Brazil
(Wiley, 2017-12-16)
- article
The objective of this study was to investigate the causal relationships among crude oil, ethanol and sugar prices in the context of Brazil. In doing so, we consider the application of ARDL bound tests to examine whether ...
Oil and non-energy commodity markets : an empirical analysis of volatility spillovers and hedging effectiveness
(Cogent OA, an imprint of Taylor & Francis, 2017-05-05)
- article
Although a large number of empirical papers have examined the price spillover in global oil and non-energy commodity markets, very little is known about the volatility transmission between these two markets. The present ...