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New Challenge and Research Development in Global Energy Financialization
16 references·0 citing·50 second hopsampled
New Challenge and Research Development in Global Energy Financialization (2019)New Challenge and Research Development in…Spillovers between oil and stock returns in the US energy sector: Does idiosyncratic information matter? (2019)Spillovers between oil and st…Oil financialization and volatility forecast: Evidence from multidimensional predictors (2019)Oil financialization and vola…Uncertainties and extreme risk spillover in the energy markets: A time-varying copula-based CoVaR approach (2018)Uncertainties and extreme ris…Risk spillover between energy and agricultural commodity markets: A dependence-switching CoVaR-copula model (2018)Risk spillover between energy…Risk dependence of CoVaR and structural change between oil prices and exchange rates: A time-varying copula model (2018)Risk dependence of CoVaR and …Modelling dynamic dependence and risk spillover between all oil price shocks and stock market returns in the BRICS (2018)Modelling dynamic dependence …Information spillovers and connectedness networks in the oil and gas markets (2018)Information spillovers and co…High-frequency volatility connectedness between the US crude oil market and China's agricultural commodity markets (2018)High-frequency volatility con…Which determinant is the most informative in forecasting crude oil market volatility: Fundamental, speculation, or uncertainty? (2017)Which determinant is the most…Oil shocks and stock markets revisited: Measuring connectedness from a global perspective (2017)Oil shocks and stock markets …Assessing contagion risk from energy and non-energy commodity markets (2017)Assessing contagion risk from…The directional volatility connectedness between crude oil and equity markets: New evidence from implied volatility indexes (2016)The directional volatility co…Oil price volatility and oil-related events: An Internet concern study perspective (2014)Oil price volatility and oil-…Is there dependence and systemic risk between oil and renewable energy stock prices? (2014)Is there dependence and syste…Dynamic spillovers of oil price shocks and economic policy uncertainty (2014)Dynamic spillovers of oil pri…Financialization of Commodity Markets (2013)Financialization of Commodity…Macroeconomics and Reality (1980)Generalized impulse response analysis in linear multivariate models (1998)The Impact of Uncertainty Shocks (2009)The role of news-based uncertainty indices in predicting oil markets: a hybrid nonparametric quantile causality method (2016)Global financial crisis and rising connectedness in the international commodity markets (2018)Symmetric and asymmetric impact of oil price, FDI and economic growth on carbon emission in Pakistan: Evidence from ARDL and non-linear ARDL approach (2020)Event Studies in Economics and Finance (1997)Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market (2009)Twitter mood predicts the stock market (2011)Oil price volatility and economic growth: Evidence from advanced economies using more than a century’s data (2018)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Testing for a Unit Root in Time Series Regression (1988)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Determinants of renewable energy growth in Sub-Saharan Africa: Evidence from panel ARDL (2018)Renewable energy, oil prices, and economic activity: A Granger-causality in quantiles analysis (2018)Extreme return connectedness and its determinants between clean/green and dirty energy investments (2020)Impulse response analysis in nonlinear multivariate models (1996)Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)Oil price uncertainty and clean energy stock returns: New evidence from crude oil volatility index (2017)How COVID-19 drives connectedness among commodity and financial markets: Evidence from TVP-VAR and causality-in-quantiles techniques (2020)Time-frequency connectedness among clean-energy stocks and fossil fuel markets: Comparison between financial, oil and pandemic crisis (2021)Common risk factors in the returns on stocks and bonds (1993)Economic policy uncertainty in the US and China and their impact on the global markets (2018)Information linkage, dynamic spillovers in prices and volatility between the carbon and energy markets (2018)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Comparing Predictive Accuracy (1994)Comparing Predictive Accuracy (1995)Economic policy uncertainty and the Chinese stock market volatility: Novel evidence (2019)Uncertainty Due to Infectious Diseases and Energy Market Volatility (2020)Exploring the asymmetric impact of economic policy uncertainty on China's carbon emissions trading market price: Do different types of uncertainty matter? (2022)MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE* (2006)CoVaR (2016)Oil price fluctuation, stock market and macroeconomic fundamentals: Evidence from China before and after the financial crisis (2019)Dynamic spillover effects and portfolio strategies between crude oil, gold and Chinese stock markets related to new energy vehicle (2022)Autoregressive Conditional Density Estimation (1994)Gold and crude oil as safe-haven assets for clean energy stock indices: Blended copulas approach (2019)Time and frequency connectedness among oil shocks, electricity and clean energy markets (2020)Quantile risk spillovers between energy and agricultural commodity markets: Evidence from pre and during COVID-19 outbreak (2022)Dynamic Conditional Correlation (2002)Modeling and Forecasting Realized Volatility (2003)On the network topology of variance decompositions: Measuring the connectedness of financial firms (2014)Intraday volatility transmission among precious metals, energy and stocks during the COVID-19 pandemic (2021)Impact of COVID-19 on the quantile connectedness between energy, metals and agriculture commodities (2022)Geopolitical risk, climate risk and energy markets: A dynamic spillover analysis (2023)The Limits of Arbitrage (1995)No Contagion, Only Interdependence: Measuring Stock Market Comovements (2002)Market Liquidity and Funding Liquidity (2008)New Evidence on the Financialization of Commodity Markets (2014)Dynamic spillover effects among crude oil, precious metal, and agricultural commodity futures markets (2016)Extrapolation and bubbles (2018)
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References

  • 2013Financialization of Commodity Markets808 cited
  • 2014Is there dependence and systemic risk between oil and renewable energy stock prices?469 cited
  • 2014Dynamic spillovers of oil price shocks and economic policy uncertainty435 cited
  • 2016The directional volatility connectedness between crude oil and equity markets: New evidence from implied volatility indexes420 cited
  • 2017Oil shocks and stock markets revisited: Measuring connectedness from a global perspective382 cited
  • 2018Risk spillover between energy and agricultural commodity markets: A dependence-switching CoVaR-copula model278 cited
  • 2017Which determinant is the most informative in forecasting crude oil market volatility: Fundamental, speculation, or uncertainty?269 cited
  • 2014Oil price volatility and oil-related events: An Internet concern study perspective237 cited
  • 2018Modelling dynamic dependence and risk spillover between all oil price shocks and stock market returns in the BRICS236 cited
  • 2018High-frequency volatility connectedness between the US crude oil market and China's agricultural commodity markets219 cited
  • 2018Uncertainties and extreme risk spillover in the energy markets: A time-varying copula-based CoVaR approach197 cited
  • 2018Risk dependence of CoVaR and structural change between oil prices and exchange rates: A time-varying copula model177 cited
  • 2019Oil financialization and volatility forecast: Evidence from multidimensional predictors

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154 cited
  • 2019Spillovers between oil and stock returns in the US energy sector: Does idiosyncratic information matter?147 cited
  • 2018Information spillovers and connectedness networks in the oil and gas markets137 cited
  • 2017Assessing contagion risk from energy and non-energy commodity markets121 cited
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