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Energy financialization, risk and challenges
16 references·0 citing·48 second hop
Energy financialization, risk and challenges (2020)Energy financialization, risk and challen…The dynamic dependence of fossil energy, investor sentiment and renewable energy stock markets (2019)The dynamic dependence of fos…Information interdependence among energy, cryptocurrency and major commodity markets (2019)Information interdependence a…Asymmetric and extreme influence of energy price changes on renewable energy stock performance (2019)Asymmetric and extreme influe…Risk spillover between energy and agricultural commodity markets: A dependence-switching CoVaR-copula model (2018)Risk spillover between energy…Modelling dynamic dependence and risk spillover between all oil price shocks and stock market returns in the BRICS (2018)Modelling dynamic dependence …High-frequency volatility connectedness between the US crude oil market and China's agricultural commodity markets (2018)High-frequency volatility con…Global financial crisis and rising connectedness in the international commodity markets (2018)Global financial crisis and r…Dynamic network of implied volatility transmission among US equities, strategic commodities, and BRICS equities (2018)Dynamic network of implied vo…Oil shocks and stock markets revisited: Measuring connectedness from a global perspective (2017)Oil shocks and stock markets …The effect of global oil price shocks on China's agricultural commodities (2015)The effect of global oil pric…Financialization in commodity markets: A passing trend or the new normal? (2015)Financialization in commodity…Oil price volatility and oil-related events: An Internet concern study perspective (2014)Oil price volatility and oil-…Index Investment and the Financialization of Commodities (2012)Index Investment and the Fina…How does oil price volatility affect non-energy commodity markets? (2011)How does oil price volatility…Index Investment and Financialization of Commodities (2010)Index Investment and Financia…Oil spills on other commodities (2007)Oil spills on other commoditi…Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Illiquidity and stock returns: cross-section and time-series effects (2002)Analysis of Panel Data (2003)Black swan events and safe havens: The role of gold in globally integrated emerging markets (2017)Cointegration and nonlinear causality amongst gold, oil, and the Indian stock market: Evidence from implied volatility indices (2017)Gold or Bitcoin, which is the safe haven during the COVID-19 pandemic? (2022)ARCH modeling in finance (1992)Asymmetric Dynamics in the Correlations of Global Equity and Bond Returns (2006)Dynamic spillovers among major energy and cereal commodity prices (2014)Oil price shocks and agricultural commodity prices (2014)The distribution of realized stock return volatility (2001)No Contagion, Only Interdependence: Measuring Stock Market Comovements (2002)Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market (2009)Financialization of Commodity Markets (2013)Speculators, commodities and cross-market linkages (2013)A Model of Financialization of Commodities (2016)Common risk factors in the returns on stocks and bonds (1993)Generalized impulse response analysis in linear multivariate models (1998)Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)Information linkage, dynamic spillovers in prices and volatility between the carbon and energy markets (2018)The way to induce private participation in green finance and investment (2019)Macroeconomics and Reality (1980)Dynamic connectedness and integration in cryptocurrency markets (2018)Financial contagion during COVID–19 crisis (2020)Geopolitical risk and dynamic connectedness between commodity markets (2022)Autoregressive Conditional Density Estimation (1994)MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE* (2006)CoVaR (2016)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)Asset pricing with liquidity risk (2005)On the Network Topology of Variance Decompositions: Measuring the Connectedness of Financial Firms (2011)Econometric measures of connectedness and systemic risk in the finance and insurance sectors (2012)Crude oil price and cryptocurrencies: Evidence of volatility connectedness and hedging strategy (2020)Geopolitical risk, climate risk and energy markets: A dynamic spillover analysis (2023)Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets (2008)The spillover effects and connectedness among green commodities, Bitcoins, and US stock markets: Evidence from the quantile VAR network (2022)The impact of geopolitical risks on renewable energy demand in OECD countries (2023)The spillover effects among fossil fuel, renewables and carbon markets: Evidence under the dual dilemma of climate change and energy crises (2023)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Testing for a Unit Root in Time Series Regression (1988)Food price volatility (2010)Oil price, agricultural commodity prices, and the dollar: A panel cointegration and causality analysis (2011)Is gold a hedge or safe haven against oil price movements? (2013)Financialization, crisis and commodity correlation dynamics (2012)The Long Green Revolution (2012)
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References

  • 2012Index Investment and the Financialization of Commodities1,333 cited
  • 2010Index Investment and Financialization of Commodities723 cited
  • 2007Oil spills on other commodities454 cited
  • 2017Oil shocks and stock markets revisited: Measuring connectedness from a global perspective382 cited
  • 2018Global financial crisis and rising connectedness in the international commodity markets382 cited
  • 2015Financialization in commodity markets: A passing trend or the new normal?373 cited
  • 2011How does oil price volatility affect non-energy commodity markets?330 cited
  • 2019Information interdependence among energy, cryptocurrency and major commodity markets303 cited
  • 2019The dynamic dependence of fossil energy, investor sentiment and renewable energy stock markets294 cited
  • 2018Risk spillover between energy and agricultural commodity markets: A dependence-switching CoVaR-copula model278 cited
  • 2019Asymmetric and extreme influence of energy price changes on renewable energy stock performance238 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 markets

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219 cited
  • 2015The effect of global oil price shocks on China's agricultural commodities171 cited
  • 2018Dynamic network of implied volatility transmission among US equities, strategic commodities, and BRICS equities163 cited
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