Bitcoin and the blockchain technology on which it is based are the key drivers behind the
accelerated pace of Fourth Industrial Revolution in the domain of Finance. The offshoots of …

Ensuring the natural gas market's sound and ordered progress is crucial to Europe's
sustainable development. This investigation employs the Generalized Supremum …

Based on daily data from 28 June 1990 to 31 October 2018, we investigate the asymmetric
effects of geopolitical risks on energy (crude oil, gas and heating oil) returns and volatility …

Taking the Shenzhen pilot as an example, this paper uses a difference-in-differences (DID)
method to quantitatively analyze the impact of carbon emissions' environmental regulation …

The crude oil volatility index (OVX) is a direct and more accurate measure of oil price
uncertainty. This paper uses this kind of implied volatility index of oil prices to investigate the …

The spillover effect is an important factor affecting the volatility of crude oil price. Basing on
the study of Diebold and Yilmaz (2009, 2012, 2014), we propose a new method that …

This study investigates the effects of oil price volatility on stock markets. We consider the
stock returns of ten major oil-importing countries: China, France, Germany, India, Italy …

Using a time-varying parameter structural vector autoregression with stochastic volatility
(TVP-SVAR-SV) model, we decompose the structural shocks of oil price fluctuations into four …

Motivated by the risen linkage between events and Bitcoin return, this paper first defines
Bitcoin-related events (BREs) based on the change points analysis and then divides these …

This paper aims to investigate whether investor fear gauge (IFG) contains incremental
information content for forecasting the volatility of crude oil futures. For this purpose, we use …