Model-driven multimodal LSTM-CNN for unbiased structural forecasting of European Union allowances open-high-low-close price
W Huang, J Zhao, X Wang - Energy Economics, 2024 - Elsevier
Abstract European Union allowances (EUAs), the “currency in circulation” of the EU
Emissions Trading Scheme (ETS), have spawned a great deal of speculative trading. This …
Emissions Trading Scheme (ETS), have spawned a great deal of speculative trading. This …
Temporal dynamics of geopolitical risk: An empirical study on energy commodity interest-adjusted spreads
The functioning of energy markets is essential for global stability and is heavily influenced by
geopolitical risks. Understanding these risks is critical for policymakers, market analysts, and …
geopolitical risks. Understanding these risks is critical for policymakers, market analysts, and …
Shanghai oil futures prices and firms' investment decisions: Evidence from Chinese manufacturing firms
Z Wang, R Li, Q Kong - Energy Economics, 2024 - Elsevier
International crude oil futures prices play a key role in market pricing, price discovery, and
resha** the market order. As the world's largest importer of crude oil, China urgently …
resha** the market order. As the world's largest importer of crude oil, China urgently …
Forecasting the Chinese crude oil futures volatility using jump intensity and Markov-regime switching model
H Wu, P Li, J Cao, Z Xu - Energy Economics, 2024 - Elsevier
This study examines the predictive ability of nine high-frequency jumps on the Chinese
crude oil futures volatility using a series of the Heterogeneous Autoregressive (HAR) …
crude oil futures volatility using a series of the Heterogeneous Autoregressive (HAR) …
Insurer hedging amidst the interplay of black and green swans toward SDGs 3 and 7
S Chen, X Duan, SC Chiu, JH Lin - Energy Economics, 2024 - Elsevier
Amid regional conflicts and global warming, the interplay of catastrophic events (black
swans) and sustainability issues (green swans) emerges, impacting sustainable insurance …
swans) and sustainability issues (green swans) emerges, impacting sustainable insurance …
Smirking in the energy market: Evidence from the Chinese crude oil options market
This study examines the implied volatility (IV) curve and its determinants in the newly
established Chinese crude oil options market. Given China's significant role as a crude oil …
established Chinese crude oil options market. Given China's significant role as a crude oil …
Russo-Ukrainian geopolitical tensions: An empirical analysis of corporate investment in Europe
We propose a new measure of firm-level exposure to the Russo-Ukrainian geopolitical
tensions that considers both developments in regional geopolitics and firm-specific political …
tensions that considers both developments in regional geopolitics and firm-specific political …
Insurance companies' risk-taking behavior in the face of economic policy uncertainty: a mediated analysis
T Zhang, P Zhou, Y Li, J Chen - Current Psychology, 2024 - Springer
The commercial operations of insurance firms are based on assumptions for the future.
Expectations are greatly impacted by uncertainty, which is directly tied to the operational …
Expectations are greatly impacted by uncertainty, which is directly tied to the operational …
Bilateral tax treaties network and global value chain position
X Rong, W Yan, Y Yang - Finance Research Letters, 2024 - Elsevier
This study investigates the effect of bilateral tax treaty (BTT) network centrality on countries'
global value chain (GVC) positions using a panel dataset of 62 economies from 2007 to …
global value chain (GVC) positions using a panel dataset of 62 economies from 2007 to …
The scientific tale of the nexus between oil prices, macroeconomic uncertainty and Pakistan's exports to its major trading partners: Insights from advanced methods
MZ Chishti - International Journal of Finance & Economics - Wiley Online Library
The recent study aims to analyze the nonlinear dynamic effects of oil price shocks and
macroeconomic uncertainty on exports. To achieve this, the study utilizes monthly data from …
macroeconomic uncertainty on exports. To achieve this, the study utilizes monthly data from …