Financing efficiency in natural resource markets mobilizing private and public capital for a green recovery
J Yan, M Haroon - Resources Policy, 2023 - Elsevier
China, a natural resource market leader, must balance economic growth and sustainability.
Private and public money fund green initiatives and resource recovery in this study. This …
Private and public money fund green initiatives and resource recovery in this study. This …
A hybrid model for carbon price forecasting using GARCH and long short-term memory network
The reform of the EU ETS markets in 2017 has induced new carbon price forecasting
challenges. This study proposes a novel decomposition-ensemble paradigm VMD …
challenges. This study proposes a novel decomposition-ensemble paradigm VMD …
Financial technology stocks, green financial assets, and energy markets: A quantile causality and dependence analysis
With the development of Industry 4.0 and the urgency of transitioning to a low-carbon
economy, fintech and environmentally friendly financial instruments have been widely …
economy, fintech and environmentally friendly financial instruments have been widely …
The effect of green energy, global environmental indexes, and stock markets in predicting oil price crashes: Evidence from explainable machine learning
This study aims to predict oil prices during the 2019 novel coronavirus (COVID-19)
pandemic by looking into green energy resources, global environmental indexes (ESG), and …
pandemic by looking into green energy resources, global environmental indexes (ESG), and …
Predicting the changes in the WTI crude oil price dynamics using machine learning models
H Guliyev, E Mustafayev - Resources Policy, 2022 - Elsevier
This study aims to use a monthly dataset from 1991 to 2021 to predict West Texas
Intermediate (WTI) oil price dynamics using US macroeconomic and financial factors, as well …
Intermediate (WTI) oil price dynamics using US macroeconomic and financial factors, as well …
Green finance and the socio-politico-economic factors' impact on the future oil prices: evidence from machine learning
This paper suggests an innovative method of estimating crude oil prices based on multiple
socio-politico-economic factors in context of green finance using the Least Absolute …
socio-politico-economic factors in context of green finance using the Least Absolute …
Multi-scale risk contagion among international oil market, Chinese commodity market and Chinese stock market: A MODWT-Vine quantile regression approach
F Wen, Z Liu, Z Dai, S He, W Liu - Energy Economics, 2022 - Elsevier
Identifying and preventing the cross-market risk contagion is very important for the market
stability. This paper uses a MODWT-Vine quantile regression method to study the dynamic …
stability. This paper uses a MODWT-Vine quantile regression method to study the dynamic …
Dynamic and frequency-domain risk spillovers among oil, gold, and foreign exchange markets: Evidence from implied volatility
Q Ding, J Huang, J Chen - Energy Economics, 2021 - Elsevier
Utilising the time-frequency spillover framework constructed by Baruník and Křehlík (2018),
this study explores the time-frequency risk spillovers among the oil, gold and foreign …
this study explores the time-frequency risk spillovers among the oil, gold and foreign …
A sentiment-enhanced hybrid model for crude oil price forecasting
Y Fang, W Wang, P Wu, Y Zhao - Expert Systems with Applications, 2023 - Elsevier
The crude oil market plays a vital role in the world economy. However, due to the noisy
characteristics of the market and the complex and non-stationary nature of the asset series …
characteristics of the market and the complex and non-stationary nature of the asset series …
Multiscale interplay of higher-order moments between the carbon and energy markets during Phase III of the EU ETS
The Phase III of the European Union Emission Trading System (EU ETS) is significantly
different from the previous Phases in terms of price trajectory and operational mechanism …
different from the previous Phases in terms of price trajectory and operational mechanism …