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 …

A hybrid model for carbon price forecasting using GARCH and long short-term memory network

Y Huang, X Dai, Q Wang, D Zhou - Applied Energy, 2021 - Elsevier
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 …

Financial technology stocks, green financial assets, and energy markets: A quantile causality and dependence analysis

AK Tiwari, EJA Abakah, X Shao, TNL Le, MN Gyamfi - Energy Economics, 2023 - Elsevier
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 …

The effect of green energy, global environmental indexes, and stock markets in predicting oil price crashes: Evidence from explainable machine learning

SB Jabeur, R Khalfaoui, WB Arfi - Journal of Environmental Management, 2021 - Elsevier
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 …

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 …

Green finance and the socio-politico-economic factors' impact on the future oil prices: evidence from machine learning

M Mohsin, F Jamaani - Resources Policy, 2023 - Elsevier
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 …

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 …

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 …

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 …

Multiscale interplay of higher-order moments between the carbon and energy markets during Phase III of the EU ETS

X Dai, L **ao, Q Wang, G Dhesi - Energy Policy, 2021 - Elsevier
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 …