[HTML][HTML] Environmental finance: an interdisciplinary review

H Tao, S Zhuang, R Xue, W Cao, J Tian… - … Forecasting and Social …, 2022‏ - Elsevier
Environmental finance has gained considerable attention globally as an emerging
interdisciplinary research area. This study uses bibliometric analysis to systematically review …

Natural gas from shale formation–the evolution, evidences and challenges of shale gas revolution in United States

Q Wang, X Chen, AN Jha, H Rogers - Renewable and Sustainable Energy …, 2014‏ - Elsevier
Extraction of natural gas from shale rock in the United States (US) is one of the landmark
events in the 21st century. The combination of horizontal drilling and hydraulic fracturing can …

Dynamic volatility spillovers across oil and natural gas futures markets based on a time-varying spillover method

X Gong, Y Liu, X Wang - International Review of Financial Analysis, 2021‏ - Elsevier
This paper analyzes dynamic volatility spillovers between four major energy commodities
(ie, crude oil, gasoline, heating oil and natural gas) in the oil-natural gas future markets. We …

The power play of natural gas and crude oil in the move towards the financialization of the energy market

SKA Rizvi, B Naqvi, S Boubaker, N Mirza - Energy Economics, 2022‏ - Elsevier
The financialization of the energy market has capacitated energy commodities to affect
economic activities unfathomably. Despite the availability of rich literature investigating …

How do climate risks impact the contagion in China's energy market?

K Guo, Y Kang, D Ma, L Lei - Energy Economics, 2024‏ - Elsevier
Energy security is a critical facet of national security, especially in energy-importing
countries, and significant fluctuations in the energy market can profoundly influence the real …

Dynamic frequency relationships and volatility spillovers in natural gas, crude oil, gas oil, gasoline, and heating oil markets: Implications for portfolio management

W Mensi, MU Rehman, XV Vo - Resources Policy, 2021‏ - Elsevier
This paper examines the dynamic frequency co-movements and volatility spillovers between
crude oil, gas oil, gasoline, heating oil, and natural gas futures markets during the global …

Oil, natural gas and BRICS stock markets: Evidence of systemic risks and co-movements in the time-frequency domain

W Mensi, MU Rehman, D Maitra, KH Al-Yahyaee… - Resources Policy, 2021‏ - Elsevier
This paper uses the wavelet method to investigate co-movements between the five
emerging stock markets of Brazil, Russia, India, China, and South Africa (BRICS), and the oil …

The effect of global oil price shocks on China's agricultural commodities

C Zhang, X Qu - Energy Economics, 2015‏ - Elsevier
This paper studied the effect of global oil price shocks on agricultural commodities in China,
including strong wheat, corn, soybean, bean pulp, cotton and natural rubber. We regarded …

Oil indexation, market fundamentals, and natural gas prices: An investigation of the Asian premium in natural gas trade

D Zhang, M Shi, X Shi - Energy Economics, 2018‏ - Elsevier
A heated debate has arisen over whether the Asian premium (ie, higher prices in Asia than
elsewhere) in natural gas trade is due to price discrimination or different market …

What drives natural gas prices?—A structural VAR approach

S Nick, S Thoenes - Energy Economics, 2014‏ - Elsevier
In this study, we develop a structural vector autoregressive model (VAR) for the German
natural gas market. Our setup allows us to analyze the determinants of the natural gas price …