The spillover effects among fossil fuel, renewables and carbon markets: evidence under the dual dilemma of climate change and energy crises

CW Su, LD Pang, M Qin, OR Lobonţ, M Umar - Energy, 2023 - Elsevier
The environmental emergency and energy crisis are serious challenges exposed to Europe,
which results in a fundamental shift in the linkages regarding fossil fuel, renewable energy …

Does oil connect differently with prominent assets during war? Analysis of intra-day data during the Russia-Ukraine saga

OB Adekoya, JA Oliyide, OOS Yaya, MAS Al-Faryan - Resources policy, 2022 - Elsevier
Abstract The ongoing Russia-Ukraine war is obviously the most prominent war in Europe
since the second world war, changing the dynamics of the oil and other prominent markets …

NFTs and asset class spillovers: Lessons from the period around the COVID-19 pandemic

DY Aharon, E Demir - Finance Research Letters, 2022 - Elsevier
In this paper, we analyze the connectedness between returns for non-fungible tokens (NFTs)
and other financial assets (equities, bonds, currencies, gold, oil, Ethereum) during the period …

Interdependence of clean energy and green markets with cryptocurrencies

N Arfaoui, MA Naeem, S Boubaker, N Mirza, S Karim - Energy Economics, 2023 - Elsevier
The adverse effects of the high-power energy consumption by cryptocurrencies on the
environment and sustainability have raised the interest of a large body of policymakers and …

Impact of COVID-19 on the quantile connectedness between energy, metals and agriculture commodities

S Farid, MA Naeem, A Paltrinieri, R Nepal - Energy economics, 2022 - Elsevier
With many studies highlighting the heterogeneous impact of the COVID-19 pandemic on
different commodity markets, this study provides evidence of quantile connectedness …

Extreme contributions of conventional investments vis-à-vis Islamic ones to renewables

U Shahzad, MG Asl, R Khalfaoui, M Tedeschi - Renewable and Sustainable …, 2024 - Elsevier
The growing global awareness of social and environmental issues has led investors to
prioritize sustainable investments. This study examines the relationship between ten Islamic …

COVID–19 media coverage and ESG leader indices

M Akhtaruzzaman, S Boubaker, Z Umar - Finance Research Letters, 2022 - Elsevier
This study examines the dynamic connectedness between COVID–19 media coverage
index (MCI) and ESG leader indices. Our findings provide evidence that MCI plays a role in …

Higher-order moment risk connectedness and optimal investment strategies between international oil and commodity futures markets: Insights from the COVID-19 …

J Cui, A Maghyereh - International Review of Financial Analysis, 2023 - Elsevier
This paper investigates the higher-order moment risk connectedness between West Texas
Intermediate (WTI) oil futures, Brent oil futures, Chinese oil futures and commodity futures …

Do global factors drive the interconnectedness among green, Islamic and conventional financial markets?

S Karim, MA Naeem - International Journal of Managerial Finance, 2022 - emerald.com
Do global factors drive the interconnectedness among green, Islamic and conventional financial
markets? | Emerald Insight Books and journals Case studies Expert Briefings Open Access …

Oil prices and agricultural commodity markets: Evidence from pre and during COVID-19 outbreak

NT Hung - Resources policy, 2021 - Elsevier
This paper represents an analysis of the spillover effects and time-frequency connectedness
between crude oil prices and agricultural commodity markets using both the spillover index …