Climate risk and carbon emissions: Examining their impact on key energy markets through asymmetric spillovers

A Rao, B Lucey, S Kumar - Energy Economics, 2023 - Elsevier
The global energy sector faces crucial challenges in the wake of climate change and the
escalating emissions of greenhouse gases (GHGs). Recent months have witnessed …

What do the AI methods tell us about predicting price volatility of key natural resources: evidence from hyperparameter tuning

M Srivastava, A Rao, JS Parihar, S Chavriya, S Singh - Resources Policy, 2023 - Elsevier
Volatility plays a significant role in pricing derivatives, managing portfolio risk, and using
hedging strategies in the financial markets. As a result, it is imperative to precisely estimate …

Energy-Related Discussion and its Impact on the Us Financial Markets

BM Lucey, A Dixit, S Jain - Sanchit, Energy-Related Discussion and its … - papers.ssrn.com
This study investigates whether financial markets price the uncertainty surrounding the Fed
speeches encompassing energy-related discussions. We attempt to quantify select aspects …