Exploring downside risk dependence across energy markets: Electricity, conventional energy, carbon, and clean energy during episodes of market crises

MA Naeem, N Arfaoui - Energy Economics, 2023 - Elsevier
This study examines the relationship of extreme downside risk in various energy markets,
including electricity, clean/conventional energy, and carbon markets during several …

Response of mineral market to renewable energy production in the USA: Where lies the sustainable energy future

S Abbas, A Sinha, T Saha, MI Shah - Energy Policy, 2023 - Elsevier
The policy dilemma regarding climate action and the rising demand of renewable energy
has created opportunities for a new market of critical minerals in the USA. Nevertheless …

[HTML][HTML] Assessing the relationship between electricity and natural gas prices in European markets in times of distress

JM Uribe, S Mosquera-López, OJ Arenas - Energy Policy, 2022 - Elsevier
We investigate the transmission of natural gas shocks to electricity prices under different
scenarios of electricity generation for 21 European markets, from January 1, 2015 to March …

Navigating energy and financial markets: a review of technical analysis used and further investigation from various perspectives

Y Ni - Energies, 2024 - mdpi.com
This review paper thoroughly examines the role of technical analysis in energy and financial
markets with a primary focus on its application, effectiveness, and comparative analysis with …

Dependence structure between Indian financial market and energy commodities: a cross-quantilogram based evidence

A Sinha, A Sharif, A Adhikari, A Sharma - Annals of Operations Research, 2022 - Springer
Given the develo** nations are moving towards attaining the sustainable energy future,
the reliance on renewable energy solutions is rising. Therefore, the dependence on …

Comparative resource-environment-economy assessment of coal-and oil-based aromatics production

J Li, Y Zhang, Y Yang, X Zhang, Y Zheng, Q Qian… - Resources Policy, 2022 - Elsevier
Aromatics is an important chemical material with a greatly increasing demand across the
world. However, its production normally depends on the conventional oil-based naphtha to …

What drives the high-risk spillover of benchmark oil prices into China's LNG market?

X Zhang, J Chai, L Tian, Y Pan, J Wang - Energy, 2024 - Elsevier
Abstract The Russo-Ukrainian conflict and its reverberations on energy markets have
heightened concerns regarding energy security. Against the backdrop of fluctuations in …

Evaluation of European Union carbon and energy networks: Evidence from market efficiency

X Ren, Y Li, K Duan, T Mishra - Energy & Environment, 2023 - journals.sagepub.com
This article investigates dynamic networks of the informational efficiency between European
Union carbon and energy markets in a quantile-based framework. The market (in) efficiency …

Directional predictability from energy markets to exchange rates and stock markets in the emerging market countries (E7+ 1): New evidence from cross‐quantilogram …

AK Tiwari, M Shahbaz, R Khalfaoui… - … Journal of Finance & …, 2024 - Wiley Online Library
We examine the directional predictability of energy stock returns on exchange rates and
stock market in the E7+ 1 emerging market economies, which include India, China …

Directional predictability between trading volume and price returns in the agricultural futures markets: risk implications for traders

D Panagiotou, A Tseriki - The Journal of Risk Finance, 2022 - emerald.com
Purpose The cross-quantilogram analysis is employed. The latter can assess the temporal
association between two stationary time series at different parts of their joint distribution …