What role of renewable and non-renewable electricity consumption and output is needed to initially mitigate CO2 emissions in MENA region?

S Farhani, M Shahbaz - Renewable and Sustainable Energy Reviews, 2014 - Elsevier
This study attempts to explore the causal relationship between renewable and non-
renewable electricity consumption, output and carbon dioxide (CO 2) emissions for 10 …

Risk assessment of the use of alternative animal and plant raw material resources in aquaculture feeds

BD Glencross, J Baily, MHG Berntssen… - Reviews in …, 2020 - Wiley Online Library
A wide range of raw materials are now used routinely in aquaculture feeds throughout the
world, primarily to supply protein and energy in the form of lipid from edible oils. Protein …

Quantile risk spillovers between energy and agricultural commodity markets: Evidence from pre and during COVID-19 outbreak

AK Tiwari, EJA Abakah, AO Adewuyi, CC Lee - Energy Economics, 2022 - Elsevier
The spillover effect is a significant factor impacting the volatility of commodity prices. Unlike
earlier studies, this research uses the rolling window-based Quantile VAR (QVAR) model to …

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 …

Crude Oil futures contracts and commodity markets: New evidence from a TVP-VAR extended joint connectedness approach

M Balcilar, D Gabauer, Z Umar - Resources Policy, 2021 - Elsevier
This study introduces a novel time-varying parameter vector autoregression (TVP-VAR)
based extended joint connectedness approach in order to characterize connectedness of 11 …

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 …

Dynamic spillover effects among crude oil, precious metal, and agricultural commodity futures markets

SH Kang, R McIver, SM Yoon - Energy Economics, 2017 - Elsevier
This paper examines spillover effects among six commodity futures markets–gold, silver,
West Texas Intermediate crude oil, corn, wheat, and rice–by employing the multivariate …

Global financial crisis and rising connectedness in the international commodity markets

D Zhang, DC Broadstock - International Review of Financial Analysis, 2020 - Elsevier
This paper documents a dramatic change in the nature of connectedness in global
commodity prices following the 2008 global financial crisis. We show that co-dependence in …

Hedging emerging market stock prices with oil, gold, VIX, and bonds: A comparison between DCC, ADCC and GO-GARCH

SA Basher, P Sadorsky - Energy Economics, 2016 - Elsevier
While much research uses multivariate GARCH to model volatility dynamics and risk
measures, one particular type of multivariate GARCH model, GO-GARCH, has been …

Volatility transmissions across international oil market, commodity futures and stock markets: Empirical evidence from China

AD Ahmed, R Huo - Energy Economics, 2021 - Elsevier
This paper uses a trivariate VAR-BEKK-GARCH model to investigate the dynamic
relationship among the Chinese stock market, commodity markets and global oil price. We …