What role of renewable and non-renewable electricity consumption and output is needed to initially mitigate CO2 emissions in MENA region?
This study attempts to explore the causal relationship between renewable and non-
renewable electricity consumption, output and carbon dioxide (CO 2) emissions for 10 …
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
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 …
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
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 …
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
With many studies highlighting the heterogeneous impact of the COVID-19 pandemic on
different commodity markets, this study provides evidence of quantile connectedness …
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
This study introduces a novel time-varying parameter vector autoregression (TVP-VAR)
based extended joint connectedness approach in order to characterize connectedness of 11 …
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 …
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 …
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
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 …
West Texas Intermediate crude oil, corn, wheat, and rice–by employing the multivariate …
Global financial crisis and rising connectedness in the international commodity markets
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 …
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
While much research uses multivariate GARCH to model volatility dynamics and risk
measures, one particular type of multivariate GARCH model, GO-GARCH, has been …
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 …
relationship among the Chinese stock market, commodity markets and global oil price. We …