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 …
J Li, R Liu, Y Yao, Q **e - Resources Policy, 2022 - Elsevier
This study investigates the impact of the recent COVID-19 pandemic on the time-frequency volatility spillovers across the international crude oil market and Chinese major energy …
The energy markets have recently undergone important transformations (eg deregulation, technological progress, renewable energy deployment and changing energy consumer …
Y **, Q Zeng, X Lu, TLD Huynh - Energy Economics, 2022 - Elsevier
Various environmental issues and destructive disasters have driven the attention of renewable energy sources to an unprecedented level. Based on extreme shocks, this paper …
K Yang, Y Wei, S Li, L Liu, L Wang - Energy Economics, 2021 - Elsevier
This paper investigates the impacts of five global financial market uncertainties on the interday and intraday price dynamics of newly launched China's crude oil futures, using both …
Z Zhang, MY Raza, W Wang, L Sui - Energy Strategy Reviews, 2023 - Elsevier
The paper examines the volatility predictive ability of the CBOE crude oil volatility index (OVX), GARCH and Stochastic Volatility Models in the crude oil market. Specifically, the …
This study explores the impact of three major risk and uncertainty indices (Geopolitical Risk (GPR), Economic Policy Uncertainty (EPU), and Oil Market Volatility (OVX)) on the Dow …
This paper employs the Cross-Quantilogram methodology proposed by Han et al.(2016) to investigate whether the implied volatility of crude oil (OVX) ameliorates the directional …
This paper uses transfer entropy measures to analyze the information sharing between the option implied volatility, the realized volatility and the returns of six financial assets during …