[HTML][HTML] The impact of Covid-19 and Russia–Ukraine war on the financial asset volatility: Evidence from equity, cryptocurrency and alternative assets

EG Taera, B Setiawan, A Saleem, AS Wahyuni… - Journal of Open …, 2023 - Elsevier
This study investigates the volatility and external shock persistence within the financial and
alternative assets markets during times of crises triggered by Covid-19 and the war in …

Decomposed oil price shocks and GCC stock market sector returns and volatility

N Al-Fayoumi, E Bouri, B Abuzayed - Energy Economics, 2023 - Elsevier
This study investigates dynamic mean and tail-based connectedness between decomposed
oil price shocks (demand shock, supply shock, and risk shock) and Gulf Cooperation …

Pandemic-driven financial contagion and investor behavior: Evidence from the COVID-19

Y Yuan, H Wang, X ** - International Review of Financial Analysis, 2022 - Elsevier
This paper studies the pandemic-driven financial contagion during the COVID-19 period and
the impact of investor behavior on it by constructing three types of direct behavior …

Dynamic connectedness, portfolio performance, and hedging effectiveness of the hydrogen economy, renewable energy, equity, and commodity markets: Insights from …

G Rubbaniy, A Maghyereh, W Cheffi… - Journal of Cleaner …, 2024 - Elsevier
This study employs a Time-Varying Parameter Vector Auto Regressive (TVP-VAR)
connectedness approach to investigate the dynamic interconnections, portfolio performance …

[HTML][HTML] Dynamic interlinkages between carbon risk and volatility of green and renewable energy: A TVP-VAR analysis

A Bouteska, T Sharif, MZ Abedin - Research in International Business …, 2024 - Elsevier
Our paper applies a time-varying parameter vector autoregression (TVP-VAR) in
combination with an extended joint connectedness approach to investigate interlinkages …

Wine prices in economics: A bibliometric analysis

E Le Fur, AS Thelisson, O Guyottot - Strategic Change, 2024 - Wiley Online Library
This article presents a literature review and a bibliometric analysis of academic research on
wine prices in economics. The study comprises a review of 180 articles published in journals …

Value investing versus other investment strategies: A volatility spillover approach and portfolio hedging strategies for investors

S Papathanasiou, I Dokas, D Koutsokostas - The North American Journal …, 2022 - Elsevier
Motivated by the incessant demand for portfolio diversification, this study examines the
connectedness between value and diverse types of stocks (growth, momentum, ESG, high …

[HTML][HTML] Silicon valley bank bankruptcy and stablecoins stability

L Galati, F Capalbo - International Review of Financial Analysis, 2024 - Elsevier
To what extent does the collapse of a commercial bank spread contagion across
cryptocurrency markets? How do markets behave around bankruptcy if digital assets remain …

[HTML][HTML] Does invasion Russia-Ukraine affect to global financial market? Evidence from consumers' staples sectors

R Yudaruddin, D Lesmana, RFA Bintoro… - Journal of Open …, 2023 - Elsevier
This study aims to comprehensively analyze the market reaction within the consumer staples
sector towards the Russian invasion of Ukraine. With a sample size of 2376 companies …

[HTML][HTML] Contagion between investor sentiment and green bonds in China during the global uncertainties

A Bouteska, F Bhuiyan, T Sharif, MZ Abedin - International Review of …, 2024 - Elsevier
This study explores the connectedness between investor sentiment (IS) and Chinese green
bonds using a QVAR from 30th June 2017 to 29th June 2022. Dynamic connectedness is …