Material-energy Nexus: A systematic literature review

X Hu, C Wang, A Elshkaki - Renewable and Sustainable Energy Reviews, 2024 - Elsevier
A low-carbon future based on renewable energy systems is required to limit global warming
to 1.5° C above pre-industrial levels by the end of this century. However, economy-wide …

COVID-19 and the quantile connectedness between energy and metal markets

B Ghosh, L Pham, T Teplova, Z Umar - Energy Economics, 2023 - Elsevier
This study analyzes the relationship between clean and dirty energy sources and energy
metals during the COVID-19 pandemic. We document a sharp increase in connectedness …

Time-frequency volatility transmission among energy commodities and financial markets during the COVID-19 pandemic: A Novel TVP-VAR frequency connectedness …

J Huang, B Chen, Y Xu, X **a - Finance Research Letters, 2023 - Elsevier
This paper investigates the dynamic volatility spillover among energy commodities and
financial markets in pre-and mid-COVID-19 periods by utilizing a novel TVP-VAR frequency …

Measuring the G20 stock market return transmission mechanism: Evidence from the R2 connectedness approach

MA Naeem, I Chatziantoniou, D Gabauer… - International Review of …, 2024 - Elsevier
This study examines the contemporaneous transmission mechanism across the G20 stock
market returns employing a novel R 2 connectedness framework which combines the …

The volatility spillover between battery metals and future mobility stocks: Evidence from the time-varying frequency connectedness approach

EC Cagli - Resources Policy, 2023 - Elsevier
The transition to clean energy in the mobility sector, like other green solutions, necessitates
a heightened dependence on critical minerals. The escalating demand for minerals, coupled …

Adaptable solutions for retail supply chain resilience in the post-COVID-19 era

IJ Orji, CM U-Dominic - Socio-Economic Planning Sciences, 2024 - Elsevier
Faced with globalization and unpredictable disruptions, firms aspire to achieve resilience
and sustainable recovery of their supply chain (SC) networks. However, Nigerian retail firms …

Does the dynamics between government bond and equity markets validate the adaptive market hypothesis? evidence from transfer entropy

AK Tiwari, SK Jena, EJA Abakah, SM Yoon - Applied Economics, 2024 - Taylor & Francis
The study applies the effective transfer entropy (ETE) and Renyi transfer entropy (RTE) to
quantify the information flow between government bonds and equity market of G7 countries …

Exploring the relationship between Chinese crude oil futures market efficiency and market micro characteristics

B Zhu, C Tian, P Wang - Energy Economics, 2024 - Elsevier
This paper uses daily frequency data spanning from March 26, 2018 to February 3, 2023,
and combines the exponential generalized autoregressive conditional heteroskedasticity in …

Russia–Ukraine Conflict, Commodities and Stock Market: A Quantile VAR Analysis

A Manelli, R Pace, M Leone - Journal of Risk and Financial Management, 2024 - mdpi.com
The Russia–Ukrainian war, which began in 2014 and exploded with the invasion of the
Russian army on 24 February 2022, has profoundly destabilized the political, economic and …

[HTML][HTML] Market responses to spillovers in the energy commodity markets: Evaluating short-term vs. long-term effects and business-as-usual vs. distressed phases

M Chiappari, F Scotti, A Flori - International Review of Financial Analysis, 2024 - Elsevier
We study how market spillovers propagate within a comprehensive system of energy
commodities by employing spillover analysis in the time and frequency domains. Raw …