The inherent financial interconnections between crude oil prices, carbon emission allowances, and agriculture commodity futures warrant a thorough investigation as fossil energy consumption, carbon emissions, and agriculture plants are three critical components of global environmental...

This research investigates the protective and hedging capacities of metals concerning oil price volatility, particularly during the COVID-19 pandemic’s market uncertainty. Utilizing the VARMA-GARCH model, we analyzed the returns and volatility spillover between metals and oil prices,...

This paper explores the possibility of the potential usage of machine learning models in the field of realized volatility forecasting of crude oil with a vast variety of empirical analyses and robustness checks. Although the conventional heterogeneous autoregressive (HAR) model is widely...

This study investigates and compares the effects of the Coronavirus Disease 2019 (COVID-19) pandemic, the Chicago Mercantile Exchange (CME)'s negative price suggestion on prices and trading activities in the crude oil futures market to discuss the cause of negative crude oil futures prices....

We investigate the changes in volatility leverage and spillover effects of three crude oil futures markets—WTI, Brent, and Oman—under the 2022 Russia-Ukraine conflict. We find that this conflict eliminates the regular leverage effect in WTI and Brent markets, slightly increases and...

This study proposes a new VMD-ICEEMDAN-LSTM model, that combines secondary decomposition with long short-term memory neural networks (LSTM) to forecast realized volatility (RV) of Chinese crude oil futures. First, RV sequence is decomposed into sub-components and residuals using variational mode...

This article aims to examine the potential relationship between Brent crude oil futures prices and the index of the European renewable energy companies. After the overview of the European legislation and the most recent literature review on the topic, the article deploys a method of the Vector...

The paper examines the impact of Russia-Ukraine war news on Indian crude oil spot and futures markets. The event study Methodology is employed to examine the abnormal returns in crude oil spot and futures markets on the Russia-Ukraine War announcement date. For robustness of results, traditional...