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Return and volatility spillovers of Asian Pacific stock markets' energy indices

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Persistent link: https://www.econbiz.de/10014235194

Quantifying information transfer between commodities and implied volatilities in the energy markets : a multi-frequency approach

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Exploring the time-varying connectedness and contagion effects among exchange rates of BRICS, energy commodities, and volatilities

Qabhobho, Thobekile; Adam, Anokye M.; Idun, Anthony Adu … - In: International Journal of Energy Economics and Policy : IJEEP 13 (2023) 2, pp. 272-283

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Assessing the asymmetric effect of local realized exchange rate volatility and implied volatilities in energy market on exchange rate returns in BRICS

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Examining the volatility of conventional cryptocurrencies and sustainable cryptocurrency during Covid-19 : based on energy consumption

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Do local and international shocks matter in the interconnectedness amid exchange rates and energy commodities? : insights into BRICS economies

Qabhobho, Thobekile; Adam, Anokye M.; Asafo-Adjei, Emmanuel - In: International Journal of Energy Economics and Policy : IJEEP 13 (2023) 6, pp. 666-678

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Dynamics of volatility spillover between energy and environmental, social and sustainable indices

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Persistent link: https://www.econbiz.de/10014227933