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On the dynamic interactions between energy and stock markets under structural shifts : evidence from Egypt
Ahmed, Walid M. A. - In: Research in international business and finance 42 (2017), pp. 61-74
Persistent link: https://www.econbiz.de/10011750186
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Return and volatility spillovers between energy and BRIC markets : evidence from quantile connectedness
Syed Mabruk Billah; Sitara Karim; Naeem, Muhammad Abubakr; … - In: Research in international business and finance 62 (2022), pp. 1-24
Persistent link: https://www.econbiz.de/10014247237
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Existence of long memory in crude oil and petroleum products : generalised Hurst exponent approach
Tiwari, Aviral Kumar; Umar, Zaghum; Alqahtani, Faisal - In: Research in international business and finance 57 (2021), pp. 1-18
Persistent link: https://www.econbiz.de/10013332984
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Partisan conflict, trade policy uncertainty, and the energy market
Yang, Cai; Zhang, Hongwei; Qin, Yun; Niu, Zibo - In: Research in international business and finance 71 (2024), pp. 1-23
This paper investigates the time-varying effects of partisan conflict (PC) and trade policy uncertainty (TPU) on the energy market from January 2000 to July 2021 by employing a time-varying parameter vector autoregressive model with stochastic volatility. The results show that the pass-through...
Persistent link: https://www.econbiz.de/10015061705
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The volatility dynamics of spot and futures gold prices : evidence from Russia
Kirkulak-Uludag, Berna; Lkhamazhapov, Zorikto - In: Research in international business and finance 38 (2016), pp. 474-484
Persistent link: https://www.econbiz.de/10011640711
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The forward premium anomaly in the energy futures markets : a time-varying approach
Charfeddine, Lanouar; Ben Khediri, Karim; Mrabet, Zouhair - In: Research in international business and finance 47 (2019), pp. 600-615
Persistent link: https://www.econbiz.de/10012135806
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Do conventional and new energy stock markets herd differently? : evidence from China
Hong, Hui; Jiang, Lijun; Zhang, Cheng; Yue, Zhonggang - In: Research in international business and finance 67 (2024) 1, pp. 1-17
Persistent link: https://www.econbiz.de/10014451506
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Nonlinearity in forecasting energy commodity prices : evidence from a focused time-delayed neural network
Bouteska, Ahmed; Hájek, Petr; Fisher, Ben; Abedin, … - In: Research in international business and finance 64 (2023), pp. 1-15
Persistent link: https://www.econbiz.de/10014266733
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New roles for energy and financial markets in spillover connections : context under COVID-19 and the Russia–Ukraine conflict
Guo, Xiaozhu; Lu, Xinjie; Mu, Shaobo; Zhang, Min - In: Research in international business and finance 71 (2024), pp. 1-15
Persistent link: https://www.econbiz.de/10015061610
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Combination of antecedent conditions affecting the development of Chinese new energy market based on fuzzy sets
Wu, Yuan; Ofori, Elvis Kwame; Tao, Li; Lucey, Brian M.; … - In: Research in international business and finance 71 (2024), pp. 1-11
Persistent link: https://www.econbiz.de/10015061622