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COVID-19 vaccinations and the volatility of energy companies in international markets
Demir, Ender; Kizys, Renatas; Rouatbi, Wael; Zaremba, Adam - In: Journal of risk and financial management : JRFM 14 (2021) 12, pp. 1-21
The COVID-19 pandemic has elevated both the risk and volatility of energy companies. Can mass vaccinations restore stability within this sector? To answer this question, we investigate stock market data from fifty-eight countries from January 2020 to April 2021. We document that vaccination...
Persistent link: https://www.econbiz.de/10012799942
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Which time-frequency domain dominates spillover in the Chinese energy stock market?
Sun, Qingru; Gao, Xiangyun; An, Haizhong; Guo, Sui; … - In: International review of financial analysis 73 (2021), pp. 1-15
Persistent link: https://www.econbiz.de/10012803729
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China's energy stock market jumps : to what extent does the COVID-19 pandemic play a part?
Tong, Yuan; Wan, Ning; Dai, Xingyu; Bi, Xiaoyi; Wang, Qunwei - In: Energy economics 109 (2022), pp. 1-13
Persistent link: https://www.econbiz.de/10013283887
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Identifying influential energy stocks based on spillover network
Wang, Ze; Gao, Xiangyun; An, Haizhong; Tang, Renwu; … - In: International review of financial analysis 68 (2020), pp. 1-12
Persistent link: https://www.econbiz.de/10012301082
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Tracing the dynamic impact of energy transitions on equity market volatility in an era of financial turbulence
Xiao, Xunyong; Li, Aixi; Kchouri, Bilal; Shan, Shan - In: Energy economics 133 (2024), pp. 1-11
Persistent link: https://www.econbiz.de/10015049556
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Evaluating influential nodes for the Chinese energy stocks based on jump volatility spillover network
Huang, Chuangxia; Zhao, Xian; Deng, Yunke; Yang, Xiaoguang - In: International review of economics & finance : IREF 78 (2022), pp. 81-94
Persistent link: https://www.econbiz.de/10013334544
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Directional predictability and time-frequency spillovers among clean energy sectors and oil price uncertainty
Urom, Christian; Mzoughi, Hela; Ndubuisi, Gideon Onyewuchi - In: The quarterly review of economics and finance : journal … 85 (2022), pp. 326-341
Persistent link: https://www.econbiz.de/10013336297
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Predicting the volatility of China's new energy stock market : deep insight from the realized EGARCH-MIDAS model
Wang, Lu; Zhao, Chenchen; Liang, Chao; Jiu, Song - In: Finance research letters 48 (2022), pp. 1-10
Persistent link: https://www.econbiz.de/10013463292
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Returns and volatility of eurozone energy stocks
Oberndorfer, Ulrich (contributor) - 2008
This paper constitutes a first analysis on stock returns and stock return volatility of energy corporations from the Eurozone. According to our results, the gas market does not play a role for the pricing of Eurozone energy stocks. However, changes in the Euro to U.S. Dollar exchange rate as...
Persistent link: https://www.econbiz.de/10003671239
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Volatility transmission between energy-related asset classes
Gormus, N. Alper; Soytas, Ugur; Diltz, J. David - In: Global finance journal 25 (2014) 3, pp. 246-259
Persistent link: https://www.econbiz.de/10010473366