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Structural breaks, dynamic correlations, asymmetric volatility transmission, and hedging strategies for petroleum prices and USD exchange rate

Mensi, Walid; Hammoudeh, Shawkat; Yoon, Seong-Min - In: Energy Economics 48 (2015) C, pp. 46-60

This paper investigates the influence of structural changes on the asymmetry of volatility spillovers, asset allocation and portfolio diversification between the USD/euro exchange market and each of six major spot petroleum markets including WTI, Europe Brent, kerosene, gasoline and propane....

Persistent link: https://www.econbiz.de/10011208295

Oil prices and geopolitical risk : fresh insights based on Granger-causality in quantiles analysis

Shahbaz, Muhammad; Arshian Sharif; Soliman, Alaa M.; … - In: International journal of finance & economics : IJFE 29 (2024) 3, pp. 2865-2881

Persistent link: https://www.econbiz.de/10014635210

Natural resource extraction and economic diversification in Russian regions : application of dynamic DID

Kazi Sohag; Vasilyeva, Rogneda; Voytenkov, Valentin; … - In: Energy economics 136 (2024), pp. 1-13

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From policy stringency to environmental resilience : unraveling the dose-response dynamics of environmental parameters in OECD countries

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Persistent link: https://www.econbiz.de/10015047145

Determinants of spillovers between islamic and conventional financial markets : exploring the safe haven assets during the COVID-19 pandemic

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Persistent link: https://www.econbiz.de/10014632417

The financial Kuznets curve of energy consumption : global evidence

Doytch, Nadia; Elheddad, Mohamed; Hammoudeh, Shawkat - In: Energy policy 177 (2023), pp. 1-20

Persistent link: https://www.econbiz.de/10014479031