Browsing Finance & Economics by Subject "Energy markets"
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Comovement and spillover among energy markets: A Comparison across different crisis periods
( Elsevier B.V. , 2023 , Article)We compare the comovement and spillover between returns of six developed energy markets during different crisis periods using wavelet multiple correlation and wavelet multiple cross-correlation. The considered countries ... -
Price and volatility spillovers between global equity, gold, and energy markets prior to and during the COVID-19 pandemic
( Elsevier , 2021 , Article)This study sets out to provide fresh evidence on the dynamic interrelationships, at both return and volatility levels, between global equity, gold, and energy markets prior to and during the outbreak of the novel coronavirus. ... -
The forward premium anomaly in the energy futures markets: A time-varying approach
( Elsevier Ltd , 2019 , Article)This paper contributes to the empirical literature on the forward premium anomaly by investigating possible statistical explanations for this puzzling phenomenon in the energy market. To this end, time series of spot and ...