Browsing Faculty Contributions by Subject "Commodities"

Now showing items 1-2 of 2

    • Does renewable energy index respond to the pandemic uncertainty? 

      Hemrit, Wael; Benlagha, Noureddine ( Elsevier , 2021 , Article)
      Unlike very recent studies examining the most widely traded commodities (such as; oil and gold) under an overwhelming time pressure and amid high pandemic uncertainty, the effects of world pandemic and economic policy ...

    • Volatility transmission across currencies and commodities with US uncertainty measures 

      Khalifa, Ahmed A. A.; Otranto, Edoardo; Hammoudeh, Shawkat; Ramchander, Sanjay ( Elsevier Inc. , 2016 , Article)
      This paper uses the Multi-chain Markov Switching model (MCMS) conditioned on US uncertainty measures (VIX, VIX-oil and FSI) to examine the patterns of volatility transmission across the resource, major and safe haven ...