We study causal relations between the return of Brent crude and the oil-intensive equity indices (agricultural, construction, industrial and transportation) in China using daily data from 2005 to 2019. We unite the extensive Granger causality tests…
This study investigates how energy and stock markets affect the dynamics of green stock price returns considering recent periods of crises and increased uncertainty. Particularly, following the 21st Conference of the Parties (COP21)-Paris agreement…
We study causal relations between the return of Brent crude and the oil-intensive equity indices (agricultural, construction, industrial and transportation) in China using daily data from 2005 to 2019. We unite the extensive Granger causality tests…
The energy markets have recently undergone important transformations (e.g. deregulation, technological progress, renewable energy deployment and changing energy consumer behaviour) and witnessed a variety of crisis periods, affecting the…