Outlook of oil prices and volatility from 1970 to 2040 through global energy mix-security from production to reserves: A nonparametric causality-in-quantiles approach-Reference-Cited by-同舟云学术

Outlook of oil prices and volatility from 1970 to 2040 through global energy mix-security from production to reserves: A nonparametric causality-in-quantiles approach

Published:2022-12 Issue: Volume:79 Page:103054
ISSN:0301-4207
Container-title:Resources Policy
language:en
Short-container-title:Resources Policy

Author:

Alola Andrew A.,Adekoya Oluwasegun B.^ORCID,Oliyide Johnson A.^ORCID

Publisher

Elsevier BV

Subject

Law,Management, Monitoring, Policy and Law,Economics and Econometrics,Sociology and Political Science

Reference52 articles.

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2. How COVID-19 drives connectedness among commodity and financial markets: evidence from TVP-VAR and causality-in-quantiles techniques;Adekoya;Resour. Pol.,2021

3. How COVID-19 upturns the hedging potentials of gold against oil and stock markets risk: nonlinear evidence through threshold regression and Markov regime switching models;Adekoya;Resour. Pol.,2021

4. Evidence of speculative bubbles and regime switch in real estate market and crude oil price: insight from Saudi Arabia;Alola;Int. J. Finance Econ.,2020

5. Uncertainty and crude oil returns;Aloui;Energy Econ.,2016

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