Analyzing Crisis Dynamics: How metal-energy Markets influence green electricity investments
The world continues to face major economic challenges due to crises that have a considerable impact on energy
consumption. Since the global energy crisis, energy commodity costs have risen, and economic slowdowns in
Climate risks and the realized higher-order moments of financial markets: Evidence from China
The return distribution of energy assets deviates from the normal distribution, making volatility a
partial measure of risk, and climate risk tend to affect the skewness preferences of environmentally
Assessing the impact of the expansion of pan-African banks and the institution’s quality on African banking stability
This study examines the impact of the presence of Pan-African banks (PABs) on African banks’ stability during the period from 2005 to 2018.
The Piggy Bank Index: An intuitive risk measure to assess liquidity and capital adequacy in banks
This study proposes a new liquidity and capital adequacy risk index, the Piggy Bank Index. This index measures the gap between liquid assets and total liabilities over liquid capital.
Asian stock market volatility and economic policy uncertainty: The role of world and regional leaders
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Introducing the GVAR-GARCH model: Evidence from financial markets
This study investigates the impact of the COVID-19 pandemic on East Asian financial markets, specifically China, Japan, Korea, Indonesia, Malaysia, and the Philippines, by introducing the innovative GVAR-GARCH model.