nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
1 |
A non-parametric decomposition of the environmental performance-income relationship: evidence from a non-linear model
|
Ben Lahouel, Béchir |
|
|
313 |
1 |
p. 525-558 |
artikel |
2 |
Assessing the performance of exchange traded funds in the energy sector: a hybrid DEA multiobjective linear programming approach
|
Henriques, Carla Oliveira |
|
|
313 |
1 |
p. 341-366 |
artikel |
3 |
Dependence structure between Indian financial market and energy commodities: a cross-quantilogram based evidence
|
Sinha, Avik |
|
|
313 |
1 |
p. 257-287 |
artikel |
4 |
Drivers and trajectories of China’s renewable energy consumption
|
Chen, Jiandong |
|
|
313 |
1 |
p. 441-459 |
artikel |
5 |
Dynamic causality interplay from COVID-19 pandemic to oil price, stock market, and economic policy uncertainty: evidence from oil-importing and oil-exporting countries
|
Khalfaoui, Rabeh |
|
|
313 |
1 |
p. 105-143 |
artikel |
6 |
Exploring the relationship of ESG score and firm value using cross-lagged panel analyses: case of the Indian energy sector
|
Behl, Abhishek |
|
|
313 |
1 |
p. 231-256 |
artikel |
7 |
Financial modeling, risk management of energy and environmental instruments and derivatives: past, present, and future
|
Jana, Rabin K. |
|
|
313 |
1 |
p. 1-7 |
artikel |
8 |
Financial modelling, risk management of energy instruments and the role of cryptocurrencies
|
Huynh, Toan Luu Duc |
|
|
313 |
1 |
p. 47-75 |
artikel |
9 |
Forecasting carbon futures price: a hybrid method incorporating fuzzy entropy and extreme learning machine
|
Chen, Peng |
|
|
313 |
1 |
p. 559-601 |
artikel |
10 |
Has Korean growth become greener? Spatial econometric evidence for energy use and renewable energy
|
Hille, Erik |
|
|
313 |
1 |
p. 461-494 |
artikel |
11 |
Information entropy, continuous improvement, and US energy performance: a novel stochastic-entropic analysis for ideal solutions (SEA-IS)
|
Antunes, Jorge |
|
|
313 |
1 |
p. 289-318 |
artikel |
12 |
Intra-day co-movements of crude oil futures: China and the international benchmarks
|
Ji, Qiang |
|
|
313 |
1 |
p. 77-103 |
artikel |
13 |
Is gold a hedge or safe haven against oil and currency market movements? A revisit using multifractal approach
|
Madani, Mohamed Arbi |
|
|
313 |
1 |
p. 367-400 |
artikel |
14 |
Is green investment different from grey? Return and volatility spillovers between green and grey energy ETFs
|
Rizvi, Syed Kumail Abbas |
|
|
313 |
1 |
p. 495-524 |
artikel |
15 |
Oil price risk exposure of BRIC stock markets and hedging effectiveness
|
Shahzad, Syed Jawad Hussain |
|
|
313 |
1 |
p. 145-170 |
artikel |
16 |
Portfolio optimization of financial commodities with energy futures
|
Wang, Lu |
|
|
313 |
1 |
p. 401-439 |
artikel |
17 |
Pricing commodity futures and determining risk premia in a three factor model with stochastic volatility: the case of Brent crude oil
|
Chen, Jilong |
|
|
313 |
1 |
p. 29-46 |
artikel |
18 |
Revisiting the relationship between spot and futures markets: evidence from commodity markets and NARDL framework
|
Ameur, Hachmi Ben |
|
|
313 |
1 |
p. 171-189 |
artikel |
19 |
Risk management for crude oil futures: an optimal stopping-timing approach
|
Boubaker, Sabri |
|
|
313 |
1 |
p. 9-27 |
artikel |
20 |
Technology, price instruments and energy intensity: a study of firms in the manufacturing sector of the Indian economy
|
Sahu, Santosh Kumar |
|
|
313 |
1 |
p. 319-339 |
artikel |
21 |
Unveiling endogeneity and temporal dependence in energy prices and demand in Iberian countries: a stochastic hidden Markov model approach
|
Antunes, Jorge |
|
|
313 |
1 |
p. 191-229 |
artikel |