Search Results - "Lucey, Brian"

Impact of climate policy uncertainty on traditional energy and green markets: Evidence from time-varying granger tests by Ren, Xiaohang, Li, Jingyao, He, Feng, Lucey, Brian

“…Extreme weather anomalies act as threat multipliers, warning us to focus on low-carbon transition and sustainable development. This study analyses the dynamic…”
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Is gold a hedge or a safe-haven asset in the COVID–19 crisis? by Akhtaruzzaman, Md, Boubaker, Sabri, Lucey, Brian M., Sensoy, Ahmet

“…This study examines the role of gold as a hedge or safe-haven asset in different phases of the COVID-19 pandemic crisis, corresponding to the timing of fiscal…”
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The contagion effects of the COVID-19 pandemic: Evidence from gold and cryptocurrencies by Corbet, Shaen, Larkin, Charles, Lucey, Brian

“…At the beginning of the 2020 global COVID-2019 pandemic, Chinese financial markets acted as the epicentre of both physical and financial contagion. Our results…”
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Exploring the dynamic relationships between cryptocurrencies and other financial assets by Corbet, Shaen, Meegan, Andrew, Larkin, Charles, Lucey, Brian, Yarovaya, Larisa

“…We analyse, in the time and frequency domains, the relationships between three popular cryptocurrencies and a variety of other financial assets. We find…”
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The Effects of Central Bank Digital Currencies News on Financial Markets by Wang, Yizhi, Lucey, Brian M., Vigne, Samuel A., Yarovaya, Larisa

“…•Two Central Bank Digital Currency (CBDC) indices are made available: CBDC Uncertainty and CBDC Attention indices.•The relationships between the CBDC indices…”
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Sustainable behaviors and firm performance: The role of financial constraints’ alleviation by Zhang, Dongyang, Lucey, Brian M.

“…Financial mechanisms play a vital role in maintaining firm performance alongside sustainable growth practices, which include factors such as low-carbon…”
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Datestamping the Bitcoin and Ethereum bubbles by Corbet, Shaen, Lucey, Brian, Yarovaya, Larisa

“…We examine the existence and dates of pricing bubbles in Bitcoin and Ethereum, two popular cryptocurrencies using the (Phillips et al., 2011) methodology. In…”
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The dynamic linkages between crude oil and natural gas markets by Batten, Jonathan A., Ciner, Cetin, Lucey, Brian M.

“…The time varying price spillovers between natural gas and crude oil markets for the period 1994 to 2014 are investigated. Contrary to earlier research, we show…”
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Hedges and safe havens: An examination of stocks, bonds, gold, oil and exchange rates by Ciner, Cetin, Gurdgiev, Constantin, Lucey, Brian M.

“…In this paper we investigate the return relations between major asset classes using data from both the US and the UK. Our first objective is to examine time…”
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What precious metals act as safe havens, and when? Some US evidence by Lucey, Brian M., Li, Sile

“…Gold's role as a safe haven asset has been intensively studied in recent years. This article extends the previous literature and examines the safe haven…”
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Nexus between oil shocks and agriculture commodities: Evidence from time and frequency domain by Naeem, Muhammad Abubakr, Karim, Sitara, Hasan, Mudassar, Lucey, Brian M., Kang, Sang Hoon

“…Oil shocks demonstrate an effective economic event in the face of several unprecedented financial challenges. The current study endeavors to investigate the…”
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Diversification effects of China's carbon neutral bond on renewable energy stock markets: A minimum connectedness portfolio approach by Bai, Lan, Wei, Yu, Zhang, Jiahao, Wang, Yizhi, Lucey, Brian M.

“…Socially responsible investment (SRI) is becoming increasingly popular in China, with the announcement of carbon dioxide peaking by 2030 and carbon neutrality…”
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Bitcoin, gold, and commodities as safe havens for stocks: New insight through wavelet analysis by Bouri, Elie, Shahzad, Syed Jawad Hussain, Roubaud, David, Kristoufek, Ladislav, Lucey, Brian

“…•Study Bitcoin, gold, and commodities as safe havens for various stock indices.•Apply wavelet coherency approach and assess diversification with wavelet…”
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Aye Corona! The contagion effects of being named Corona during the COVID-19 pandemic by Corbet, Shaen, Hou, Yang, Hu, Yang, Lucey, Brian, Oxley, Les

“…•This research investigates reputational-based contagion during the COVID-19 pandemic.•Companies that are named, or produce products including the term…”
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How do climate risk and clean energy spillovers, and uncertainty affect U.S. stock markets? by Khalfaoui, Rabeh, Mefteh-Wali, Salma, Viviani, Jean-Laurent, Ben Jabeur, Sami, Abedin, Mohammad Zoynul, Lucey, Brian M.

“…In this study, we attempt to revisit how dependent the US stock market returns are on climate change related risks (CCRR). In this regard, we use a spillover…”
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Risk connectedness between energy and stock markets: Evidence from oil importing and exporting countries by Benlagha, Noureddine, Karim, Sitara, Naeem, Muhammad Abubakr, Lucey, Brian M., Vigne, Samuel A.

“…The surmounted environmental and energy challenges have motivated this study to explore the connectedness nexus between oil/renewable energy and stock markets…”
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Systemic risk contagion of green and Islamic markets with conventional markets by Naeem, Muhammad Abubakr, Karim, Sitara, Yarovaya, Larisa, Lucey, Brian M

“…Financial markets are exposed to extreme uncertain circumstances escalating their tail risk. Sustainable, religious, and conventional markets represent three…”
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The impact of macroeconomic news on Bitcoin returns by Corbet, Shaen, Larkin, Charles, Lucey, Brian M., Meegan, Andrew, Yarovaya, Larisa

“…This paper examines the relationship between news coverage and Bitcoin returns. Previous studies have provided evidence to suggest that macroeconomic news…”
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Is Gold a Hedge or a Safe Haven? An Analysis of Stocks, Bonds and Gold by Baur, Dirk G., Lucey, Brian M.

“…Is gold a hedge, defined as a security that is uncorrelated with stocks or bonds on average, or is it a safe haven, defined as a security that is uncorrelated…”
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COVID-induced sentiment and the intraday volatility spillovers between energy and other ETFs by Naeem, Muhammad Abubakr, Karim, Sitara, Yarovaya, Larisa, Lucey, Brian M.

“…Did Covid19 induce market turmoil impact the intraday volatility spillovers between energy and other ETFs?. To examine this, we first estimate the realized…”
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