Browsing by Author "Corbet, Shaen"
Now showing items 1-5 of 7
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Aye Corona! The contagion effects of being named Corona during the COVID-19 pandemic
(ACADEMIC PRESS INC ELSEVIER SCIENCE, 2021-01-22) -
Cryptocurrency liquidity and volatility interrelationships during the COVID-19 pandemic
(ACADEMIC PRESS INC ELSEVIER SCIENCE, 2022-03-01)This chapter presents a new paradigm for sustainable data – driven language learning systems design in higher education that draws on qualitative reflections spanning a decade (2012–2022) with stakeholders from an ongoing ... -
Exploring the dynamic behaviour of commodity market tail risk connectedness during the negative WTI pricing event
(Elsevier BV, 2023)Using a TVP-VAR analytical framework, this study explores the change and persistence of the dynamic connectedness of international energy and carbon credit markets. The overall destabilising effects generated by recent ... -
The growth of oil futures in China: Evidence of market maturity through global crises
(Elsevier, 2022)Chinese oil futures products were created in 2018, and have since presented an alternative, regional exchange through which to invest. This research tests for evidence of developing market maturity during the time since ... -
The influence of the COVID-19 pandemic on the hedging functionality of Chinese financial markets
(Elsevier, 2022)In this paper, we investigate both constant and time-varying hedge ratios in terms of the effectiveness of CSI300 index futures during the COVID-19 crisis. Using naïve, OLS and EC/ROLS strategies to estimate constant hedge ...
