All Outputs (3)

Cryptocurrency returns and cryptocurrency uncertainty: A time–frequency analysis (2025)
Journal Article

This study investigates how the uncertainty surrounding cryptocurrency affects cryptocurrency returns (CR) by employing various wavelet techniques. We concentrate on the recently published cryptocurrency uncertainty index (UCRY) and the top eight cry... Read More about Cryptocurrency returns and cryptocurrency uncertainty: A time–frequency analysis.

Revisiting WTI–Brent spread and its drivers (2023)
Journal Article

We made two key contributions to energy economics and finance by revealing new insights on the WTI–Brent spread (WBS). Our first exercise engages with the stylized facts of the WBS and its role as an indicator, identifying the time around the shale o... Read More about Revisiting WTI–Brent spread and its drivers.

Time-varying price dynamics of clean and dirty energy portfolios (2023)
Journal Article

This paper investigates the dynamic relationships between four key instruments related to clean and dirty energy assets: WTI futures, United States Oil Fund (USO), EnergySelect Sector SPDR Fund (XLE), and iShares Global Clean Energy ETF (ICLN). Econo... Read More about Time-varying price dynamics of clean and dirty energy portfolios.