2019
DOI: 10.1177/0312896219862320
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Information and volatility linkages across energy and financial markets

Abstract: This study examines information and volatility linkages across energy and financial markets. In a world economy so connected, the impacts of climate change are likely to be transmitted through interlinked global markets. Hence, uncovering and understanding the interaction across these markets is a fundamental concern during the energy transition as it helps to understand how to strengthen incentives to facilitate energy investments. Based on the relation between information flows and volatility, this study emp… Show more

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Cited by 2 publications
(2 citation statements)
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“…Ding (2019) and McCredie et al (2019) research global GCs. Ding (2019) examines information and volatility linkages across energy and financial markets, and argues that, in a world economy as connected as ours, the impacts of issues such as climate change are likely to be transmitted through interlinked global markets. The study results suggest that volatility linkages across these markets are strong due to common information sharing and cross-market hedging, which means that impacts from climate change are likely to be felt as ripple effects throughout the economy.…”
Section: Gcs In Asia–pacific Management Research: Contributions Tomentioning
confidence: 99%
See 1 more Smart Citation
“…Ding (2019) and McCredie et al (2019) research global GCs. Ding (2019) examines information and volatility linkages across energy and financial markets, and argues that, in a world economy as connected as ours, the impacts of issues such as climate change are likely to be transmitted through interlinked global markets. The study results suggest that volatility linkages across these markets are strong due to common information sharing and cross-market hedging, which means that impacts from climate change are likely to be felt as ripple effects throughout the economy.…”
Section: Gcs In Asia–pacific Management Research: Contributions Tomentioning
confidence: 99%
“…The authors generate a framework that considers the roles and focus of business academics, in particular knowledge generation and application between groups of insiders and outsiders. Ding (2019) and McCredie et al (2019) research global GCs. Ding (2019) examines information and volatility linkages across energy and financial markets, and argues that, in a world economy as connected as ours, the impacts of issues such as climate change are likely to be transmitted through interlinked global markets.…”
Section: Gcs In Asia-pacific Management Research: Contributions To Thmentioning
confidence: 99%