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Information flow between asset classes during extreme events

Dora Almeida; Andreia Dionísio; Paulo Ferreira; Faheem Aslam; Derick Quintino


US Gasoline Prices: A Dynamic Persistence Analysis Under COVID-19 and Russia-Uk...

Derick Quintino; Dora Almeida; Paulo Ferreira; OlaOluwa Yaya


Energy markets – Who are the influencers?

Paulo Ferreira; Dora Almeida; Andreia Dionísio; Elie Bouri; Derick Quintino

The energy markets have recently undergone important transformations (e.g. deregulation, technological progress, renewable energy deployment and changing energy consumer behaviour) and witnessed a variety of crisis periods, affecting the relationships among energy commodities and their interactions with clean energy indices. This has implications for price discovery, asset allocation and risk management, which ...


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