Vol. 5, Issue 1, 2024

Utilizing the Autoregressive Distributed Lag (ARDL) framework for cointegration, this study performs a comprehensive long and short-run analysis of the connection between trade development and fossil fuel consumption.

We examine the effect of oil price uncertainty on sovereign credit risks in Gulf Cooperation Council (GCC) countries.

This study explores the combined effect of some macroeconomic variables on Pakistan’s economic growth from 1970 to 2022 in the presence of the Environmental Kuznets Curve.

This paper studies the correlation between Chinese crude oil futures and international benchmarks using DCC-MIDAS models.

This paper examines the day-of-the-week persistence and seasonality of electricity prices in Spain, spanning 01/01/2006 to 04/11/2021, by employing updated fractional persistence frameworks in non-linear settings.

This study investigates the co-movement between the Twitter-based economic uncertainty index (TEU) and US energy stocks using the wavelet coherence method.