The Experts below are selected from a list of 297 Experts worldwide ranked by ideXlab platform

Adel Sarea - One of the best experts on this subject based on the ideXlab platform.

  • the impact of covid 19 on price volatility of crude oil and natural gas listed on multi Commodity Exchange of india
    International Journal of Energy Economics and Policy, 2020
    Co-Authors: Bharat Kumar Meher, Iqbal Thonse Hawaldar, Latasha Mohapatra, Adel Sarea
    Abstract:

    The impact of COVID-19, due to the wide-spread demand and supply destruction and downward movement of crude oil prices is of concern for all those connected with the oil and gas industry In this study, an attempt has been made to estimate the price volatility of crude oil and natural gas listed on multi Commodity Exchange of India (MCX) We measured the leverage effect of COVID-19 on price volatility of crude oil and natural gas by using the daily prices of crude oil and natural gas from May 01, 2017 to April 30, 2020 The findings of the study reveal that there is a presence of leverage effect of COVID-19 on the price volatility of crude oil However, this leverage effect is not present on the price volatility of natural gas The findings of the study will help investors to develop investment strategies and to the policymakers to formulate appropriate policies to overcome or minimise the impact of COVID-19 The forecasting graphs of crude oil prices indicate that there is a possibility that price volatility will be higher in the future However, it is difficult to forecast the expected price volatility of natural gas for the future because the price volatility graph is extremely fluctuating © 2020, Econjournals All rights reserved

  • the impact of covid 19 on price volatility of crude oil and natural gas listed on multi Commodity Exchange of india
    Social Science Research Network, 2020
    Co-Authors: Bharat Kumar Meher, Iqbal Thonse Hawaldar, Latasha Mohapatra, Adel Sarea
    Abstract:

    The impact of COVID-19, due to the wide-spread demand and supply destruction and downward movement of crude oil prices is of concern for all those connected with the oil and gas industry. In this study, an attempt has been made to estimate the price volatility of crude oil and natural gas listed on multi Commodity Exchange of India (MCX). We measured the leverage effect of COVID-19 on price volatility of crude oil and natural gas by using the daily prices of crude oil and natural gas from May 01, 2017 to April 30, 2020. The findings of the study reveal that there is a presence of leverage effect of COVID-19 on the price volatility of crude oil. However, this leverage effect is not present on the price volatility of natural gas. The findings of the study will help investors to develop investment strategies and to the policymakers to formulate appropriate policies to overcome or minimise the impact of COVID-19. The forecasting graphs of crude oil prices indicate that there is a possibility that price volatility will be higher in the future. However, it is difficult to forecast the expected price volatility of natural gas for the future because the price volatility graph is extremely fluctuating.

Bharat Kumar Meher - One of the best experts on this subject based on the ideXlab platform.

  • the impact of covid 19 on price volatility of crude oil and natural gas listed on multi Commodity Exchange of india
    International Journal of Energy Economics and Policy, 2020
    Co-Authors: Bharat Kumar Meher, Iqbal Thonse Hawaldar, Latasha Mohapatra, Adel Sarea
    Abstract:

    The impact of COVID-19, due to the wide-spread demand and supply destruction and downward movement of crude oil prices is of concern for all those connected with the oil and gas industry In this study, an attempt has been made to estimate the price volatility of crude oil and natural gas listed on multi Commodity Exchange of India (MCX) We measured the leverage effect of COVID-19 on price volatility of crude oil and natural gas by using the daily prices of crude oil and natural gas from May 01, 2017 to April 30, 2020 The findings of the study reveal that there is a presence of leverage effect of COVID-19 on the price volatility of crude oil However, this leverage effect is not present on the price volatility of natural gas The findings of the study will help investors to develop investment strategies and to the policymakers to formulate appropriate policies to overcome or minimise the impact of COVID-19 The forecasting graphs of crude oil prices indicate that there is a possibility that price volatility will be higher in the future However, it is difficult to forecast the expected price volatility of natural gas for the future because the price volatility graph is extremely fluctuating © 2020, Econjournals All rights reserved

  • the impact of covid 19 on price volatility of crude oil and natural gas listed on multi Commodity Exchange of india
    Social Science Research Network, 2020
    Co-Authors: Bharat Kumar Meher, Iqbal Thonse Hawaldar, Latasha Mohapatra, Adel Sarea
    Abstract:

    The impact of COVID-19, due to the wide-spread demand and supply destruction and downward movement of crude oil prices is of concern for all those connected with the oil and gas industry. In this study, an attempt has been made to estimate the price volatility of crude oil and natural gas listed on multi Commodity Exchange of India (MCX). We measured the leverage effect of COVID-19 on price volatility of crude oil and natural gas by using the daily prices of crude oil and natural gas from May 01, 2017 to April 30, 2020. The findings of the study reveal that there is a presence of leverage effect of COVID-19 on the price volatility of crude oil. However, this leverage effect is not present on the price volatility of natural gas. The findings of the study will help investors to develop investment strategies and to the policymakers to formulate appropriate policies to overcome or minimise the impact of COVID-19. The forecasting graphs of crude oil prices indicate that there is a possibility that price volatility will be higher in the future. However, it is difficult to forecast the expected price volatility of natural gas for the future because the price volatility graph is extremely fluctuating.

Iqbal Thonse Hawaldar - One of the best experts on this subject based on the ideXlab platform.

  • the impact of covid 19 on price volatility of crude oil and natural gas listed on multi Commodity Exchange of india
    International Journal of Energy Economics and Policy, 2020
    Co-Authors: Bharat Kumar Meher, Iqbal Thonse Hawaldar, Latasha Mohapatra, Adel Sarea
    Abstract:

    The impact of COVID-19, due to the wide-spread demand and supply destruction and downward movement of crude oil prices is of concern for all those connected with the oil and gas industry In this study, an attempt has been made to estimate the price volatility of crude oil and natural gas listed on multi Commodity Exchange of India (MCX) We measured the leverage effect of COVID-19 on price volatility of crude oil and natural gas by using the daily prices of crude oil and natural gas from May 01, 2017 to April 30, 2020 The findings of the study reveal that there is a presence of leverage effect of COVID-19 on the price volatility of crude oil However, this leverage effect is not present on the price volatility of natural gas The findings of the study will help investors to develop investment strategies and to the policymakers to formulate appropriate policies to overcome or minimise the impact of COVID-19 The forecasting graphs of crude oil prices indicate that there is a possibility that price volatility will be higher in the future However, it is difficult to forecast the expected price volatility of natural gas for the future because the price volatility graph is extremely fluctuating © 2020, Econjournals All rights reserved

  • the impact of covid 19 on price volatility of crude oil and natural gas listed on multi Commodity Exchange of india
    Social Science Research Network, 2020
    Co-Authors: Bharat Kumar Meher, Iqbal Thonse Hawaldar, Latasha Mohapatra, Adel Sarea
    Abstract:

    The impact of COVID-19, due to the wide-spread demand and supply destruction and downward movement of crude oil prices is of concern for all those connected with the oil and gas industry. In this study, an attempt has been made to estimate the price volatility of crude oil and natural gas listed on multi Commodity Exchange of India (MCX). We measured the leverage effect of COVID-19 on price volatility of crude oil and natural gas by using the daily prices of crude oil and natural gas from May 01, 2017 to April 30, 2020. The findings of the study reveal that there is a presence of leverage effect of COVID-19 on the price volatility of crude oil. However, this leverage effect is not present on the price volatility of natural gas. The findings of the study will help investors to develop investment strategies and to the policymakers to formulate appropriate policies to overcome or minimise the impact of COVID-19. The forecasting graphs of crude oil prices indicate that there is a possibility that price volatility will be higher in the future. However, it is difficult to forecast the expected price volatility of natural gas for the future because the price volatility graph is extremely fluctuating.

Latasha Mohapatra - One of the best experts on this subject based on the ideXlab platform.

  • the impact of covid 19 on price volatility of crude oil and natural gas listed on multi Commodity Exchange of india
    International Journal of Energy Economics and Policy, 2020
    Co-Authors: Bharat Kumar Meher, Iqbal Thonse Hawaldar, Latasha Mohapatra, Adel Sarea
    Abstract:

    The impact of COVID-19, due to the wide-spread demand and supply destruction and downward movement of crude oil prices is of concern for all those connected with the oil and gas industry In this study, an attempt has been made to estimate the price volatility of crude oil and natural gas listed on multi Commodity Exchange of India (MCX) We measured the leverage effect of COVID-19 on price volatility of crude oil and natural gas by using the daily prices of crude oil and natural gas from May 01, 2017 to April 30, 2020 The findings of the study reveal that there is a presence of leverage effect of COVID-19 on the price volatility of crude oil However, this leverage effect is not present on the price volatility of natural gas The findings of the study will help investors to develop investment strategies and to the policymakers to formulate appropriate policies to overcome or minimise the impact of COVID-19 The forecasting graphs of crude oil prices indicate that there is a possibility that price volatility will be higher in the future However, it is difficult to forecast the expected price volatility of natural gas for the future because the price volatility graph is extremely fluctuating © 2020, Econjournals All rights reserved

  • the impact of covid 19 on price volatility of crude oil and natural gas listed on multi Commodity Exchange of india
    Social Science Research Network, 2020
    Co-Authors: Bharat Kumar Meher, Iqbal Thonse Hawaldar, Latasha Mohapatra, Adel Sarea
    Abstract:

    The impact of COVID-19, due to the wide-spread demand and supply destruction and downward movement of crude oil prices is of concern for all those connected with the oil and gas industry. In this study, an attempt has been made to estimate the price volatility of crude oil and natural gas listed on multi Commodity Exchange of India (MCX). We measured the leverage effect of COVID-19 on price volatility of crude oil and natural gas by using the daily prices of crude oil and natural gas from May 01, 2017 to April 30, 2020. The findings of the study reveal that there is a presence of leverage effect of COVID-19 on the price volatility of crude oil. However, this leverage effect is not present on the price volatility of natural gas. The findings of the study will help investors to develop investment strategies and to the policymakers to formulate appropriate policies to overcome or minimise the impact of COVID-19. The forecasting graphs of crude oil prices indicate that there is a possibility that price volatility will be higher in the future. However, it is difficult to forecast the expected price volatility of natural gas for the future because the price volatility graph is extremely fluctuating.

Hsiulang Chen - One of the best experts on this subject based on the ideXlab platform.

  • cross market investor sentiment in Commodity Exchange traded funds
    Credit and Capital Markets – Kredit und Kapital, 2015
    Co-Authors: Hsiulang Chen
    Abstract:

    Abstract/Zusammenfassung This study shows how the investor sentiment in the stock market affects prices of Commodity Exchange-traded funds (ETFs). The study provides quantitative evidence that the tracking errors of Commodity ETFs differ in the bullish versus the bearish stock market, and the aggregate tracking error of Commodity ETFs is sensitive to the well-known sentiment measures. The study exploits a profitable trading strategy based on investor sentiment in the stock market and Commodity market. The sentiment-driven demand for Commodity ETFs could exist even after consideration of trading costs, and it is a short-term phenomenon. This unique evidence indicates investor sentiment affects asset valuation across markets. Anleger-Sentiment bei Rohstoff-Exchange-Traded-Funds auf verschiedenen Markten Diese Studie zeigt, wie sich Sentiment-Faktoren am Aktienmarkt auf die Preise von Rohstoff-Exchange-Traded-Funds (ETFs) auswirken. Die Studie liefert quantitative Evidenz dafur, dass die Tracking Errors von ...

  • cross market investor sentiment in Commodity Exchange traded funds
    Social Science Research Network, 2015
    Co-Authors: Hsiulang Chen
    Abstract:

    This study shows how the investor sentiment in the stock market affects prices of Commodity Exchange-traded funds (ETFs). The study provides quantitative evidence that the tracking errors of Commodity ETFs differ in the bullish versus the bearish stock market, and the aggregate tracking error of Commodity ETFs is sensitive to the well-known sentiment measures. The study exploits a profitable trading strategy based on investor sentiment in the stock market and Commodity market. The sentiment-driven demand for Commodity ETFs could exist even after consideration of trading costs, and it is a short-term phenomenon. This unique evidence indicates investor sentiment affects asset valuation across markets.