From forests to faucets to fuel: Investigating the domino effect of extreme risk in timber, water, and energy markets

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dc.contributor.authorAbubakr Naeem ,Muhammad
dc.contributor.authorIqbal, Najaf
dc.contributor.authorKarim,Sitara
dc.contributor.authorM. Lucey,Brian
dc.date.accessioned2024-05-30T05:18:02Z
dc.date.available2024-05-30T05:18:02Z
dc.date.issued2023-07
dc.description.abstractThis study explores the interdependence between timber, water, and energy markets and investigates the potential domino effect of extreme risk across these markets. Specifically, using CAViaR-TVP-VAR, we examine the role of water and timber investments as safe-havens and hedges for traditional energy markets, before and after the COVID-19 pandemic. Our results indicate that water and timber markets can serve as reliable safe-haven options for energy investors. Moreover, our findings suggest a weak link between natural gas and its counterparts, underscoring the need for energy portfolios to diversify. This study provides valuable insights for investors seeking to navigate extreme risk. Keywords: Interdependence, COVID-19, Energy portfolios, natural gas
dc.identifier.citationNaeem, M. A., Iqbal, N., Karim, S., & Lucey, B. M. (2023). From forests to faucets to fuel: Investigating the domino effect of extreme risk in timber, water, and energy markets. Finance Research Letters, 55, 104010.
dc.identifier.doihttps://doi.org/10.1016/j.frl.2023.104010
dc.identifier.urihttps://dspace.adu.ac.ae/handle/1/5510
dc.language.isoen_US
dc.publisherElsevier
dc.titleFrom forests to faucets to fuel: Investigating the domino effect of extreme risk in timber, water, and energy markets
dc.typeArticle

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