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Applied Economics Letters Volume 31, 2024 - Issue 7
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Research Article

On the nexus between constituents and global energy commodities: an asymmetric analysis

Emmanuel Asafo-Adjeia Department of Finance, School of Business, University of Cape Coast, Cape Coast, GhanaORCID Iconhttps://orcid.org/0000-0002-4449-6285
ORCID Icon,
Samuel Kwaku Agyeia Department of Finance, School of Business, University of Cape Coast, Cape Coast, GhanaORCID Iconhttps://orcid.org/0000-0002-8167-7747
ORCID Icon,
Anokye Mohammed Adama Department of Finance, School of Business, University of Cape Coast, Cape Coast, GhanaORCID Iconhttps://orcid.org/0000-0003-3830-1186
ORCID Icon,
Ahmed Bossmana Department of Finance, School of Business, University of Cape Coast, Cape Coast, GhanaORCID Iconhttps://orcid.org/0000-0001-9539-0889
ORCID Icon &
Ştefan Cristian Gherghinab Department of Finance, Bucharest University of Economic Studies, Bucharest, RomaniaCorrespondence[email protected]
ORCID Iconhttps://orcid.org/0000-0003-2911-6480
ORCID Icon
Pages 579-587 | Published online: 30 Oct 2022
 
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ABSTRACT

The study examines the nexus between global energy commodity and its constituent across market conditions using the quantile regression approaches. We found that the positive effect of global energy commodity on its constituents was stronger relative to the feedback effect from the constituents. It is pertinent to hedge against fluctuations in the energy commodities using the global energy commodity as an appropriate hedged asset with the required hedging instrument.

Disclosure statement

No potential conflict of interest was reported by the author(s).

Data availability statement

The data are available upon request.

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