Items where Author is "Fromentin, Vincent"
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Article
Mohamad, Azhar and Fromentin, Vincent and Sarveshwar, Kumar Inani and Arunava, Bandyopadhyay (2026) When crises hit: volatility, price discovery leadership, and causal linkages among WTI, Brent, and Shanghai crude oil futures. Journal of Asset Management, 27 (23). pp. 1-20. ISSN 1470-8272 E-ISSN 1479-179X
Mohamad, Azhar and Fromentin, Vincent (2023) Herd and causality dynamics between energy commodities and ethical investment: Evidence from the different phases of the COVID-19 pandemic. Energy Economics, 126. pp. 1-19. ISSN 0140-9883