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Corrigendum to “Cross-quantile risk assessment: The interplay of crude oil, artificial intelligence, clean tech, and other markets” [Energy Economics Volume 141, January 2025, 108085]

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  • Gubareva, Mariya
  • Shafiullah, Muhammad
  • Teplova, Tamara

Abstract

This paper explores the interconnections among oil, artificial intelligence (AI), clean technology, and traditional markets. We apply a novel generalized quantile-on-quantile connectedness method that assesses variable cross-quantile interdependencies, analyzing data from 2018 to 2023. Our study provides a detailed examination of risk transmission dynamics between oil, AI, clean technology, and major markets including equity, debt, and currency. Our findings indicate that tail risk spillovers are more pronounced than median quantiles. In contrast, the analysis shows negative spillovers across these tails in markets for U.S. government debt, the U.S. dollar, and gold. The dynamic risk transmission analysis reveals that while the stock and AI markets generally act as net transmitters of risk across all quantiles, the crude oil and USD index markets consistently receive net risk spillovers, particularly in the right tail of the distribution. Our results suggest that, on average, AI, and clean technology markets, along with the stock markets, are more likely to transfer risk spillovers compared to debt, currency, or other commodity markets. This positions the USD and crude oil as potential buffers against extreme risk transmissions emanating from the AI and clean technology sectors. This study highlights the complex risk dynamics and the pivotal role of oil in the interplay between emerging technologies and traditional financial markets.
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Suggested Citation

  • Gubareva, Mariya & Shafiullah, Muhammad & Teplova, Tamara, 2025. "Corrigendum to “Cross-quantile risk assessment: The interplay of crude oil, artificial intelligence, clean tech, and other markets” [Energy Economics Volume 141, January 2025, 108085]," Energy Economics, Elsevier, vol. 141(C).
    • Handle: RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324008235
    DOI: 10.1016/j.eneco.2024.108114
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    2. Nehir Balci & Mesut Dogan, 2026. "Quantile connectedness between Russia’s MOEX, geopolitical risks, US–China tensions, and oil prices," Economic Change and Restructuring, Springer, vol. 59(2), pages 1-37, April.
    3. Hanif, Waqas & El Khoury, Rim & Hadhri, Sinda, 2025. "Is connectedness between commodity volatility indices and G-7 stock market returns the same across return quantiles?," Journal of Multinational Financial Management, Elsevier, vol. 79(C).
    4. Hanif, Waqas & El Khoury, Rim & Gubareva, Mariya & Teplova, Tamara, 2025. "Asymmetric connectedness among regional green economies, carbon markets, and oil shocks," International Review of Economics & Finance, Elsevier, vol. 103(C).
    5. Tao, Miaomiao & Poletti, Stephen & Roubaud, David & Tiwari, Aviral Kumar, 2025. "The Global “Carbon-Energy-Intelligence” Framework: Decoding Cross-Market Interlinkages," Applied Energy, Elsevier, vol. 401(PA).
    6. Malhotra, Priya & Kumar, Sanjeev & Gubareva, Mariya & Mendes, José Zorro, 2026. "Dynamic nexus of clean energy metals, energy commodities and traditional assets: Multidimensional techniques and portfolio analysis," Research in International Business and Finance, Elsevier, vol. 81(C).
    7. Mensi, Walid & Gubareva, Mariya & Teplova, Tamara, 2025. "Risk transmission between oil price shocks and major equity indices across bull and bear markets over various time horizons," The North American Journal of Economics and Finance, Elsevier, vol. 79(C).
    8. Li, Chenghan & Guo, Ye & Xu, Yinliang, 2025. "A double deep reinforcement learning-based adaptive framework for decision-optimal wind power interval prediction," Energy, Elsevier, vol. 329(C).
    9. Naveed Khan & Anam Tariq & Syed Zulfiqar Ali Shah & Hassan Javed, 2026. "Quantile time–frequency connectedness and spillover between artificial intelligence, clean energy, and traditional asset classes: insights and portfolio implications," Future Business Journal, Springer, vol. 12(1), pages 1-39, December.
    10. Lin, Boqiang & Lan, Tianxu, 2025. "Energy price uncertainty and sectoral tail risk: Evidence from quantile-on-quantile connectedness," Journal of Commodity Markets, Elsevier, vol. 40(C).

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