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From hero to zero: Evidence of performance reversal and speculative bubbles in German renewable energy stocks
16 references·16 citing·37 second hopsampled
From hero to zero: Evidence of performance reversal and speculative bubbles in German renewable energy stocks (2013)From hero to zero: Evidence of performanc…Testing for Speculative Bubbles in Stock Markets: A Comparison of Alternative Methods (2011)Testing for Speculative Bubbl…Stock prices of clean energy firms, oil and carbon markets: A vector autoregressive analysis (2011)Stock prices of clean energy …Dating the timeline of financial bubbles during the subprime crisis (2011)Dating the timeline of financ…Correlations and volatility spillovers between oil prices and the stock prices of clean energy and technology companies (2011)Correlations and volatility s…Modeling renewable energy company risk (2010)Modeling renewable energy com…EXPLOSIVE BEHAVIOR IN THE 1990s NASDAQ: WHEN DID EXUBERANCE ESCALATE ASSET VALUES?* (2009)EXPLOSIVE BEHAVIOR IN THE 199…ECONOMETRIC TESTS OF ASSET PRICE BUBBLES: TAKING STOCK* (2008)ECONOMETRIC TESTS OF ASSET PR…Oil prices and the stock prices of alternative energy companies (2007)Oil prices and the stock pric…Estimating the Dynamics of Mutual Fund Alphas and Betas (2007)Estimating the Dynamics of Mu…State-Space Models with Regime Switching (1999)State-Space Models with Regim…Detecting periodically collapsing bubbles: a Markov-switching unit root test (1999)Detecting periodically collap…On Persistence in Mutual Fund Performance (1997)On Persistence in Mutual Fund…Common risk factors in the returns on stocks and bonds (1993)Common risk factors in the re…Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots (1991)Pitfalls and Opportunities: W…Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots (1991)Pitfalls and Opportunities: W…Pitfalls and Opportunities: What Macroeconomists Should Know About Unit Roots (1991)Pitfalls and Opportunities: W…The environmental and financial performance of green energy investments: European evidence (2022)The environmental and financi…Tail risk connectedness in clean energy and oil financial market (2022)Tail risk connectedness in cl…The linkage between clean energy stocks and the fluctuations in oil price and financial stress in the US and Europe? Evidence from QARDL approach (2021)The linkage between clean ene…Fossil energy and clean energy stock markets under COVID-19 pandemic (2021)Fossil energy and clean energ…Correlations between crude oil and stocks prices of renewable energy and technology companies: A multiscale time-dependent analysis (2021)Correlations between crude oi…A Random Forests Approach to Predicting Clean Energy Stock Prices (2021)A Random Forests Approach to …Identifying price bubbles in the US, European and Asian natural gas market: Evidence from a GSADF test approach (2020)Identifying price bubbles in …Do crude oil price bubbles occur? (2020)Do crude oil price bubbles oc…Cross-quantilogram-based correlation and dependence between renewable energy stock and other asset classes (2019)Cross-quantilogram-based corr…Optimal hedge ratios for clean energy equities (2018)Optimal hedge ratios for clea…Identifying price bubble periods in the energy sector (2017)Identifying price bubble peri…FINANCIAL BUBBLE IMPLOSION AND REVERSE REGRESSION (2017)FINANCIAL BUBBLE IMPLOSION AN…Co-movements among the stock prices of new energy, high-technology and fossil fuel companies in China (2017)Co-movements among the stock …Financing energy transformation: The role of renewable energy equity indices (2016)Financing energy transformati…Testing for Multiple Bubbles: Limit Theory of Real Time Detectors (2013)Testing for Multiple Bubbles:…Are there bubbles in the Sterling-dollar exchange rate? New evidence from sequential ADF tests (2013)Are there bubbles in the Ster…Multivariate GARCH models: a surveyModeling Asymmetric Comovements of Asset Returns (1998)Dynamic Conditional Correlation (2002)Correlations and volatility spillovers across commodity and stock markets: Linking energies, food, and gold (2013)Dynamic spillover effects among crude oil, precious metal, and agricultural commodity futures markets (2016)Time and frequency dynamics of connectedness between renewable energy stocks and crude oil prices (2018)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Risk, Return, and Equilibrium: Empirical Tests (1973)The Cross-Section of Expected Stock Returns (1992)Illiquidity and stock returns: cross-section and time-series effects (2002)A five-factor asset pricing model (2014)Macroeconomics and Reality (1980)Statistical inference in vector autoregressions with possibly integrated processes (1995)Generalized impulse response analysis in linear multivariate models (1998)Is there dependence and systemic risk between oil and renewable energy stock prices? (2014)Wavelet-based test of co-movement and causality between oil and renewable energy stock prices (2016)Economic Forces and the Stock Market (1986)Oil prices, exchange rates and emerging stock markets (2011)Testing for a Unit Root in Time Series Regression (1988)The Econometrics of Financial Markets (1997)The Econometrics of Financial Markets (2012)RETRACTED: Datestamping the Bitcoin and Ethereum bubbles (2017)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)Time Series Regression with a Unit Root (1987)Deciphering the Liquidity and Credit Crunch 2007–2008 (2009)Index Funds, Financialization, and Commodity Futures Markets (2011)Testing for multiple bubbles: limit theory of real-time detectors: Testing for multiple bubbles (2015)Negative bubbles and shocks in cryptocurrency markets (2016)Unit root tests in panel data: asymptotic and finite-sample properties (2002)Testing for Error Correction in Panel Data* (2007)TESTING FOR MULTIPLE BUBBLES: HISTORICAL EPISODES OF EXUBERANCE AND COLLAPSE IN THE S&P 500 (2015)Multifactor Explanations of Asset Pricing Anomalies (1996)Evolving Post-World War II U.S. Inflation Dynamics (2001)A Manifesto on Psychology as Idiographic Science: Bringing the Person Back Into Scientific Psychology, This Time Forever (2004)Modeling the price dynamics of CO2 emission allowances (2008)
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References

  • 1993Common risk factors in the returns on stocks and bonds26,615 cited
  • 1997On Persistence in Mutual Fund Performance17,267 cited
  • 1991Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots1,314 cited
  • 1999State-Space Models with Regime Switching1,304 cited
  • 2009EXPLOSIVE BEHAVIOR IN THE 1990s NASDAQ: WHEN DID EXUBERANCE ESCALATE ASSET VALUES?*1,130 cited
  • 2011Correlations and volatility spillovers between oil prices and the stock prices of clean energy and technology companies877 cited
  • 2007Oil prices and the stock prices of alternative energy companies843 cited
  • 1991Pitfalls and Opportunities: What Macroeconomists Should Know About Unit Roots681 cited
  • 2011Stock prices of clean energy firms, oil and carbon markets: A vector autoregressive analysis622 cited
  • 2011Dating the timeline of financial bubbles during the subprime crisis586 cited
  • 2008ECONOMETRIC TESTS OF ASSET PRICE BUBBLES: TAKING STOCK*466 cited
  • 2011Testing for Speculative Bubbles in Stock Markets: A Comparison of Alternative Methods455 cited
  • 1999Detecting periodically collapsing bubbles: a Markov-switching unit root test251 cited
  • 1991Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots232 cited

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2007
Estimating the Dynamics of Mutual Fund Alphas and Betas
228 cited
  • 2010Modeling renewable energy company risk211 cited
  • Cited by

    • 2018Optimal hedge ratios for clean energy equities217 cited
    • 2019Cross-quantilogram-based correlation and dependence between renewable energy stock and other asset classes204 cited
    • 2021The linkage between clean energy stocks and the fluctuations in oil price and financial stress in the US and Europe? Evidence from QARDL approach173 cited
    • 2017FINANCIAL BUBBLE IMPLOSION AND REVERSE REGRESSION161 cited
    • 2021A Random Forests Approach to Predicting Clean Energy Stock Prices137 cited
    • 2020Do crude oil price bubbles occur?106 cited
    • 2017Co-movements among the stock prices of new energy, high-technology and fossil fuel companies in China84 cited
    • 2016Financing energy transformation: The role of renewable energy equity indices78 cited
    • 2020Identifying price bubbles in the US, European and Asian natural gas market: Evidence from a GSADF test approach72 cited
    • 2017Identifying price bubble periods in the energy sector71 cited
    • 2021Correlations between crude oil and stocks prices of renewable energy and technology companies: A multiscale time-dependent analysis71 cited
    • 2013Are there bubbles in the Sterling-dollar exchange rate? New evidence from sequential ADF tests69 cited
    • 2021Fossil energy and clean energy stock markets under COVID-19 pandemic67 cited
    • 2022The environmental and financial performance of green energy investments: European evidence64 cited
    • 2022Tail risk connectedness in clean energy and oil financial market64 cited
    • 2013Testing for Multiple Bubbles: Limit Theory of Real Time Detectors61 cited