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Cross-quantilogram-based correlation and dependence between renewable energy stock and other asset classes
16 references·16 citing·44 second hopsampled
Cross-quantilogram-based correlation and dependence between renewable energy stock and other asset classes (2019)Cross-quantilogram-based correlation and …The Global Crisis and Equity Market Contagion (2014)The Global Crisis and Equity …Correlations and volatility spillovers between oil prices and the stock prices of clean energy and technology companies (2011)Correlations and volatility s…Is gold a safe haven? International evidence (2010)Is gold a safe haven? Interna…Is Gold a Hedge or a Safe Haven? An Analysis of Stocks, Bonds and Gold (2010)Is Gold a Hedge or a Safe Hav…THE IMPACT OF OIL PRICE SHOCKS ON THE U.S. STOCK MARKET* (2009)THE IMPACT OF OIL PRICE SHOCK…The Economic Effects of Energy Price Shocks (2008)The Economic Effects of Energ…Oil prices and the stock prices of alternative energy companies (2007)Oil prices and the stock pric…Stock Market Uncertainty and the Stock-Bond Return Relation (2005)Stock Market Uncertainty and …No Contagion, Only Interdependence: Measuring Stock Market Comovements (2002)No Contagion, Only Interdepen…Risk factors in stock returns of Canadian oil and gas companies (2001)Risk factors in stock returns…Oil price shocks and stock market activity (1999)Oil price shocks and stock ma…Modeling Asymmetric Comovements of Asset Returns (1998)Modeling Asymmetric Comovemen…The Limits of Arbitrage (1995)The Limits of ArbitrageTime-Varying Distributions and Dynamic Hedging with Foreign Currency Futures (1993)Time-Varying Distributions an…Testing for a Unit Root in Time Series Regression (1988)Testing for a Unit Root in Ti…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimator…Introducing the environmental governance policy uncertainty (EGPU) for China (2025)Introducing the environmental…RETRACTED: Exploring the dynamic connectedness among energy transition and its drivers: Understanding the moderating role of global geopolitical risk (2023)RETRACTED: Exploring the dyna…An empirical analysis of the dynamic relationship between clean and dirty energy markets (2023)An empirical analysis of the …The role of financial stress, oil, gold and natural gas prices on clean energy stocks: Global evidence from extreme quantile approach (2022)The role of financial stress,…The response of green energy and technology investment to climate policy uncertainty: An application of twin transitions strategy (2022)The response of green energy …Quantile connectedness between energy, metal, and carbon markets (2022)Quantile connectedness betwee…Oil shocks and BRIC markets: Evidence from extreme quantile approach (2022)Oil shocks and BRIC markets: …Geopolitical risk and renewable energy asset prices: Implications for sustainable development (2022)Geopolitical risk and renewab…Extreme connectedness between renewable energy tokens and fossil fuel markets (2022)Extreme connectedness between…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…The impact of economic uncertainty caused by COVID-19 on renewable energy stocks (2021)The impact of economic uncert…Rare earth and financial markets: Dynamics of return and volatility connectedness around the COVID-19 outbreak (2021)Rare earth and financial mark…Can clean energy stock price rule oil price? New evidences from a regime-switching model at first and second moments (2021)Can clean energy stock price …Volatility Connectedness between Clean Energy Firms and Crude Oil in the COVID-19 Era (2020)Volatility Connectedness betw…Hedging Strategies of Green Assets against Dirty Energy Assets (2020)Hedging Strategies of Green A…Evaluation of cross-quantile dependence and causality between non-ferrous metals and clean energy indexes (2020)Evaluation of cross-quantile …Stock Returns, Real Activity, Inflation, and Money (1981)What is an Oil Shock? (2000)Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market (2009)Dynamic correlation between stock market and oil prices: The case of oil-importing and oil-exporting countries (2011)THE ROLE OF INVENTORIES AND SPECULATIVE TRADING IN THE GLOBAL MARKET FOR CRUDE OIL (2013)Oil prices, US stock return, and the dependence between their quantiles (2015)A Monetary History of the United States 1867-1960 (1964)Time Series Analysis Forecasting and Control. (1971)Time Series Analysis: Forecasting and Control (1977)Statistical analysis of cointegration vectors (1988)Bounds testing approaches to the analysis of level relationships (2001)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Multivariate Simultaneous Generalized ARCH (1995)Asymmetric correlations of equity portfolios (2002)International Asset Allocation With Regime Shifts (2002)Asymmetric Dynamics in the Correlations of Global Equity and Bond Returns (2006)Generalized autoregressive conditional heteroskedasticity (1986)Oil price shocks and stock markets in the U.S. and 13 European countries (2008)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Trends and random walks in macroeconmic time series (1982)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Unit root tests in panel data: asymptotic and finite-sample properties (2002)A simple panel unit root test in the presence of cross‐section dependence (2007)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Financial contagion during COVID–19 crisis (2020)A model of investor sentiment /CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Behavior of Stock-Market Prices (1965)The Cross-Section of Expected Stock Returns (1992)Investor Sentiment and the Cross‐Section of Stock Returns (2006)Market Liquidity and Funding Liquidity (2008)Judgment Under Uncertainty: Heuristics and Biases. (1984)Prospect theory: An analysis of decision under risk (1988)Advances in prospect theory: Cumulative representation of uncertainty (1992)The Sum of All FEARS Investor Sentiment and Asset Prices (2014)On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier? (2016)Extreme Correlation of International Equity Markets (2001)Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets (2008)Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)Hedges and safe havens: An examination of stocks, bonds, gold, oil and exchange rates (2012)Bitcoin is not the New Gold – A comparison of volatility, correlation, and portfolio performance (2018)A CNN–LSTM model for gold price time-series forecasting (2020)
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References

  • 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 cited
  • 1988Testing for a Unit Root in Time Series Regression19,288 cited
  • 1995The Limits of Arbitrage5,282 cited
  • 2002No Contagion, Only Interdependence: Measuring Stock Market Comovements4,647 cited
  • 2010Is Gold a Hedge or a Safe Haven? An Analysis of Stocks, Bonds and Gold2,340 cited
  • 2010Is gold a safe haven? International evidence1,944 cited
  • 2009THE IMPACT OF OIL PRICE SHOCKS ON THE U.S. STOCK MARKET*1,837 cited
  • 1999Oil price shocks and stock market activity1,798 cited
  • 1998Modeling Asymmetric Comovements of Asset Returns1,588 cited
  • 1993Time-Varying Distributions and Dynamic Hedging with Foreign Currency Futures1,528 cited
  • 2008The Economic Effects of Energy Price Shocks1,299 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
  • 2014The Global Crisis and Equity Market Contagion708 cited
  • 2005Stock Market Uncertainty and the Stock-Bond Return Relation655 cited

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  • 2001Risk factors in stock returns of Canadian oil and gas companies653 cited
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    • 2023RETRACTED: Exploring the dynamic connectedness among energy transition and its drivers: Understanding the moderating role of global geopolitical risk192 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
    • 2022Extreme connectedness between renewable energy tokens and fossil fuel markets158 cited
    • 2022Geopolitical risk and renewable energy asset prices: Implications for sustainable development150 cited
    • 2022Oil shocks and BRIC markets: Evidence from extreme quantile approach143 cited
    • 2022The role of financial stress, oil, gold and natural gas prices on clean energy stocks: Global evidence from extreme quantile approach141 cited
    • 2020Hedging Strategies of Green Assets against Dirty Energy Assets131 cited
    • 2022Quantile connectedness between energy, metal, and carbon markets106 cited
    • 2022The response of green energy and technology investment to climate policy uncertainty: An application of twin transitions strategy100 cited
    • 2021Rare earth and financial markets: Dynamics of return and volatility connectedness around the COVID-19 outbreak99 cited
    • 2020Evaluation of cross-quantile dependence and causality between non-ferrous metals and clean energy indexes94 cited
    • 2021Can clean energy stock price rule oil price? New evidences from a regime-switching model at first and second moments89 cited
    • 2021The impact of economic uncertainty caused by COVID-19 on renewable energy stocks86 cited
    • 2020Volatility Connectedness between Clean Energy Firms and Crude Oil in the COVID-19 Era82 cited
    • 2025Introducing the environmental governance policy uncertainty (EGPU) for China80 cited
    • 2023An empirical analysis of the dynamic relationship between clean and dirty energy markets74 cited