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Impact of silver price uncertainty on solar energy firms
16 references·2 citing·46 second hopsampled
Impact of silver price uncertainty on solar energy firms (2019)Impact of silver price uncertainty on sol…The impact of energy prices on clean energy stock prices. A multivariate quantile dependence approach (2018)The impact of energy prices o…Optimal hedge ratios for clean energy equities (2018)Optimal hedge ratios for clea…Commodity market based hedging against stock market risk in times of financial crisis: The case of crude oil and gold (2018)Commodity market based hedgin…On the dynamic dependence and investment performance of crude oil and clean energy stocks (2017)On the dynamic dependence and…Oil price uncertainty and clean energy stock returns: New evidence from crude oil volatility index (2017)Oil price uncertainty and cle…Wavelet-based test of co-movement and causality between oil and renewable energy stock prices (2016)Wavelet-based test of co-move…The directional volatility connectedness between crude oil and equity markets: New evidence from implied volatility indexes (2016)The directional volatility co…International crude oil prices and the stock prices of clean energy and technology companies: Evidence from non-linear cointegration tests with unknown structural breaks (2016)International crude oil price…Hedging emerging market stock prices with oil, gold, VIX, and bonds: A comparison between DCC, ADCC and GO-GARCH (2015)Hedging emerging market stock…Is there dependence and systemic risk between oil and renewable energy stock prices? (2014)Is there dependence and syste…How does oil market uncertainty interact with other markets? An empirical analysis of implied volatility index (2013)How does oil market uncertain…Financialization, crisis and commodity correlation dynamics (2012)Financialization, crisis and …Stock prices of clean energy firms, oil and carbon markets: A vector autoregressive analysis (2011)Stock prices of clean energy …Correlations and volatility spillovers between oil prices and the stock prices of clean energy and technology companies (2011)Correlations and volatility s…Conditional Jump Dynamics in Stock Market Returns (2002)Conditional Jump Dynamics in …Forecasting S&P 100 volatility: the incremental information content of implied volatilities and high-frequency index returns (2001)Forecasting S&P 100 volatilit…Spillovers and hedging effectiveness of non-ferrous metals and sub-sectoral clean energy stocks in time and frequency domain (2022)Spillovers and hedging effect…Precious metals as safe-haven for clean energy stock investment: Evidence from nonparametric Granger causality in distribution test (2022)Precious metals as safe-haven…On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Dynamic Conditional Correlation (2002)Asymmetric Dynamics in the Correlations of Global Equity and Bond Returns (2006)On the links between stock and commodity markets' volatility (2013)Speculators, commodities and cross-market linkages (2013)Dynamic spillover effects among crude oil, precious metal, and agricultural commodity futures markets (2016)Multivariate GARCH models: a surveyModeling Asymmetric Comovements of Asset Returns (1998)Green bond and financial markets: Co-movement, diversification and price spillover effects (2018)Time and frequency dynamics of connectedness between renewable energy stocks and crude oil prices (2018)Macroeconomics and Reality (1980)Statistical inference in vector autoregressions with possibly integrated processes (1995)Generalized impulse response analysis in linear multivariate models (1998)Correlations and volatility spillovers across commodity and stock markets: Linking energies, food, and gold (2013)Price connectedness between green bond and financial markets (2019)Generalized autoregressive conditional heteroskedasticity (1986)Empirical Performance of Alternative Option Pricing Models (1997)Answering the Skeptics: Yes, Standard Volatility Models do Provide Accurate Forecasts (1998)News Arrival, Jump Dynamics, and Volatility Components for Individual Stock Returns (2004)Roughing It Up: Including Jump Components in the Measurement, Modeling, and Forecasting of Return Volatility (2007)Roughing it Up: Including Jump Components in the Measurement, Modeling and Forecasting of Return Volatility (2008)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Testing for a Unit Root in Time Series Regression (1988)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Dynamic spillover effects among green bond, renewable energy stocks and carbon markets during COVID-19 pandemic: Implications for hedging and investments strategies (2021)Multivariate Simultaneous Generalized ARCH (1995)Asymmetric impact of gold, oil prices and their volatilities on stock prices of emerging markets (2016)Safe haven, hedge and diversification for G7 stock markets: Gold versus bitcoin (2019)Is Gold a Hedge or a Safe-Haven Asset in the COVID–19 Crisis? (2020)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Bounds testing approaches to the analysis of level relationships (2001)Oil price shocks, geopolitical risks, and green bond market dynamics (2020)Time-frequency connectedness among clean-energy stocks and fossil fuel markets: Comparison between financial, oil and pandemic crisis (2021)Impulse response analysis in nonlinear multivariate models (1996)Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)How COVID-19 drives connectedness among commodity and financial markets: Evidence from TVP-VAR and causality-in-quantiles techniques (2020)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Testing for Linear and Nonlinear Granger Causality in the Stock Price- Volume Relation (1994)An Introduction to Wavelets and Other Filtering Methods in Finance and Economics (2002)Diversification in the age of the 4th industrial revolution: The role of artificial intelligence, green bonds and cryptocurrencies (2020)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)ARCH modeling in finance (1992)Forecasting Volatility in Financial Markets: A Review (2003)The Model-Free Implied Volatility and Its Information Content (2005)The Cross‐Section of Volatility and Expected Returns (2006)
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References

  • 2011Correlations and volatility spillovers between oil prices and the stock prices of clean energy and technology companies877 cited
  • 2012Financialization, crisis and commodity correlation dynamics650 cited
  • 2011Stock prices of clean energy firms, oil and carbon markets: A vector autoregressive analysis622 cited
  • 2001Forecasting S&P 100 volatility: the incremental information content of implied volatilities and high-frequency index returns621 cited
  • 2015Hedging emerging market stock prices with oil, gold, VIX, and bonds: A comparison between DCC, ADCC and GO-GARCH553 cited
  • 2016Wavelet-based test of co-movement and causality between oil and renewable energy stock prices501 cited
  • 2014Is there dependence and systemic risk between oil and renewable energy stock prices?469 cited
  • 2016The directional volatility connectedness between crude oil and equity markets: New evidence from implied volatility indexes420 cited
  • 2016International crude oil prices and the stock prices of clean energy and technology companies: Evidence from non-linear cointegration tests with unknown structural breaks361 cited
  • 2002Conditional Jump Dynamics in Stock Market Returns358 cited
  • 2017Oil price uncertainty and clean energy stock returns: New evidence from crude oil volatility index327 cited
  • 2017On the dynamic dependence and investment performance of crude oil and clean energy stocks288 cited
  • 2018Commodity market based hedging against stock market risk in times of financial crisis: The case of crude oil and gold

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239 cited
  • 2018The impact of energy prices on clean energy stock prices. A multivariate quantile dependence approach224 cited
  • 2013How does oil market uncertainty interact with other markets? An empirical analysis of implied volatility index220 cited
  • 2018Optimal hedge ratios for clean energy equities217 cited
  • Cited by

    • 2022Precious metals as safe-haven for clean energy stock investment: Evidence from nonparametric Granger causality in distribution test59 cited
    • 2022Spillovers and hedging effectiveness of non-ferrous metals and sub-sectoral clean energy stocks in time and frequency domain53 cited