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Assessment and optimization of clean energy equity risks and commodity price volatility indexes: Implications for sustainability

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References

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2011Stock prices of clean energy firms, oil and carbon markets: A vector autoregressive analysis622 cited
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2013Does the price of oil interact with clean energy prices in the stock market?385 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
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2012Oil shocks and their impact on energy related stocks in China324 cited
2007On the application of the dynamic conditional correlation model in estimating optimal time-varying hedge ratios294 cited

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2017On the dynamic dependence and investment performance of crude oil and clean energy stocks288 cited

2018Risk spillover between energy and agricultural commodity markets: A dependence-switching CoVaR-copula model278 cited

2019Gold and crude oil as safe-haven assets for clean energy stock indices: Blended copulas approach245 cited

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