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Interdependence Between Renewable-Energy and Low-Carbon Stock Prices
16 references·0 citing·45 second hopsampled
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References

  • 2014A five-factor asset pricing model7,841 cited
  • 2019Do Investors Care about Carbon Risk?3,361 cited
  • 2006MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE*2,119 cited
  • 2014Environmental Externalities and Cost of Capital1,834 cited
  • 2013Firm-Value Effects of Carbon Emissions and Carbon Disclosures1,677 cited
  • 1994Autoregressive Conditional Density Estimation1,580 cited
  • 2018Carbon Tail Risk1,129 cited
  • 2016International tests of a five-factor asset pricing model930 cited
  • 2011Correlations and volatility spillovers between oil prices and the stock prices of clean energy and technology companies877 cited
  • 2018Time and frequency dynamics of connectedness between renewable energy stocks and crude oil prices643 cited
  • 2011Stock prices of clean energy firms, oil and carbon markets: A vector autoregressive analysis622 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
  • 2014Hedging Climate Risk434 cited
  • 2013Does the price of oil interact with clean energy prices in the stock market?

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385 cited
  • 2002Dependence Structures for Multivariate High-Frequency Data in Finance381 cited
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