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Green markets integration in different time scales: A regional analysis
16 references·7 citing·31 second hopsampled
Green markets integration in different time scales: A regional analysis (2021)Green markets integration in different ti…How COVID-19 drives connectedness among commodity and financial markets: Evidence from TVP-VAR and causality-in-quantiles techniques (2020)How COVID-19 drives connected…Time and frequency dynamics of connectedness between renewable energy stocks and crude oil prices (2018)Time and frequency dynamics o…Measuring the Frequency Dynamics of Financial Connectedness and Systemic Risk* (2018)Measuring the Frequency Dynam…Dynamic connectedness and integration in cryptocurrency markets (2018)Dynamic connectedness and int…Wavelet-based test of co-movement and causality between oil and renewable energy stock prices (2016)Wavelet-based test of co-move…Is there dependence and systemic risk between oil and renewable energy stock prices? (2014)Is there dependence and syste…A new index of financial conditions (2014)A new index of financial cond…Wavelet-based evidence of the impact of oil prices on stock returns (2013)Wavelet-based evidence of the…Does the price of oil interact with clean energy prices in the stock market? (2013)Does the price of oil interac…Stock prices of clean energy firms, oil and carbon markets: A vector autoregressive analysis (2011)Stock prices of clean energy …On the Network Topology of Variance Decompositions: Measuring the Connectedness of Financial Firms (2011)On the Network Topology of Va…Correlations and volatility spillovers between oil prices and the stock prices of clean energy and technology companies (2011)Correlations and volatility s…Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)Better to give than to receiv…Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets (2008)Measuring Financial Asset Ret…Oil prices and the stock prices of alternative energy companies (2007)Oil prices and the stock pric…Multiscale systematic risk (2004)Multiscale systematic riskThe dynamic volatility nexus of geo-political risks, stocks, bond, bitcoin, gold and oil during COVID-19 and Russian-Ukraine war (2024)The dynamic volatility nexus …The dance of dependence: a macro-perspective on financial instability and its complex influence on the Euro-American green markets (2023)The dance of dependence: a ma…How do carbon, stock, and renewable energy markets interact: Evidence from Europe (2023)How do carbon, stock, and ren…Which is leading: Renewable or brown energy assets? (2022)Which is leading: Renewable o…Spillovers and hedging effectiveness of non-ferrous metals and sub-sectoral clean energy stocks in time and frequency domain (2022)Spillovers and hedging effect…A study on the nonlinear dynamics of ASEAN financial integration (2022)A study on the nonlinear dyna…Dynamic integration and transmission channels among interest rates and oil price shocks (2021)Dynamic integration and trans…Comparing Predictive Accuracy (1994)Comparing Predictive Accuracy (1995)Time Varying Structural Vector Autoregressions and Monetary Policy (2005)Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions (2020)Return connectedness across asset classes around the COVID-19 outbreak (2020)Crude Oil futures contracts and commodity markets: New evidence from a TVP-VAR extended joint connectedness approach (2021)Multivariate GARCH models: a surveyModeling Asymmetric Comovements of Asset Returns (1998)Dynamic Conditional Correlation (2002)Dynamic spillover effects among crude oil, precious metal, and agricultural commodity futures markets (2016)Green bond and financial markets: Co-movement, diversification and price spillover effects (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)Economic Forces and the Stock Market (1986)Oil prices, exchange rates and emerging stock markets (2011)Impulse response analysis in nonlinear multivariate models (1996)Extreme return connectedness and its determinants between clean/green and dirty energy investments (2020)Dynamic spillover effects among green bond, renewable energy stocks and carbon markets during COVID-19 pandemic: Implications for hedging and investments strategies (2021)Geopolitical risk and dynamic connectedness between commodity markets (2022)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Exploring the Dynamic Relationships between Cryptocurrencies and Other Financial Assets (2017)On the Estimation of Security Price Volatilities from Historical Data (1980)No Contagion, Only Interdependence: Measuring Stock Market Comovements (2002)Stock markets and the COVID-19 fractal contagion effects (2020)Quantile connectedness in the cryptocurrency market (2021)Cryptocurrency trading: a comprehensive survey (2022)SRISK: A Conditional Capital Shortfall Measure of Systemic Risk (2016)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 2011Better to give than to receive: Predictive directional measurement of volatility spillovers6,033 cited
  • 2011On the Network Topology of Variance Decompositions: Measuring the Connectedness of Financial Firms4,943 cited
  • 2008Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets3,380 cited
  • 2018Measuring the Frequency Dynamics of Financial Connectedness and Systemic Risk*1,891 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
  • 2014A new index of financial conditions714 cited
  • 2018Time and frequency dynamics of connectedness between renewable energy stocks and crude oil prices643 cited
  • 2018Dynamic connectedness and integration in cryptocurrency markets640 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
  • 2020How COVID-19 drives connectedness among commodity and financial markets: Evidence from TVP-VAR and causality-in-quantiles techniques397 cited

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2013
Does the price of oil interact with clean energy prices in the stock market?
385 cited
  • 2004Multiscale systematic risk316 cited
  • 2013Wavelet-based evidence of the impact of oil prices on stock returns271 cited
  • Cited by

    • 2023How do carbon, stock, and renewable energy markets interact: Evidence from Europe55 cited
    • 2022Spillovers and hedging effectiveness of non-ferrous metals and sub-sectoral clean energy stocks in time and frequency domain53 cited
    • 2021Dynamic integration and transmission channels among interest rates and oil price shocks49 cited
    • 2022Which is leading: Renewable or brown energy assets?49 cited
    • 2024The dynamic volatility nexus of geo-political risks, stocks, bond, bitcoin, gold and oil during COVID-19 and Russian-Ukraine war46 cited
    • 2023The dance of dependence: a macro-perspective on financial instability and its complex influence on the Euro-American green markets18 cited
    • 2022A study on the nonlinear dynamics of ASEAN financial integration16 cited