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Distributional predictability between oil prices and renewable energy stocks: Is there a role for the COVID-19 pandemic?
16 references·5 citing·50 second hop
Distributional predictability between oil prices and renewable energy stocks: Is there a role for the COVID-19 pandemic? (2021)Distributional predictability between oil…Crude oil prices and clean energy stock indices: Lagged and asymmetric effects with quantile regression (2020)Crude oil prices and clean en…Co-movements and spillovers of oil and renewable firms under extreme conditions: New evidence from negative WTI prices during COVID-19 (2020)Co-movements and spillovers o…Do all clean energy stocks respond homogeneously to oil price? (2019)Do all clean energy stocks re…The impact of energy prices on clean energy stock prices. A multivariate quantile dependence approach (2018)The impact of energy prices o…The role of news-based uncertainty indices in predicting oil markets: a hybrid nonparametric quantile causality method (2016)The role of news-based uncert…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…Renewable energy, output, CO2 emissions, and fossil fuel prices in Central America: Evidence from a nonlinear panel smooth transition vector error correction model (2014)Renewable energy, output, CO2…Stock prices of clean energy firms, oil and carbon markets: A vector autoregressive analysis (2011)Stock prices of clean energy …How do crude oil prices co-move? (2011)How do crude oil prices co-mo…Correlations and volatility spillovers between oil prices and the stock prices of clean energy and technology companies (2011)Correlations and volatility s…A consistent nonparametric test for nonlinear causality—Specification in time series regression (2011)A consistent nonparametric te…Renewable energy consumption, CO2 emissions and oil prices in the G7 countries (2009)Renewable energy consumption,…Striking oil: Another puzzle? (2008)Striking oil: Another puzzle?Oil prices and the stock prices of alternative energy companies (2007)Oil prices and the stock pric…Unit Root Quantile Autoregression Inference (2004)Unit Root Quantile Autoregres…Multi-criteria assessment of new and renewable energy power plants (2002)Multi-criteria assessment of …Forecasting of clean energy market volatility: The role of oil and the technology sector (2024)Forecasting of clean energy m…Green bond in China: An effective hedge against global supply chain pressure? (2023)Green bond in China: An effec…An empirical analysis of the dynamic relationship between clean and dirty energy markets (2023)An empirical analysis of the …Forecasting volatility of EUA futures: New evidence (2022)Forecasting volatility of EUA…Economic policy uncertainty and dynamic correlations in energy markets: Assessment and solutions (2022)Economic policy uncertainty a…Unit root tests in panel data: asymptotic and finite-sample properties (2002)Testing for unit roots in heterogeneous panels (2003)General Diagnostic Tests for Cross Section Dependence in Panels (2004)Literature survey on the relationships between energy, environment and economic growth (2016)CO2 emissions, economic growth, and the environmental Kuznets curve in China: What roles can nuclear energy and renewable energy play? 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(2014)Wavelet-based test of co-movement and causality between oil and renewable energy stock prices (2016)Trends and random walks in macroeconmic time series (1982)Statistical Inference in Instrumental Variables Regression with I(1) Processes (1990)Quantile cointegration in the autoregressive distributed-lag modeling framework (2015)Revisiting the role of renewable and non-renewable energy consumption on Turkey’s ecological footprint: Evidence from Quantile ARDL approach (2020)The role of green finance in reducing CO2 emissions: An empirical analysis (2021)Economic Forces and the Stock Market (1986)Oil prices, exchange rates and emerging stock markets (2011)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)The Impact of Uncertainty Shocks (2009)Does uncertainty move the gold price? New evidence from a nonparametric causality-in-quantiles test (2016)Measuring Economic Policy Uncertainty* (2016)Which determinant is the most informative in forecasting crude oil market volatility: Fundamental, speculation, or uncertainty? (2017)Do the emerging stock markets react to international economic policy uncertainty, geopolitical risk and financial stress alike? (2019)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 uncertainty and clean energy stock returns: New evidence from crude oil volatility index (2017)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)Expected stock returns and volatility (1987)A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets (1999)New evidence on oil price and firm returns (2011)Oil Prices and the Stock Market (2012)The directional volatility connectedness between crude oil and equity markets: New evidence from implied volatility indexes (2016)
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References

  • 2009Renewable energy consumption, CO2 emissions and oil prices in the G7 countries904 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
  • 2011Stock prices of clean energy firms, oil and carbon markets: A vector autoregressive analysis622 cited
  • 2008Striking oil: Another puzzle?616 cited
  • 2004Unit Root Quantile Autoregression Inference514 cited
  • 2014Renewable energy, output, CO2 emissions, and fossil fuel prices in Central America: Evidence from a nonlinear panel smooth transition vector error correction model506 cited
  • 2002Multi-criteria assessment of new and renewable energy power plants381 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
  • 2016The role of news-based uncertainty indices in predicting oil markets: a hybrid nonparametric quantile causality method337 cited
  • 2011A consistent nonparametric test for nonlinear causality—Specification in time series regression314 cited
  • 2020Crude oil prices and clean energy stock indices: Lagged and asymmetric effects with quantile regression297 cited
  • 2020Co-movements and spillovers of oil and renewable firms under extreme conditions: New evidence from negative WTI prices during COVID-19

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292 cited
  • 2011How do crude oil prices co-move?259 cited
  • 2018The impact of energy prices on clean energy stock prices. A multivariate quantile dependence approach224 cited
  • 2019Do all clean energy stocks respond homogeneously to oil price?213 cited
  • Cited by

    • 2022Economic policy uncertainty and dynamic correlations in energy markets: Assessment and solutions86 cited
    • 2023An empirical analysis of the dynamic relationship between clean and dirty energy markets74 cited
    • 2022Forecasting volatility of EUA futures: New evidence27 cited
    • 2023Green bond in China: An effective hedge against global supply chain pressure?23 cited
    • 2024Forecasting of clean energy market volatility: The role of oil and the technology sector23 cited