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Which clean energy sectors are attractive? A portfolio diversification perspective
16 references·7 citing·39 second hop
Which clean energy sectors are attractive? A portfolio diversification perspective (2021)Which clean energy sectors are attractive…Extreme return connectedness and its determinants between clean/green and dirty energy investments (2020)Extreme return connectedness …Dynamic connectedness between oil prices and stock returns of clean energy and technology companies (2020)Dynamic connectedness between…Crude oil prices and clean energy stock indices: Lagged and asymmetric effects with quantile regression (2020)Crude oil prices and clean en…Are cryptocurrencies a safe haven for equity markets? An international perspective from the COVID-19 pandemic (2020)Are cryptocurrencies a safe h…The dynamic dependence of fossil energy, investor sentiment and renewable energy stock markets (2019)The dynamic dependence of fos…Gold and crude oil as safe-haven assets for clean energy stock indices: Blended copulas approach (2019)Gold and crude oil as safe-ha…Asymmetric and extreme influence of energy price changes on renewable energy stock performance (2019)Asymmetric and extreme influe…Optimal hedge ratios for clean energy equities (2018)Optimal hedge ratios for clea…Is there dependence and systemic risk between oil and renewable energy stock prices? (2014)Is there dependence and syste…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…Oil prices and the stock prices of alternative energy companies (2007)Oil prices and the stock pric…Mean-Modified Value-at-Risk Optimization with Hedge Funds (2002)Mean-Modified Value-at-Risk O…Conditional value-at-risk for general loss distributions (2002)Conditional value-at-risk for…Coherent Measures of Risk (1999)Coherent Measures of RiskPORTFOLIO SELECTION* (1952)PORTFOLIO SELECTION*Forecasting of clean energy market volatility: The role of oil and the technology sector (2024)Forecasting of clean energy m…Do clean energy stocks diversify the risk of FinTech stocks? Connectedness and portfolio implications (2024)Do clean energy stocks divers…Risk-return profile of environmentally friendly assets: Evidence from the NASDAQ OMX green economy index family (2023)Risk-return profile of enviro…Return connectedness and multiscale spillovers across clean energy indices and grain commodity markets around COVID-19 crisis (2023)Return connectedness and mult…Does green improve portfolio optimisation? (2023)Does green improve portfolio …A bibliometric review of portfolio diversification literature (2023)A bibliometric review of port…Precious metals as safe-haven for clean energy stock investment: Evidence from nonparametric Granger causality in distribution test (2022)Precious metals as safe-haven…Multivariate GARCH models: a surveyModeling Asymmetric Comovements of Asset Returns (1998)Dynamic Conditional Correlation (2002)Correlations and volatility spillovers across commodity and stock markets: Linking energies, food, and gold (2013)Dynamic spillover effects among crude oil, precious metal, and agricultural commodity futures markets (2016)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)Wavelet-based test of co-movement and causality between oil and renewable energy stock prices (2016)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)Determinants of renewable energy growth in Sub-Saharan Africa: Evidence from panel ARDL (2018)Renewable energy, oil prices, and economic activity: A Granger-causality in quantiles analysis (2018)Economic Forces and the Stock Market (1986)Oil prices, exchange rates and emerging stock markets (2011)Portfolio Selection (1952)The Performance of Hedge Funds: Risk, Return, and Incentives (1999)Different Approaches to Risk Estimation in Portfolio Theory (2004)Portfolio Performance Evaluation with Generalized Sharpe Ratios: Beyond the Mean and Variance (2008)Loss Aversion in Riskless Choice: A Reference-Dependent Model (1991)Is Gold a Hedge or a Safe Haven? An Analysis of Stocks, Bonds and Gold (2010)Measuring Economic Policy Uncertainty* (2016)Co-movement of COVID-19 and Bitcoin: Evidence from wavelet coherence analysis (2020)Co-movements and spillovers of oil and renewable firms under extreme conditions: New evidence from negative WTI prices during COVID-19 (2020)Static and Dynamic Connectedness Between NFTs, Defi and Other Assets: Portfolio Implication (2021)Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)Time-frequency connectedness among clean-energy stocks and fossil fuel markets: Comparison between financial, oil and pandemic crisis (2021)A clean, green haven?—Examining the relationship between clean energy, clean and dirty cryptocurrencies (2022)The spillover effects among fossil fuel, renewables and carbon markets: Evidence under the dual dilemma of climate change and energy crises (2023)Optimization of conditional value-at-risk (2000)On the coherence of expected shortfall (2002)Spectral measures of risk: A coherent representation of subjective risk aversion (2002)Making and Evaluating Point Forecasts (2011)Modeling and Forecasting Realized Volatility (2003)Theory and Applications of Robust Optimization (2010)Optimal Versus Naive Diversification: How Inefficient is the 1/ N Portfolio Strategy? (2007)The relationship between corporate social responsibility and shareholder value: an empirical test of the risk management hypothesis (2008)
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References

  • 1952PORTFOLIO SELECTION*13,480 cited
  • 1999Coherent Measures of Risk8,849 cited
  • 2002Conditional value-at-risk for general loss distributions3,847 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
  • 2020Are cryptocurrencies a safe haven for equity markets? An international perspective from the COVID-19 pandemic603 cited
  • 2014Is there dependence and systemic risk between oil and renewable energy stock prices?469 cited
  • 2020Extreme return connectedness and its determinants between clean/green and dirty energy investments452 cited
  • 2002Mean-Modified Value-at-Risk Optimization with Hedge Funds378 cited
  • 2020Crude oil prices and clean energy stock indices: Lagged and asymmetric effects with quantile regression297 cited
  • 2019The dynamic dependence of fossil energy, investor sentiment and renewable energy stock markets294 cited
  • 2019Gold and crude oil as safe-haven assets for clean energy stock indices: Blended copulas approach245 cited
  • 2019Asymmetric and extreme influence of energy price changes on renewable energy stock performance

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238 cited
  • 2020Dynamic connectedness between oil prices and stock returns of clean energy and technology companies225 cited
  • 2018Optimal hedge ratios for clean energy equities217 cited
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    • 2023Return connectedness and multiscale spillovers across clean energy indices and grain commodity markets around COVID-19 crisis79 cited
    • 2023Does green improve portfolio optimisation?62 cited
    • 2022Precious metals as safe-haven for clean energy stock investment: Evidence from nonparametric Granger causality in distribution test59 cited
    • 2023Risk-return profile of environmentally friendly assets: Evidence from the NASDAQ OMX green economy index family38 cited
    • 2023A bibliometric review of portfolio diversification literature32 cited
    • 2024Forecasting of clean energy market volatility: The role of oil and the technology sector23 cited
    • 2024Do clean energy stocks diversify the risk of FinTech stocks? Connectedness and portfolio implications22 cited