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Oil shocks and volatility of green investments: GARCH-MIDAS analyses · Study

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ArticleOil shocks and volatility of green investments: GARCH-MIDAS analyses

OlaOluwa Simon Yaya2022

Article2022

Oil shocks and volatility of green investments: GARCH-MIDAS analyses

OlaOluwa Simon Yaya · Ahamuefula E. Ogbonna · Xuan Vinh Vo

48 citations·0/0 files stored·Resources Policy

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Market Dynamics and Volatility Financial Risk and Volatility Modeling Sustainable Finance and Green Bonds

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References

2009Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market 2009THE IMPACT OF OIL PRICE SHOCKS ON THE U.S. STOCK MARKET*2008Understanding Crude Oil Prices 2012Stock Market Volatility and Macroeconomic Fundamentals 2008Exogenous Oil Supply Shocks: How Big Are They and How Much Do They Matter for the U.S. Economy?2019Structural Interpretation of Vector Autoregressions with Incomplete Identification: Revisiting the Role of Oil Supply and Demand Shocks 2012Oil Prices and the Stock Market 2016International crude oil prices and the stock prices of clean energy and technology companies: Evidence from non-linear cointegration tests with unknown structural breaks

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Year2022

Typearticle

Published2022-05-28

VenueResources Policy

ISSN-L0301-4207

Languageen

Citations48

Files0 public / 0

ShelfMarket Dynamics and Volatility

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doi10.1016/j.resourpol.2022.102789

openalex_workW4281678721

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