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Climate policy uncertainty and world renewable energy index volatility forecasting · Study

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ArticleClimate policy uncertainty and world renewable energy index volatility forecasting

Chao Liang2022

Article2022

Climate policy uncertainty and world renewable energy index volatility forecasting

Chao Liang · Muhammad Umar · Feng Ma · Toan Luu Duc Huynh

374 citations·0/0 files stored·Technological Forecasting and Social Change

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

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References

2007Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average?2012Stock Market Volatility and Macroeconomic Fundamentals 2007MIDAS Regressions: Further Results and New Directions 2008The Spline-GARCH Model for Low-Frequency Volatility and Its Global Macroeconomic Causes 2021Real effects of climate policy: Financial constraints and spillovers 2021Climate change, risk factors and stock returns: A review of the literature 2017Forecasting oil price realized volatility using information channels from other asset classes 2013The Importance of the Macroeconomic Variables in Forecasting Stock Return Variance: A GARCH‐MIDAS Approach

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2023Exploring the nexus between monetary uncertainty and volatility in global crude oil: A contemporary approach of regime-switching 2024Empowering energy transition: Green innovation, digital finance, and the path to sustainable prosperity through green finance initiatives 2023Renewable energy, climate policy uncertainty, industrial production, domestic exports/re-exports, and CO2 emissions in the USA: A SVAR approach 2022How do climate risk and clean energy spillovers, and uncertainty affect U.S. stock markets?

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Year2022

Typearticle

Published2022-06-17

VenueTechnological Forecasting and Social Change

ISSN-L0040-1625

Languageen

Citations374

Files0 public / 0

ShelfMarket Dynamics and Volatility

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doi10.1016/j.techfore.2022.121810

openalex_workW4283077063

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2023Dynamic relationship among climate policy uncertainty, oil price and renewable energy consumption—findings from TVP-SV-VAR approach

2023Energy consumption within policy uncertainty: Considering the climate and economic factors

2023Do climate policy uncertainty and investor sentiment drive the dynamic spillovers among green finance markets?