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Geopolitical risk and renewable energy asset prices: Implications for sustainable development
16 references·6 citing·48 second hopsampled
Geopolitical risk and renewable energy asset prices: Implications for sustainable development (2022)Geopolitical risk and renewable energy as…Measuring Geopolitical Risk (2022)Measuring Geopolitical RiskClimate policy uncertainty and the price dynamics of green and brown energy stocks (2022)Climate policy uncertainty an…Extreme return connectedness and its determinants between clean/green and dirty energy investments (2020)Extreme return connectedness …Crude oil prices and clean energy stock indices: Lagged and asymmetric effects with quantile regression (2020)Crude oil prices and clean en…Geopolitical risk and oil volatility: A new insight (2019)Geopolitical risk and oil vol…Effects of the geopolitical risks on Bitcoin returns and volatility (2018)Effects of the geopolitical r…Oil price uncertainty and clean energy stock returns: New evidence from crude oil volatility index (2017)Oil price uncertainty and cle…Wavelet-based test of co-movement and causality between oil and renewable energy stock prices (2016)Wavelet-based test of co-move…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…Is there dependence and systemic risk between oil and renewable energy stock prices? (2014)Is there dependence and syste…Does the price of oil interact with clean energy prices in the stock market? (2013)Does the price of oil interac…Oil shocks and their impact on energy related stocks in China (2012)Oil shocks and their impact o…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…Oil prices and the stock prices of alternative energy companies (2007)Oil prices and the stock pric…An Econometric Analysis of Nonsynchronous Trading (1989)An Econometric Analysis of No…Geopolitical risk and renewable energy consumption: Evidence from a spatial convergence perspective (2024)Geopolitical risk and renewab…Energy uncertainty, geopolitical conflict, and militarization matters for Renewable and non-renewable energy development: Perspectives from G7 economies (2024)Energy uncertainty, geopoliti…The influence of income, economic policy uncertainty, geopolitical risk, and urbanization on renewable energy investments in G7 countries (2023)The influence of income, econ…Measuring the response of clean energy stock price volatility to extreme shocks (2023)Measuring the response of cle…Energy transition, geopolitical risk, and natural resources extraction: A novel perspective of energy transition and resources extraction (2023)Energy transition, geopolitic…Do all renewable energy stocks react to the war in Ukraine? Russo-Ukrainian conflict perspective (2022)Do all renewable energy stock…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)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)Macroeconomics and Reality (1980)Generalized impulse response analysis in linear multivariate models (1998)On the network topology of variance decompositions: Measuring the connectedness of financial firms (2014)Measuring the Frequency Dynamics of Financial Connectedness and Systemic Risk* (2018)Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions (2020)Economic Forces and the Stock Market (1986)Statistical inference in vector autoregressions with possibly integrated processes (1995)Oil prices, exchange rates and emerging stock markets (2011)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Testing for Linear and Nonlinear Granger Causality in the Stock Price- Volume Relation (1994)An Introduction to Wavelets and Other Filtering Methods in Finance and Economics (2002)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)Estimating betas from nonsynchronous data (1977)Risk measurement when shares are subject to infrequent trading (1979)Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (1988)A Further Analysis of the Lead–Lag Relationship Between the Cash Market and Stock Index Futures Market (1992)Dynamic Volume-Return Relation of Individual Stocks (2002)Efficiency and the Bear: Short Sales and Markets Around the World (2007)Bitcoin, gold and the dollar – A GARCH volatility analysis (2015)Measuring Economic Policy Uncertainty* (2016)On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier? (2016)Do Asian emerging stock markets react to international economic policy uncertainty and geopolitical risk alike? A quantile regression approach (2019)Risk Transmissions between Bitcoin and Traditional Financial Assets during the COVID-19 Era: The Role of Global Uncertainties (2021)The cryptocurrency uncertainty index (2021)The Impact of Uncertainty Shocks (2009)Do Investors Care about Carbon Risk? (2019)Sustainable investing in equilibrium (2020)Impact of climate policy uncertainty on traditional energy and green markets: Evidence from time-varying granger tests (2022)The impact of climate policy uncertainty on renewable and non-renewable energy demand in the United States (2022)Transition versus physical climate risk pricing in European financial markets: a text-based approach (2024)Estimation and Inference of Impulse Responses by Local Projections (2005)Geopolitical risk and the systemic risk in the commodity markets under the war in Ukraine (2022)Russia–Ukraine crisis: The effects on the European stock market (2022)The impact of the Russian-Ukrainian war on global financial markets (2023)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)
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References

  • 2011Better to give than to receive: Predictive directional measurement of volatility spillovers5,798 cited
  • 2022Measuring Geopolitical Risk3,788 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
  • 1989An Econometric Analysis of Nonsynchronous Trading798 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
  • 2020Extreme return connectedness and its determinants between clean/green and dirty energy investments452 cited
  • 2022Climate policy uncertainty and the price dynamics of green and brown energy stocks415 cited
  • 2018Effects of the geopolitical risks on Bitcoin returns and volatility399 cited
  • 2013Does the price of oil interact with clean energy prices in the stock market?385 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
  • 2017Oil price uncertainty and clean energy stock returns: New evidence from crude oil volatility index327 cited
  • 2012

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Oil shocks and their impact on energy related stocks in China
324 cited
  • 2019Geopolitical risk and oil volatility: A new insight302 cited
  • 2020Crude oil prices and clean energy stock indices: Lagged and asymmetric effects with quantile regression297 cited
  • Cited by

    • 2023The influence of income, economic policy uncertainty, geopolitical risk, and urbanization on renewable energy investments in G7 countries132 cited
    • 2023Energy transition, geopolitical risk, and natural resources extraction: A novel perspective of energy transition and resources extraction106 cited
    • 2024Geopolitical risk and renewable energy consumption: Evidence from a spatial convergence perspective93 cited
    • 2022Do all renewable energy stocks react to the war in Ukraine? Russo-Ukrainian conflict perspective86 cited
    • 2024Energy uncertainty, geopolitical conflict, and militarization matters for Renewable and non-renewable energy development: Perspectives from G7 economies86 cited
    • 2023Measuring the response of clean energy stock price volatility to extreme shocks34 cited