SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
COVID-19, clean energy stock market, interest rate, oil prices, volatility index, geopolitical risk nexus: evidence from quantile regression
16 references·2 citing·58 second hopsampled
COVID-19, clean energy stock market, interest rate, oil prices, volatility index, geopolitical risk nexus: evidence from quantile regression (2022)COVID-19, clean energy stock market, inte…The impact of investor attention during COVID-19 on investment in clean energy versus fossil fuel firms (2021)The impact of investor attent…Co-movement of energy prices and stock market return: environmental wavelet nexus of COVID-19 pandemic from the USA, Europe, and China (2021)Co-movement of energy prices …The Unprecedented Stock Market Reaction to COVID-19 (2020)The Unprecedented Stock Marke…The impact of COVID-19 on the degree of dependence and structure of risk-return relationship: A quantile regression approach (2020)The impact of COVID-19 on the…Infected Markets: Novel Coronavirus, Government Interventions, and Stock Return Volatility around the Globe (2020)Infected Markets: Novel Coron…Drivers of decoupling economic growth from carbon emission – an empirical analysis of 192 countries using decoupling model and decomposition method (2019)Drivers of decoupling economi…Time and frequency dynamics of connectedness between renewable energy stocks and crude oil prices (2018)Time and frequency dynamics o…Optimal hedge ratios for clean energy equities (2018)Optimal hedge ratios for clea…Measuring Geopolitical Risk (2018)Measuring Geopolitical RiskGeopolitical Risks and Movements in Islamic Bond and Equity Markets: A Note (2018)Geopolitical Risks and Moveme…On the nonlinear relation between crude oil and gold (2017)On the nonlinear relation bet…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…Prospect Theory: An Analysis of Decision Under Risk (2013)Prospect Theory: An Analysis …The structure and degree of dependence: A quantile regression approach (2012)The structure and degree of d…Oil price shocks and stock market activity (1999)Oil price shocks and stock ma…Factors Affecting Return on Assets in the Renewable Energy Sector during Supply Chain Disruptions (2024)Factors Affecting Return on A…How do economic policy uncertainty, geopolitical risk, and natural resources rents affect economic complexity? Evidence from advanced and emerging market economies (2023)How do economic policy uncert…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)Determinants of CO2 emissions in the European Union: The role of renewable and non-renewable energy (2016)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? (2018)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Generalized autoregressive conditional heteroskedasticity (1986)Testing for a Unit Root in Time Series Regression (1988)Oil price shocks and stock markets in the U.S. and 13 European countries (2008)THE IMPACT OF OIL PRICE SHOCKS ON THE U.S. STOCK MARKET* (2009)Oil prices, US stock return, and the dependence between their quantiles (2015)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)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)Investment under Uncertainty (1994)The Impact of Uncertainty Shocks (2009)Measuring Economic Policy Uncertainty* (2016)Herding behaviour in cryptocurrencies (2018)COVID-19 pandemic, oil prices, stock market, geopolitical risk and policy uncertainty nexus in the US economy: Fresh evidence from the wavelet-based approach (2020)Research on the Impact of Geopolitical Instability on Russian Trade (2024)Impulse response analysis in nonlinear multivariate models (1996)Generalized impulse response analysis in linear multivariate models (1998)Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)Extreme return connectedness and its determinants between clean/green and dirty energy investments (2020)Dynamic spillover effects among green bond, renewable energy stocks and carbon markets during COVID-19 pandemic: Implications for hedging and investments strategies (2021)Geopolitical risk and dynamic connectedness between commodity markets (2022)Impact of carbon dioxide emission control on GNP growth : Interpretation of proposed scenarios (1989)Towards a theory of decoupling: degrees of decoupling in the EU and the case of road traffic in Finland between 1970 and 2001 (2005)The decomposition of energy-related carbon emission and its decoupling with economic growth in China (2014)Decoupling water environment pressures from economic growth in the Yangtze River Economic Belt, China (2021)Evidence of decoupling consumption-based CO2 emissions from economic growth (2021)Role of trade openness, export diversification, and renewable electricity output in realizing carbon neutrality dream of China (2021)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Common risk factors in the returns on stocks and bonds (1993)On Persistence in Mutual Fund Performance (1997)COVID-19 and stock market volatility: An industry level analysis (2020)COVID-19 and the United States financial markets’ volatility (2020)Deaths, Panic, Lockdowns and US Equity Markets: The Case of COVID-19 Pandemic (2020)COVID-Induced Economic Uncertainty (2020)Stock markets’ reaction to COVID-19: Cases or fatalities? (2020)The Coronavirus and the Great Influenza Pandemic: Lessons from the “Spanish Flu” for the Coronavirus’s Potential Effects on Mortality and Economic Activity (2020)The Cost of the Covid-19 Crisis: Lockdowns, Macroeconomic Expectations, and Consumer Spending (2020)Improved methods of combining forecasts (1984)Statistical inference in vector autoregressions with possibly integrated processes (1995)Testing for short- and long-run causality: A frequency-domain approach (2005)The impact of natural resource rent, financial development, and urbanization on carbon emission (2021)Green technological innovation, green finance, and financial development and their role in green total factor productivity: Empirical insights from China (2022)Role of environmental regulations, green finance, and investment in green technologies in green total factor productivity: Empirical evidence from Asian region (2022)Le Comportement de l'Homme Rationnel devant le Risque: Critique des Postulats et Axiomes de l'Ecole Americaine (1953)Risk Aversion in the Small and in the Large (1964)Essays in the Theory of Risk-Bearing. (1972)The Role of Explanations and Need for Uniqueness in Consumer Decision Making: Unconventional Choices Based on Reasons (2000)Online Investors: Do the Slow Die First? (2002)A Survey of Fake News (2020)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 2013Prospect Theory: An Analysis of Decision Under Risk3,087 cited
  • 1999Oil price shocks and stock market activity1,823 cited
  • 2020The Unprecedented Stock Market Reaction to COVID-191,642 cited
  • 2018Time and frequency dynamics of connectedness between renewable energy stocks and crude oil prices643 cited
  • 2020Infected Markets: Novel Coronavirus, Government Interventions, and Stock Return Volatility around the Globe631 cited
  • 2018Measuring Geopolitical Risk596 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
  • 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
  • 2019Drivers of decoupling economic growth from carbon emission – an empirical analysis of 192 countries using decoupling model and decomposition method293 cited
  • 2021Co-movement of energy prices and stock market return: environmental wavelet nexus of COVID-19 pandemic from the USA, Europe, and China250 cited
  • 2018Optimal hedge ratios for clean energy equities217 cited
  • 2012The structure and degree of dependence: A quantile regression approach210 cited
  • 2018Geopolitical Risks and Movements in Islamic Bond and Equity Markets: A Note172 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

  • 2021The impact of investor attention during COVID-19 on investment in clean energy versus fossil fuel firms155 cited
  • 2020The impact of COVID-19 on the degree of dependence and structure of risk-return relationship: A quantile regression approach144 cited
  • 2017On the nonlinear relation between crude oil and gold126 cited
  • Cited by

    • 2023How do economic policy uncertainty, geopolitical risk, and natural resources rents affect economic complexity? Evidence from advanced and emerging market economies50 cited
    • 2024Factors Affecting Return on Assets in the Renewable Energy Sector during Supply Chain Disruptions12 cited