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Which is leading: Renewable or brown energy assets?
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Which is leading: Renewable or brown energy assets? (2022)Which is leading: Renewable or brown ener…The Unprecedented Stock Market Impact of COVID-19 (2020)The Unprecedented Stock Marke…Financial markets under the global pandemic of COVID-19 (2020)Financial markets under the g…COVID-Induced Economic Uncertainty (2020)COVID-Induced Economic Uncert…Time and frequency dynamics of connectedness between renewable energy stocks and crude oil prices (2018)Time and frequency dynamics o…Measuring Economic Policy Uncertainty* (2016)Measuring Economic Policy Unc…Stock prices of clean energy firms, oil and carbon markets: A vector autoregressive analysis (2011)Stock prices of clean energy …Oil prices, inflation and interest rates in a structural cointegrated VAR model for the G-7 countries (2007)Oil prices, inflation and int…Oil prices and the stock prices of alternative energy companies (2007)Oil prices and the stock pric…Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Giving Content to Investor Se…Investor Sentiment and the Cross‐Section of Stock Returns (2006)Investor Sentiment and the Cr…Testing for short- and long-run causality: A frequency-domain approach (2005)Testing for short- and long-r…Bounds testing approaches to the analysis of level relationships (2001)Bounds testing approaches to …Volatilities of different time resolutions — Analyzing the dynamics of market components (1997)Volatilities of different tim…Oil and the Stock Markets (1996)Oil and the Stock MarketsOil and the Macroeconomy since World War II (1983)Oil and the Macroeconomy sinc…Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Investigating Causal Relation…Dynamic connectedness, portfolio performance, and hedging effectiveness of the hydrogen economy, renewable energy, equity, and commodity markets: Insights from the COVID-19 pandemic and the Russia-Ukraine war (2024)Dynamic connectedness, portfo…Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)The saving and investment nexus for China: evidence from cointegration tests (2005)An econometric study of CO2 emissions, energy consumption, income and foreign trade in Turkey (2009)Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)Statistical analysis of cointegration vectors (1988)Measuring the Frequency Dynamics of Financial Connectedness and Systemic Risk* (2018)Do renewable energy consumption and financial development matter for environmental sustainability? New global evidence (2020)Analyze the environmental sustainability factors of China: The role of fossil fuel energy and renewable energy (2022)Macroeconomics and Reality (1980)Comparing alternative tests of causality in temporal systems (1983)Oil price shocks and stock market activity (1999)Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)What is an Oil Shock? (2000)Energy shocks and financial markets (1996)Investigating Causal Relations by Econometric Models and Cross-Spectral Methods (2008)Oil price shocks and stock markets in the U.S. and 13 European countries (2008)Oil prices, US stock return, and the dependence between their quantiles (2015)Measuring Uncertainty (2015)A critical analysis of the impacts of COVID-19 on the global economy and ecosystems and opportunities for circular economy strategies (2020)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)Fear, lockdown, and diversion: Comparing drivers of pandemic economic decline 2020 (2020)The Unprecedented Stock Market Reaction to COVID-19 (2020)Risk, Return, and Equilibrium: Empirical Tests (1973)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)Illiquidity and stock returns: cross-section and time-series effects (2002)Integración de los mercados financieros Latinoamericanos por medio de MILA (2020)The General Theory of Employment, Interest and Money. (1936)More Than Words: Quantifying Language to Measure Firms' Fundamentals (2008)In Search of Attention (2011)Textual Analysis in Accounting and Finance: A Survey (2016)The Role of Monetary Policy (1995)The Impact of Uncertainty Shocks (2009)Firm-Level Political Risk: Measurement and Effects* (2019)Measuring Geopolitical Risk (2022)Testing for Granger non-causality in heterogeneous panels (2012)Economic impact of government interventions during the COVID-19 pandemic: International evidence from financial markets (2020)Financial contagion during COVID–19 crisis (2020)Stock markets’ reaction to COVID-19: Cases or fatalities? (2020)
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References

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643 cited
  • 2011Stock prices of clean energy firms, oil and carbon markets: A vector autoregressive analysis622 cited
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    • 2024Dynamic connectedness, portfolio performance, and hedging effectiveness of the hydrogen economy, renewable energy, equity, and commodity markets: Insights from the COVID-19 pandemic and the Russia-Ukraine war47 cited