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RETRACTED: Co-movement between dirty and clean energy: A time-frequency perspective
16 references·16 citing·30 second hopsampled
RETRACTED: Co-movement between dirty and clean energy: A time-frequency perspective (2023)RETRACTED: Co-movement between dirty and …Climate 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 …Time and frequency dynamics of connectedness between renewable energy stocks and crude oil prices (2018)Time and frequency dynamics o…Measuring the Frequency Dynamics of Financial Connectedness and Systemic Risk* (2018)Measuring the Frequency Dynam…Information linkage, dynamic spillovers in prices and volatility between the carbon and energy markets (2018)Information linkage, dynamic …Oil shocks and stock markets revisited: Measuring connectedness from a global perspective (2017)Oil shocks and stock markets …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…The directional volatility connectedness between crude oil and equity markets: New evidence from implied volatility indexes (2016)The directional volatility co…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…Stock prices of clean energy firms, oil and carbon markets: A vector autoregressive analysis (2011)Stock prices of clean energy …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…Impact of climate policy uncertainty on return spillover among green assets and portfolio implications (2024)Impact of climate policy unce…Financial fusion: Bridging Islamic and Green investments in the European stock market (2024)Financial fusion: Bridging Is…ESG stock markets and clean energy prices prediction: Insights from advanced machine learning (2024)ESG stock markets and clean e…Commonality in systemic risk from green and conventional energy (2024)Commonality in systemic risk …The future of Green energy: A panel study on the role of renewable resources in the transition to a Green economy (2023)The future of Green energy: A…Tail risk transmission in technology-driven markets (2023)Tail risk transmission in tec…Spillovers between green and dirty cryptocurrencies and socially responsible investments around the war in Ukraine (2023)Spillovers between green and …Sailing across climate-friendly bonds and clean energy stocks: An asymmetric analysis with the Gulf Cooperation Council Stock markets (2023)Sailing across climate-friend…Policies for carbon-zero targets: Examining the spillover effects of renewable energy and patent applications on environmental quality in Europe (2023)Policies for carbon-zero targ…Green finance and energy transition to achieve net-zero emission target (2023)Green finance and energy tran…Extreme risk dependence between green bonds and financial markets (2023)Extreme risk dependence betwe…Exquisite workmanship through net-zero emissions? The effects of carbon emission trading policy on firms' export product quality (2023)Exquisite workmanship through…Energy policy diversity and green bond issuance around the world (2023)Energy policy diversity and g…Asymmetric connectedness between oil price, coal and renewable energy consumption in China: Evidence from Fourier NARDL approach (2023)Asymmetric connectedness betw…Assessing linkages between alternative energy markets and cryptocurrencies (2023)Assessing linkages between al…Are green cryptocurrencies really green? New evidence from wavelet analysis (2023)Are green cryptocurrencies re…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)Macroeconomics and Reality (1980)Statistical inference in vector autoregressions with possibly integrated processes (1995)Generalized impulse response analysis in linear multivariate models (1998)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)Economic Forces and the Stock Market (1986)Oil prices, exchange rates and emerging stock markets (2011)Impulse response analysis in nonlinear multivariate models (1996)How COVID-19 drives connectedness among commodity and financial markets: Evidence from TVP-VAR and causality-in-quantiles techniques (2020)Time-frequency connectedness among clean-energy stocks and fossil fuel markets: Comparison between financial, oil and pandemic crisis (2021)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)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Quantile time–frequency price connectedness between green bond, green equity, sustainable investments and clean energy markets (2022)Measuring Economic Policy Uncertainty* (2016)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)On the network topology of variance decompositions: Measuring the connectedness of financial firms (2014)Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions (2020)Geopolitical risk and dynamic connectedness between commodity markets (2022)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 2011Better to give than to receive: Predictive directional measurement of volatility spillovers5,798 cited
  • 2018Measuring the Frequency Dynamics of Financial Connectedness and Systemic Risk*1,790 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
  • 2018Time and frequency dynamics of connectedness between renewable energy stocks and crude oil prices643 cited
  • 2011Stock prices of clean energy firms, oil and carbon markets: A vector autoregressive analysis622 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
  • 2016The directional volatility connectedness between crude oil and equity markets: New evidence from implied volatility indexes420 cited
  • 2022Climate policy uncertainty and the price dynamics of green and brown energy stocks415 cited
  • 2013Does the price of oil interact with clean energy prices in the stock market?385 cited
  • 2018Information linkage, dynamic spillovers in prices and volatility between the carbon and energy markets385 cited

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  • 2017Oil shocks and stock markets revisited: Measuring connectedness from a global perspective382 cited
  • 2017Oil price uncertainty and clean energy stock returns: New evidence from crude oil volatility index327 cited
  • 2012Oil shocks and their impact on energy related stocks in China324 cited
  • Cited by

    • 2023Spillovers between green and dirty cryptocurrencies and socially responsible investments around the war in Ukraine98 cited
    • 2023The future of Green energy: A panel study on the role of renewable resources in the transition to a Green economy92 cited
    • 2023Asymmetric connectedness between oil price, coal and renewable energy consumption in China: Evidence from Fourier NARDL approach91 cited
    • 2023Green finance and energy transition to achieve net-zero emission target85 cited
    • 2023Assessing linkages between alternative energy markets and cryptocurrencies78 cited
    • 2023Exquisite workmanship through net-zero emissions? The effects of carbon emission trading policy on firms' export product quality77 cited
    • 2023Policies for carbon-zero targets: Examining the spillover effects of renewable energy and patent applications on environmental quality in Europe75 cited
    • 2024Impact of climate policy uncertainty on return spillover among green assets and portfolio implications67 cited
    • 2023Are green cryptocurrencies really green? New evidence from wavelet analysis60 cited
    • 2023Extreme risk dependence between green bonds and financial markets55 cited
    • 2023Energy policy diversity and green bond issuance around the world55 cited
    • 2024ESG stock markets and clean energy prices prediction: Insights from advanced machine learning51 cited
    • 2023Sailing across climate-friendly bonds and clean energy stocks: An asymmetric analysis with the Gulf Cooperation Council Stock markets42 cited
    • 2024Financial fusion: Bridging Islamic and Green investments in the European stock market31 cited
    • 2023Tail risk transmission in technology-driven markets28 cited
    • 2024Commonality in systemic risk from green and conventional energy24 cited