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How do carbon, stock, and renewable energy markets interact: Evidence from Europe
16 references·1 citing·53 second hop
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A systematic analysis of spillovers and dynamics (2020)How connected is the carbon m…Asymmetric relationship between carbon emission trading market and stock market: Evidences from China (2020)Asymmetric relationship betwe…Stock market response to environmental policies: Evidence from heavily polluting firms in China (2019)Stock market response to envi…Dynamic relationship among environmental regulation, innovation, CO2 emissions, population, and economic growth in OECD countries: A panel investigation (2019)Dynamic relationship among en…Cross-quantilogram-based correlation and dependence between renewable energy stock and other asset classes (2019)Cross-quantilogram-based corr…Return and volatility linkages between CO2 emission and clean energy stock prices (2018)Return and volatility linkage…Causes of the EU ETS price drop: Recession, CDM, renewable policies or a bit of everything?—New evidence (2014)Causes of the EU ETS price dr…Time-Varying Parameter VAR Model with Stochastic Volatility: An Overview of Methodology and Empirical Applications (2011)Time-Varying Parameter VAR Mo…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…Bayesian Multivariate Time Series Methods for Empirical Macroeconomics (2010)Bayesian Multivariate Time Se…Time Varying Structural Vector Autoregressions and Monetary Policy (2005)Time Varying Structural Vecto…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimator…Time-varying relatedness and structural changes among green growth, clean energy innovation, and carbon market amid exogenous shocks: A quantile VAR approach (2024)Time-varying relatedness and …A Monetary History of the United States 1867-1960 (1964)Time Series Analysis Forecasting and Control. 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  • 2018Return and volatility linkages between CO2 emission and clean energy stock prices

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209 cited
  • 2019Cross-quantilogram-based correlation and dependence between renewable energy stock and other asset classes204 cited
  • 2021The relationship between energy prices, economic growth and renewable energy consumption: Evidence from Europe197 cited
  • 2021Analyzing spillover effects between carbon and fossil energy markets from a time-varying perspective186 cited
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    • 2024Time-varying relatedness and structural changes among green growth, clean energy innovation, and carbon market amid exogenous shocks: A quantile VAR approach17 cited