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An empirical analysis of the dynamic relationship between clean and dirty energy markets
16 references·2 citing·40 second hopsampled
An empirical analysis of the dynamic relationship between clean and dirty energy markets (2023)An empirical analysis of the dynamic rela…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…Price connectedness between green bond and financial markets (2019)Price connectedness between g…Time and frequency dynamics of connectedness between renewable energy stocks and crude oil prices (2018)Time and frequency dynamics o…Wavelet-based test of co-movement and causality between oil and renewable energy stock prices (2016)Wavelet-based test of co-move…The cross-quantilogram: Measuring quantile dependence and testing directional predictability between time series (2016)The cross-quantilogram: Measu…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…Why do some emerging economies proactively accelerate the adoption of renewable energy? (2011)Why do some emerging economie…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…Oil prices and the stock prices of alternative energy companies (2007)Oil prices and the stock pric…Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)Further Evidence on the Great…Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Testing the null hypothesis o…Testing for a Unit Root in Time Series Regression (1988)Testing for a Unit Root in Ti…Attention to climate change and eco-friendly financial-asset prices: A quantile ARDL approach (2024)Attention to climate change a…Not all are alike: Assessing the effect of geopolitical risk on regional renewable energy development in China (2023)Not all are alike: Assessing …Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test (1999)Unit root tests for panel data (2001)Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)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)Economic Forces and the Stock Market (1986)Oil prices, exchange rates and emerging stock markets (2011)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)The saving and investment nexus for China: evidence from cointegration tests (2005)Introductory Econometrics for Finance (2008)Bounds testing approaches to the analysis of level relationships (2001)Unit root tests in panel data: asymptotic and finite-sample properties (2002)Testing for unit roots in heterogeneous panels (2003)On the determinants of renewable energy consumption: International evidence (2014)Renewable energy consumption – Economic growth nexus for China (2014)Renewable energy, output, CO2 emissions, and fossil fuel prices in Central America: Evidence from a nonlinear panel smooth transition vector error correction model (2014)Trends and random walks in macroeconmic time series (1982)A simple panel unit root test in the presence of cross‐section dependence (2007)The Behavior of Stock-Market Prices (1965)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)The Econometrics of Financial Markets (2012)An analysis of the literature on systemic financial risk: A survey (2016)Frequency Connectedness and Cross-quantile Dependence Between Green Bond and Green Equity Markets (2020)Searching for safe-haven assets during the COVID-19 pandemic (2020)Impulse response analysis in nonlinear multivariate models (1996)Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)Oil price shocks, geopolitical risks, and green bond market dynamics (2020)Geopolitical risk and dynamic connectedness between commodity markets (2022)Dynamic spillover effects among green bond, renewable energy stocks and carbon markets during COVID-19 pandemic: Implications for hedging and investments strategies (2021)Quantile time–frequency price connectedness between green bond, green equity, sustainable investments and clean energy markets (2022)
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References

  • 1988Testing for a Unit Root in Time Series Regression19,288 cited
  • 1992Testing the null hypothesis of stationarity against the alternative of a unit root12,634 cited
  • 2002Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis5,745 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
  • 2011Why do some emerging economies proactively accelerate the adoption of renewable energy?557 cited
  • 2016The cross-quantilogram: Measuring quantile dependence and testing directional predictability between time series553 cited
  • 2019Price connectedness between green bond and financial markets526 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
  • 2013

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Does 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
  • 2020Crude oil prices and clean energy stock indices: Lagged and asymmetric effects with quantile regression297 cited
  • Cited by

    • 2023Not all are alike: Assessing the effect of geopolitical risk on regional renewable energy development in China70 cited
    • 2024Attention to climate change and eco-friendly financial-asset prices: A quantile ARDL approach25 cited