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Effect of geopolitical risk and economic uncertainty indices on renewable energy
16 references·5 citing·45 second hopsampled
Effect of geopolitical risk and economic uncertainty indices on renewable energy (2023)Effect of geopolitical risk and economic …Measuring Geopolitical Risk (2022)Measuring Geopolitical RiskLocal Projections and VARs Estimate the Same Impulse Responses (2021)Local Projections and VARs Es…Effects of the COVID-19 pandemic on the US stock market and uncertainty: A comparative assessment between the first and second waves (2021)Effects of the COVID-19 pande…Structure dependence between oil and agricultural commodities returns: The role of geopolitical risks (2020)Structure dependence between …Geopolitical risk and renewable energy stock markets: An insight from multiscale dynamic risk spillover (2020)Geopolitical risk and renewab…Co-movement of COVID-19 and Bitcoin: Evidence from wavelet coherence analysis (2020)Co-movement of COVID-19 and B…A review of resource curse burden on inflation in Venezuela (2020)A review of resource curse bu…Geopolitical risk, economic policy uncertainty and tourist arrivals: Evidence from a developing country (2019)Geopolitical risk, economic p…Co-movements between Bitcoin and Gold: A wavelet coherence analysis (2019)Co-movements between Bitcoin …Uncertainties and extreme risk spillover in the energy markets: A time-varying copula-based CoVaR approach (2018)Uncertainties and extreme ris…Optimal hedge ratios for clean energy equities (2018)Optimal hedge ratios for clea…Measuring Geopolitical Risk (2018)Measuring Geopolitical RiskOil price uncertainty and clean energy stock returns: New evidence from crude oil volatility index (2017)Oil price uncertainty and cle…Measuring Economic Policy Uncertainty* (2016)Measuring Economic Policy Unc…On the Network Topology of Variance Decompositions: Measuring the Connectedness of Financial Firms (2011)On the Network Topology of Va…Generalized impulse response analysis in linear multivariate models (1998)Generalized impulse response …Geopolitical risk and energy markets in China (2025)Geopolitical risk and energy …Decoding the nexus: How fintech and AI stocks drive the future of sustainable finance (2025)Decoding the nexus: How finte…Evaluating and analyzing renewable energy performance in OECD countries under uncertainty: A robust DEA approach with common weights (2024)Evaluating and analyzing rene…Renewable energy consumption, carbon dioxide emission and financial stability: does institutional quality matter? (2023)Renewable energy consumption,…Clean energy stock price forecasting and response to macroeconomic variables: A novel framework using Facebook's Prophet, NeuralProphet and explainable AI (2023)Clean energy stock price fore…Macroeconomics and Reality (1980)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets (2008)The Extreme Value Method for Estimating the Variance of the Rate of Return (1980)Oil and the Stock Markets (1996)THE IMPACT OF OIL PRICE SHOCKS ON THE U.S. STOCK MARKET* (2009)The dynamic dependence of fossil energy, investor sentiment and renewable energy stock markets (2019)Crude oil prices and clean energy stock indices: Lagged and asymmetric effects with quantile regression (2020)Dependence and risk spillovers between green bonds and clean energy markets (2020)Modelling the Coherence in Short-Run Nominal Exchange Rates: A Multivariate Generalized Arch Model (1990)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Dynamic Conditional Correlation (2002)Do all clean energy stocks respond homogeneously to oil price? (2019)Do green investments react to oil price shocks? Implications for sustainable development (2020)Frequency Connectedness and Cross-quantile Dependence Between Green Bond and Green Equity Markets (2020)Investment under Uncertainty (1994)The Impact of Uncertainty Shocks (2009)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)Measuring Uncertainty (2015)Impact of economic policy uncertainty shocks on China's financial conditions (2019)Extreme spillovers among fossil energy, clean energy, and metals markets: Evidence from a quantile-based analysis (2022)Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)SRISK: A Conditional Capital Shortfall Measure of Systemic Risk (2016)Measuring the Frequency Dynamics of Financial Connectedness and Systemic Risk* (2018)Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions (2020)Is Gold a Hedge or a Safe Haven? An Analysis of Stocks, Bonds and Gold (2009)Is gold a safe haven? International evidence (2010)COVID-19 and finance: Agendas for future research (2020)Evaluating green innovation and performance of financial development: mediating concerns of environmental regulation (2021)Is non-fungible token pricing driven by cryptocurrencies? (2021)The effects of a “black swan” event (COVID-19) on herding behavior in cryptocurrency markets (2021)Investment Under Uncertainty. (1994)The Unprecedented Stock Market Reaction to COVID-19 (2020)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market (2009)Local Projection Inference Is Simpler and More Robust Than You Think (2021)A Reassessment of Monetary Policy Surprises and High-Frequency Identification (2022)A Reassessment of Monetary Policy Surprises and High-Frequency Identification (2023)Industry costs of equity (1997)Russia–Ukraine crisis: The effects on the European stock market (2022)Advancing green finance: a review of sustainable development (2023)The impact of the Russian-Ukrainian war on global financial markets (2023)
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References

  • 2016Measuring Economic Policy Uncertainty*12,809 cited
  • 1998Generalized impulse response analysis in linear multivariate models6,129 cited
  • 2011On the Network Topology of Variance Decompositions: Measuring the Connectedness of Financial Firms4,943 cited
  • 2022Measuring Geopolitical Risk4,303 cited
  • 2021Local Projections and VARs Estimate the Same Impulse Responses738 cited
  • 2018Measuring Geopolitical Risk596 cited
  • 2020Co-movement of COVID-19 and Bitcoin: Evidence from wavelet coherence analysis476 cited
  • 2017Oil price uncertainty and clean energy stock returns: New evidence from crude oil volatility index327 cited
  • 2018Optimal hedge ratios for clean energy equities217 cited
  • 2018Uncertainties and extreme risk spillover in the energy markets: A time-varying copula-based CoVaR approach197 cited
  • 2020Geopolitical risk and renewable energy stock markets: An insight from multiscale dynamic risk spillover179 cited
  • 2019Geopolitical risk, economic policy uncertainty and tourist arrivals: Evidence from a developing country172 cited
  • 2021Effects of the COVID-19 pandemic on the US stock market and uncertainty: A comparative assessment between the first and second waves169 cited
  • 2020A review of resource curse burden on inflation in Venezuela147 cited

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  • 2019Co-movements between Bitcoin and Gold: A wavelet coherence analysis146 cited
  • 2020Structure dependence between oil and agricultural commodities returns: The role of geopolitical risks128 cited
  • Cited by

    • 2025Geopolitical risk and energy markets in China60 cited
    • 2023Renewable energy consumption, carbon dioxide emission and financial stability: does institutional quality matter?47 cited
    • 2023Clean energy stock price forecasting and response to macroeconomic variables: A novel framework using Facebook's Prophet, NeuralProphet and explainable AI33 cited
    • 2024Evaluating and analyzing renewable energy performance in OECD countries under uncertainty: A robust DEA approach with common weights33 cited
    • 2025Decoding the nexus: How fintech and AI stocks drive the future of sustainable finance22 cited