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A time-varying Granger causality analysis between water stock and green stocks using novel approaches
16 references·0 citing·46 second hopsampled
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References

  • 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 cited
  • 1988Testing for a Unit Root in Time Series Regression19,288 cited
  • 2015Testing for multiple bubbles: limit theory of real-time detectors: Testing for multiple bubbles479 cited
  • 2001A test for volatility spillover with application to exchange rates443 cited
  • 2019The role of non-renewable energy consumption in economic growth and carbon emission: Evidence from oil producing economies in Africa434 cited
  • 2008Estimating Granger Causality from Fourier and Wavelet Transforms of Time Series Data346 cited
  • 2019Causal Change Detection in Possibly Integrated Systems: Revisiting the Money–Income Relationship*295 cited
  • 2022Quantile risk spillovers between energy and agricultural commodity markets: Evidence from pre and during COVID-19 outbreak277 cited
  • 2016Biomass energy consumption, economic growth and carbon emissions: Fresh evidence from West Africa using a simultaneous equation model253 cited
  • 2014Time-varying Granger causality tests for applications in global crude oil markets115 cited
  • 2015Causality in Continuous Wavelet Transform Without Spectral Matrix Factorization: Theory and Application107 cited
  • 2012Worldwide synchronization since the nineteenth century: a wavelet-based view87 cited
  • 2017A pre-crisis vs. crisis analysis of peripheral EU stock markets by means of wavelet transform and a nonlinear causality test

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83 cited
  • 2022Tail risk dependence, co-movement and predictability between green bond and green stocks66 cited
  • 2020Does investor attention influence water companies’ stock returns?37 cited
  • 2011Which way does water flow? An econometric analysis of the global price integration of water stocks28 cited
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