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Exploring the interconnectedness of China's new energy and stock markets: A study on volatility spillovers and dynamic correlations
16 references·1 citing·42 second hopsampled
Exploring the interconnectedness of China's new energy and stock markets: A study on volatility spillovers and dynamic correlations (2023)Exploring the interconnectedness of China…How much does financial development contribute to renewable energy growth and upgrading of energy structure in China? (2019)How much does financial devel…Time and frequency dynamics of connectedness between renewable energy stocks and crude oil prices (2018)Time and frequency dynamics o…SRISK: A conditional capital shortfall measure of systemic risk (2017)SRISK: A conditional capital …Financing renewable energy: Who is financing what and why it matters (2017)Financing renewable energy: W…Energy innovation and renewable energy consumption in the correction of air pollution levels (2017)Energy innovation and renewab…Wavelet-based test of co-movement and causality between oil and renewable energy stock prices (2016)Wavelet-based test of co-move…Asymmetric Volatility Spillovers: Revisiting the Diebold-Yilmaz (2009) Spillover Index with Realized Semivariance (2013)Asymmetric Volatility Spillov…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…SRISK: A Conditional Capital Shortfall Measure of Systemic Risk (2010)SRISK: A Conditional Capital …Oil prices and the stock prices of alternative energy companies (2007)Oil prices and the stock pric…Dynamic correlation analysis of financial contagion: Evidence from Asian markets (2007)Dynamic correlation analysis …Dynamic Conditional Correlation (2002)Dynamic Conditional Correlati…Assessing the Contribution of Venture Capital to Innovation (2000)Assessing the Contribution of…Modeling Asymmetric Comovements of Asset Returns (1998)Modeling Asymmetric Comovemen…Multivariate GARCH models: a surveyMultivariate GARCH models: a …Are clean energy markets hedges for stock markets? A tail quantile connectedness regression (2024)Are clean energy markets hedg…Modelling the Coherence in Short-Run Nominal Exchange Rates: A Multivariate Generalized Arch Model (1990)ARCH modeling in finance (1992)Multivariate Simultaneous Generalized ARCH (1995)Modeling and Forecasting Realized Volatility (2003)Introductory Econometrics for Finance (2008)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Invention and Economic Growth (1966)Issues in Assessing the Contribution of Research and Development to Productivity Growth (1979)The Dynamics of Productivity in the Telecommunications Equipment Industry (1992)Law, Finance, and Economic Growth in China (2003)The dynamics of crowdfunding: An exploratory study (2013)Technological Innovation, Resource Allocation, and Growth* (2017)Economic Forces and the Stock Market (1986)Statistical inference in vector autoregressions with possibly integrated processes (1995)Generalized impulse response analysis in linear multivariate models (1998)Oil prices, exchange rates and emerging stock markets (2011)PORTFOLIO SELECTION* (1952)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)Competing Technologies, Increasing Returns, and Lock-In by Historical Events (1989)Climate change challenges for central banks and financial regulators (2018)Importance of Green Finance for Achieving Sustainable Development Goals and Energy Security (2019)Low‐carbon transition risks for finance (2020)Macroeconomics and Reality (1980)Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)A bibliometric analysis on green finance: Current status, development, and future directions (2019)Green innovation and firm performance: Evidence from listed companies in China (2019)Innovation in emerging economies: Research on the digital economy driving high-quality green development (2022)Credit Cycles (1997)Where the Risks Lie: A Survey on Systemic Risk (2015)Estimating global bank network connectedness (2017)Conditional Tail-Risk in Cryptocurrency Markets (2018)No Contagion, Only Interdependence: Measuring Stock Market Comovements (2002)An empirical analysis of herd behavior in global stock markets (2010)Financial crises and stock market contagion in a multivariate time-varying asymmetric framework (2010)The COVID-19 Outbreak and Affected Countries Stock Markets Response (2020)Book Review: Time Series Analysis: Forecasting and Control (1977)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Systemic Risk Measurement: Multivariate GARCH Estimation of CoVaR (2012)Dynamic spillover effects among crude oil, precious metal, and agricultural commodity futures markets (2016)Green bond and financial markets: Co-movement, diversification and price spillover effects (2018)
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References

  • 2002Dynamic Conditional Correlation7,229 cited
  • 2000Assessing the Contribution of Venture Capital to Innovation2,098 cited
  • n.d.Multivariate GARCH models: a survey2,055 cited
  • 1998Modeling Asymmetric Comovements of Asset Returns1,588 cited
  • 2017SRISK: A conditional capital shortfall measure of systemic risk1,318 cited
  • 2007Dynamic correlation analysis of financial contagion: Evidence from Asian markets913 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
  • 2017Financing renewable energy: Who is financing what and why it matters783 cited
  • 2019How much does financial development contribute to renewable energy growth and upgrading of energy structure in China?716 cited
  • 2010SRISK: A Conditional Capital Shortfall Measure of Systemic Risk662 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
  • 2017Energy innovation and renewable energy consumption in the correction of air pollution levels584 cited

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  • 2016Wavelet-based test of co-movement and causality between oil and renewable energy stock prices501 cited
  • 2013Asymmetric Volatility Spillovers: Revisiting the Diebold-Yilmaz (2009) Spillover Index with Realized Semivariance468 cited
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    • 2024Are clean energy markets hedges for stock markets? A tail quantile connectedness regression46 cited