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Analyzing the relationship between oil prices and renewable energy sources in Italy during the first COVID-19 wave through quantile and wavelet analyses
16 references·0 citing·56 second hopsampled
Analyzing the relationship between oil prices and renewable energy sources in Italy during the first COVID-19 wave through quantile and wavelet analyses (2024)Analyzing the relationship between oil pr…The effects and reacts of COVID-19 pandemic and international oil price on energy, economy, and environment in China (2021)The effects and reacts of COV…Oil price shocks and renewable energy transition: Empirical evidence from net oil-importing South Asian economies (2020)Oil price shocks and renewabl…The dynamic dependence of fossil energy, investor sentiment and renewable energy stock markets (2019)The dynamic dependence of fos…Time-localized wavelet multiple regression and correlation (2017)Time-localized wavelet multip…The impacts of oil price shocks on stock market volatility: Evidence from the G7 countries (2016)The impacts of oil price shoc…Causality in Continuous Wavelet Transform Without Spectral Matrix Factorization: Theory and Application (2015)Causality in Continuous Wavel…Is there dependence and systemic risk between oil and renewable energy stock prices? (2014)Is there dependence and syste…Do food and oil prices co-move? (2012)Do food and oil prices co-mov…Detrended cross-correlation analysis for non-stationary time series with periodic trends (2011)Detrended cross-correlation a…Correlations and volatility spillovers between oil prices and the stock prices of clean energy and technology companies (2011)Correlations and volatility s…Renewable energy consumption and economic growth: Evidence from a panel of OECD countries (2009)Renewable energy consumption …Using wavelets to decompose the time–frequency effects of monetary policy (2008)Using wavelets to decompose t…Impact of crude oil price volatility on economic activities: An empirical investigation in the Thai economy (2008)Impact of crude oil price vol…Testing for short- and long-run causality: A frequency-domain approach (2005)Testing for short- and long-r…The diffusion of renewable energy technology: an analytical framework and key issues for research (2000)The diffusion of renewable en…THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS (1983)THE ESTIMATION AND APPLICATIO…Fractional Brownian Motions, Fractional Noises and Applications (1968)AN INTRODUCTION TO LONG‐MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING (1980)Fractional Differencing (1981)The distribution of realized stock return volatility (2001)Modeling and Forecasting Realized Volatility (2003)Is All That Talk Just Noise? 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Evidence from Wavelet Coherence Analysis (2015)Bitcoin, gold, and commodities as safe havens for stocks: New insight through wavelet analysis (2020)Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets (2008)Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)On the Network Topology of Variance Decompositions: Measuring the Connectedness of Financial Firms (2011)The spillover effects and connectedness among green commodities, Bitcoins, and US stock markets: Evidence from the quantile VAR network (2022)The impact of geopolitical risks on renewable energy demand in OECD countries (2023)The spillover effects among fossil fuel, renewables and carbon markets: Evidence under the dual dilemma of climate change and energy crises (2023)
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References

  • 1983THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS2,936 cited
  • 2009Renewable energy consumption and economic growth: Evidence from a panel of OECD countries1,749 cited
  • 2000The diffusion of renewable energy technology: an analytical framework and key issues for research1,000 cited
  • 2005Testing for short- and long-run causality: A frequency-domain approach964 cited
  • 2011Correlations and volatility spillovers between oil prices and the stock prices of clean energy and technology companies877 cited
  • 2008Using wavelets to decompose the time–frequency effects of monetary policy600 cited
  • 2014Is there dependence and systemic risk between oil and renewable energy stock prices?469 cited
  • 2011Detrended cross-correlation analysis for non-stationary time series with periodic trends334 cited
  • 2019The dynamic dependence of fossil energy, investor sentiment and renewable energy stock markets294 cited
  • 2008Impact of crude oil price volatility on economic activities: An empirical investigation in the Thai economy288 cited
  • 2012Do food and oil prices co-move?263 cited
  • 2020Oil price shocks and renewable energy transition: Empirical evidence from net oil-importing South Asian economies243 cited
  • 2021The effects and reacts of COVID-19 pandemic and international oil price on energy, economy, and environment in China171 cited

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2016
The impacts of oil price shocks on stock market volatility: Evidence from the G7 countries
152 cited
  • 2015Causality in Continuous Wavelet Transform Without Spectral Matrix Factorization: Theory and Application107 cited
  • 2017Time-localized wavelet multiple regression and correlation102 cited
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