… returns of clean energy companies. We use a structural vector autoregressive (VAR) model
to … Therefore, to shed light on the link between oil price and renewable energy stock price, a …

… stock market to carbon market and renewable energy market to … inherent shortcomings of
structural vector autoregression (SVAR) in … volatility in global financial and crude oil markets. …

… vector autoregressive analysis to investigate the interrelationship among clean energy firms’
stock prices, oil prices, carbon markets… We employ a standard vector autoregressive model (…

… Therefore, we argue that the stock prices of clean energy firms may tend to rise along with
… after structural break in late 2007 by applying Markov-switching VAR (vector autoregressive…

… analyses the connectedness between oil market and stock returns of clean energy and
technology companies … stock prices, and interest rates using Vector Autoregression (VAR) models…

… three energy stock prices indices of Saudi and the UAE and Kuwait using three long memory
autoregressive … instability of the carbon market and the challenges associated with carbon …

… oil and clean energy stock prices have the same movement. Applying an asymmetric GARCH
model… the response of clean energy stock markets to the recent oil prices shocks over the …

… associated financial markets such as the carbon market. Since … bivariate vector autoregressive
– generalized autoregressive … , show that although oil and clean energy stock returns are …

… that analyze the link between the CESP and various indicators generally employed the
vector autoregressive (… between crude oil prices and returns from the renewable energy stock …

… oil prices and renewable energy stock prices or technology … Within the vector autoregressive
(VAR) framework, all variables … In our analysis, we assume the price series are modeled as …