… To this end, this research employs a VectorAutoregressive … (1) crude oil is a crucial determinant of cleanenergystocks while … of CE stockprices, their relationship with oilprices is …
… prices in the ETS plot of Shanghai, natural gas and oilprices … time series vector with a finite-order vectorautoregressive … t − k , and ε t being a white noise error vector. E ( ε t ) = 0 , and E …
… carbontradingmarket, new energystockmarket, crude oil … oilprice is the Granger cause of the cleanenergystockprice [… Φ i is an N × N vectorautoregressive coefficient matrix. The …
… use the exogenous oilprice structural shocks, ie oil supply, … for cleanenergystockmarket to make one in-depth analysis, … use oilprice and Vietnam’s stockprices to show that oilprice …
C Jiang, YF Wu, XL Li, X Li - Sustainability, 2020 - mdpi.com
… the vectorautoregressive (VAR) approach, the autoregressive … in coal prices can interpret the carbonmarketprice better … stockmarket of cleanenergyfirms and EU CET marketprices. …
… structural vectorautoregressivemodel (SVAR). This SVAR requirement that oilprice changes … Therefore, we conclude that the stockprices of cleanenergy producers can beat the future …
X Gong, R Shi, J Xu, B Lin - Applied Energy, 2021 - Elsevier
… fossil energymarket will be affected by the carbonmarket, we … the vectorautoregressive model, the optimal lag order of the … market and technological innovation related to cleanenergy, …
LX Zhang, ZA Baloch, G Niu - Renewable Energy, 2023 - Elsevier
… , cleanenergy equities do not outperform crude oilprices. These findings corroborate those of [24], who used the vectorautoregression (VAR) … that renewableenergystockprices were …
… Thus, by using the VectorAutoregressive models and the … model to explore the spillover effect of market sentiments, oil … carbonmarket in europe: Two different trajectories but some …