… value of renewable energy and energy prices … vector autoregression (VAR) model to study
the dynamic relationships between the stock prices of alternative energy companies, oil prices…

… To this end, this research employs a Vector Autoregressive … (1) crude oil is a crucial
determinant of clean energy stocks while … of CE stock prices, their relationship with oil prices is …

… prices in the ETS plot of Shanghai, natural gas and oil prices … time series vector with a
finite-order vector autoregressive … t − k , and ε t being a white noise error vector. E ( ε t ) = 0 , and E …

… carbon trading market, new energy stock market, crude oil … oil price is the Granger cause
of the clean energy stock price [… Φ i is an N × N vector autoregressive coefficient matrix. The …

… use the exogenous oil price structural shocks, ie oil supply, … for clean energy stock market
to make one in-depth analysis, … use oil price and Vietnam’s stock prices to show that oil price …

… the vector autoregressive (VAR) approach, the autoregressive … in coal prices can interpret
the carbon market price better … stock market of clean energy firms and EU CET market prices. …

… structural vector autoregressive model (SVAR). This SVAR requirement that oil price changes
… Therefore, we conclude that the stock prices of clean energy producers can beat the future …

… fossil energy market will be affected by the carbon market, we … the vector autoregressive
model, the optimal lag order of the … market and technological innovation related to clean energy, …

… , clean energy equities do not outperform crude oil prices. These findings corroborate those
of [24], who used the vector auto regression (VAR) … that renewable energy stock prices were …

… Thus, by using the Vector Autoregressive models and the … model to explore the spillover
effect of market sentiments, oil … carbon market in europe: Two different trajectories but some …