Time-frequency connectedness among clean-energy stocks and fossil fuel markets: Comparison between financial, oil and pandemic crisis

M Umar, S Farid, MA Naeem - Energy, 2022 - Elsevier
Motivated by lack of empirical research on volatility linkages among clean-energy stock
markets and fossil fuel markets during the recent Covid-19 pandemic, the study examines …

Co-movement between dirty and clean energy: A time-frequency perspective

S Farid, S Karim, MA Naeem, R Nepal, T Jamasb - Energy Economics, 2023 - Elsevier
In the backdrop of the recent covid-19 pandemic there is a renewed interest to understand
the interlinkages between dirty and clean energies. In this regard, the study examines the co …

Energy consumption within policy uncertainty: Considering the climate and economic factors

ZZ Li, CW Su, NC Moldovan, M Umar - Renewable Energy, 2023 - Elsevier
Climate and economic policy are closely correlated with energy consumption. This study
investigates the bi-directional causality between renewable (REC) and non-renewable …

[HTML][HTML] Do uncertainties affect clean energy markets? Comparisons from a multi-frequency and multi-quantile framework

Y Li, C Yan, X Ren - Energy Economics, 2023 - Elsevier
Clean energy market has great potential to promote the balance between economic
development and environmental protection, and has gradually become one of the vital …

Dynamics of the return and volatility connectedness among green finance markets during the COVID-19 pandemic

X Lu, N Huang, J Mo, Z Ye - Energy Economics, 2023 - Elsevier
This paper examines the return and volatility connectedness among green finance markets
including the green bonds, clean energy and socially responsible stocks, especially …

The spillover effects and connectedness among green commodities, Bitcoins, and US stock markets: Evidence from the quantile VAR network

R Khalfaoui, SB Jabeur, B Dogan - Journal of environmental management, 2022 - Elsevier
Several economic and financial crises, as well as the recent health crisis, have driven major
shock spillover channels over stock markets. While various empirical studies have explored …

Connectedness among El Niño-Southern Oscillation, carbon emission allowance, crude oil and renewable energy stock markets: Time-and frequency-domain …

Y Wei, J Zhang, L Bai, Y Wang - Renewable Energy, 2023 - Elsevier
Understanding the interactions among climate change, carbon emission allowance trading,
crude oil and renewable energy stock markets, especially the role of climate change in this …

COVID-19, clean energy stock market, interest rate, oil prices, volatility index, geopolitical risk nexus: evidence from quantile regression

S Ghosh - Journal of Economics and Development, 2022 - emerald.com
Purpose The outbreak and the spreading of the COVID-19 pandemic have impacted the
global financial sector, including the alternative clean and renewable energy sector. This …

Co-movement between oil price, CO2 emission, renewable energy and energy equities: evidence from GCC countries

MA Alkathery, K Chaudhuri - Journal of Environmental Management, 2021 - Elsevier
Using the data from GCC countries, this paper analyses the co-movement between oil price,
EU carbon allowance prices, global clean energy index and equity index from three GCC …

[HTML][HTML] Effect of geopolitical risk and economic uncertainty indices on renewable energy

X Zhao, KS Mohammed, Y Wang, P Stępień… - Geoscience …, 2024 - Elsevier
In this study, the relationships between five renewable energy sub-sectors markets and the
geopolitical risk (GPR) and economic uncertainty indices (EUI) were examined using daily …