Do oil price changes really matter for clean energy returns?

JB Geng, C Liu, Q Ji, D Zhang - Renewable and Sustainable Energy …, 2021 - Elsevier
This study analyses the dynamic impacts of oil price changes on clean energy companies'
stock returns by applying a connectedness network approach based on evidence from the …

A systematic bibliometric review of clean energy transition: Implications for low-carbon development

W Zhang, B Li, R Xue, C Wang, W Cao - PLoS One, 2021 - journals.plos.org
More voices are calling for a quicker transition towards clean energy. The exploration and
exploitation of clean energy such as wind energy and solar energy are effective means to …

The spillover effects among fossil fuel, renewables and carbon markets: evidence under the dual dilemma of climate change and energy crises

CW Su, LD Pang, M Qin, OR Lobonţ, M Umar - Energy, 2023 - Elsevier
The environmental emergency and energy crisis are serious challenges exposed to Europe,
which results in a fundamental shift in the linkages regarding fossil fuel, renewable energy …

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 …

Asymmetric effects of geopolitical risks and uncertainties on green bond markets

Y Tang, XH Chen, PK Sarker, S Baroudi - Technological Forecasting and …, 2023 - Elsevier
This paper examines the asymmetric effects of the United States Economic Policy
Uncertainty (USEPU), Geopolitical Threats (GPRT), Geopolitical Acts (GPRA), and the West …

[HTML][HTML] Climate risk and green investments: New evidence

A Dutta, E Bouri, T Rothovius, GS Uddin - Energy, 2023 - Elsevier
The academic literature on green energy equity markets has increased extensively over the
last decade due to growing concerns about climate change and the substantial flow of …

Extreme return connectedness and its determinants between clean/green and dirty energy investments

T Saeed, E Bouri, H Alsulami - Energy Economics, 2021 - Elsevier
Previous studies point to the time-variation and asymmetry in the relationship between clean
energy stocks and crude oil markets, but there is a lack of evidence on the return spillovers …

Dynamic spillover effects and portfolio strategies between crude oil, gold and Chinese stock markets related to new energy vehicle

Z Dai, H Zhu, X Zhang - Energy Economics, 2022 - Elsevier
This paper investigates the volatility spillover effects and the dynamic relationships among
WTI crude oil, gold and the Chinese stock markets of new energy vehicle, environmental …

Time and frequency domain connectedness and spill-over among fintech, green bonds and cryptocurrencies in the age of the fourth industrial revolution

TNL Le, EJA Abakah, AK Tiwari - Technological Forecasting and Social …, 2021 - Elsevier
The study in the age of the 4th industrial revolution examines the time and frequency domain
connectedness and spill-over among Fintech, green bonds, and cryptocurrencies. Using …

Oil price shocks, geopolitical risks, and green bond market dynamics

CC Lee, CC Lee, YY Li - The North American Journal of Economics and …, 2021 - Elsevier
This research explores the causal relation among oil price, geopolitical risks, and green
bond index in the United States from December 2013 to January 2019. Unlike the …