Which clean energy sectors are attractive? A portfolio diversification perspective

W Kuang - Energy Economics, 2021 - Elsevier
Clean energy assets have opened up new investment opportunities for market participants.
How to construct an efficient clean energy stock portfolio and how it would perform in …

Measuring risk spillovers between oil and clean energy stocks: Evidence from a systematic framework

X Tan, Y Geng, A Vivian, X Wang - Resources Policy, 2021 - Elsevier
Increasing concern about the challenges of climate change has triggered rapid growth of
private investment into clean energy sectors. Currently, the uncertain global economic …

Modeling return and volatility spillover networks of global new energy companies

JB Geng, YJ Du, Q Ji, D Zhang - Renewable and Sustainable Energy …, 2021 - Elsevier
This paper constructs the returns and volatility system networks of the global new energy
companies using the connectedness network approach. Then, it measures the information …

Hedging strategies of green assets against dirty energy assets

T Saeed, E Bouri, DK Tran - Energies, 2020 - mdpi.com
Previous studies argue that the relationships between clean/green and dirty energy assets
are time-varying, but there is a lack of evidence on the hedging ability of clean energy stocks …

The relationship between oil prices and the indices of renewable energy and technology companies based on QQR and GCQ techniques

KS Mohammed, A Mellit - Renewable Energy, 2023 - Elsevier
This paper aims to examine the relationship between oil prices and the indices of renewable
energy and technology companies using Quantile Regression (QR.), Quantile-on-Quantile …

Environmental, social, and governance (ESG) investing and commodities: Dynamic connectedness and risk management strategies

ECC Cagli, PE Mandaci, D Taşkın - … Accounting, Management and …, 2023 - emerald.com
Purpose The purpose of this study is to examine the dynamic connectedness and volatility
spillovers between commodities and corporations exhibiting the best environmental, social …

The impact of extreme structural oil-price shocks on clean energy and oil stocks

A Maghyereh, H Abdoh - Energy, 2021 - Elsevier
This paper investigates the time frequency and quantile dynamics of the dependence
among the stock prices of clean energy companies, the stock prices of oil & gas companies …

Connectivity and spillover during crises: Highlighting the prominent and growing role of green energy

AK Banerjee, A Sensoy, JW Goodell - Energy Economics, 2024 - Elsevier
How influential are green energy instruments? We examine how green-and carbon-energy
assets differ regarding transmitting and receiving shocks between normal versus crises …

Downside and upside risk spillovers between green finance and energy markets

H Mzoughi, C Urom, K Guesmi - Finance Research Letters, 2022 - Elsevier
This paper aims to build an incentive to mobilize the financial resources needed to
accelerate the transition to a climate resilient economy. To this end, we examine the …

Modeling the nexus of crude oil, new energy and rare earth in China: An asymmetric VAR-BEKK (DCC)-GARCH approach

Y Chen, B Zheng, F Qu - Resources Policy, 2020 - Elsevier
This study investigated the volatility spillovers and dynamic correlations between
international crude oil, new energy and rare earth markets in China, given China's …