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 …

This paper examines the time and frequency dynamics of connectedness among stock
prices of US clean energy companies, crude oil prices and a number of key financial …

The study on the dynamic relationships between crude oil, stock prices of renewable energy
and technology companies has aroused increasingly interest in the literature. This work …

This paper investigates the inter-connectedness between WTI oil price returns and the
returns of listed firms in the US energy sector. Specifically, we focus on the issue of whether …

This study employs wavelet coherency, phase differences and spillover analysis to examine
the dynamic connectedness between oil prices and stock returns of clean energy and …

This paper contributes to the large volume of empirical studies on the relationship between
oil shocks and stock markets from a new systemic perspective. The method of measuring …

This paper investigates the information spillover between carbon price returns and 18 top
European electricity companies' stock returns using a connectedness network approach …

This study investigates the dynamic directional information spillover of return and volatility
between the fossil energy market, investor sentiment towards renewable energy and the …

This paper examines the time and frequency connectedness among electricity, carbon and
clean energy markets, and oil price demand and supply shocks. In doing so, we use the …

Increasing concern about the challenges of climate change has triggered rapid growth of
private investment into clean energy sectors. Currently, the uncertain global economic …