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 …

An empirical analysis of the dynamic relationship between clean and dirty energy markets

AK Tiwari, N Trabelsi, EJA Abakah, S Nasreen… - Energy Economics, 2023 - Elsevier
This research provides an empirical analysis of the dynamic relationship between clean and
dirty energy markets. Specifically, we use Brent crude, West-Texas-Intermediate (WTI) crude …

[HTML][HTML] Do green energy markets catch cold when conventional energy markets sneeze?

A Rao, B Lucey, S Kumar, WM Lim - Energy Economics, 2023 - Elsevier
This study analyzes the interconnectedness between conventional and green energy
markets in terms of daily returns and volatility through a time and frequency connectedness …

Dynamic connectedness between clean energy stock markets and energy commodity markets during times of COVID-19: empirical evidence from China

H Qi, L Ma, P Peng, H Chen, K Li - Resources Policy, 2022 - Elsevier
We examine the dynamic relationship between clean energy stock markets and energy
commodity markets in China from a time-frequency perspective. The daily dataset spans …

The co-movement between oil and clean energy stocks: A wavelet-based analysis of horizon associations

AI Maghyereh, B Awartani, H Abdoh - Energy, 2019 - Elsevier
The production of clean energy is crucial for protecting the environment and satisfying the
future demand for energy. However, the growth in clean energy production and consumption …

Asymmetric impact of COVID-19 news on the connectedness of the green energy, dirty energy, and non-ferrous metal markets

L Wang, L Guan, Q Ding, H Zhang - Energy Economics, 2023 - Elsevier
In the transition from dirty to green energy, non-ferrous metals are crucial. The COVID-19
pandemic has severely hampered the energy transition process and affected risk …

The role of the COVID-19 pandemic in time-frequency connectedness between oil market shocks and green bond markets: Evidence from the wavelet-based quantile …

P Wei, Y Qi, X Ren, G Gozgor - Energy Economics, 2023 - Elsevier
This study contributes to the existing literature on the relationship between oil market shocks
and the green bond market by investigating the impact of the COVID-19 pandemic on their …

A Wavelet Analysis of the Dynamic Connectedness among Oil Prices, Green Bonds, and CO2 Emissions

NJ Marín-Rodríguez, JD González-Ruiz, S Botero - Risks, 2023 - mdpi.com
Wavelet power spectrum (WPS) and wavelet coherence analyses (WCA) are used to
examine the co-movements among oil prices, green bonds, and CO2 emissions on daily …

Return connectedness and multiscale spillovers across clean energy indices and grain commodity markets around COVID-19 crisis

H Zeng, R Lu, AD Ahmed - Journal of Environmental Management, 2023 - Elsevier
The aim of this paper is to examine the return connectedness and multiscale spillovers
between the Clean Energy Index and the grain commodity market around COVID-19. Using …

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 …