Wavelet-based test of co-movement and causality between oil and renewable energy stock prices

JC Reboredo, MA Rivera-Castro, A Ugolini - Energy Economics, 2017 - Elsevier
We studied co-movement and causality between oil and renewable energy stock prices
using continuous and discrete wavelets, firstly, to obtain information on dynamic correlations …

Oil price shocks, economic policy uncertainty and industry stock returns in China: Asymmetric effects with quantile regression

W You, Y Guo, H Zhu, Y Tang - Energy Economics, 2017 - Elsevier
This paper investigates the impact of crude oil shocks and China's economic policy
uncertainty on stock returns at different locations on the return distributions. Based on …

Oil price uncertainty and clean energy stock returns: New evidence from crude oil volatility index

A Dutta - Journal of Cleaner Production, 2017 - Elsevier
Earlier studies evidence that oil price shocks have significant impacts on clean energy stock
returns. While the previous literature uses traditional oil price series to investigate such …

On the dynamic dependence and investment performance of crude oil and clean energy stocks

W Ahmad - Research in International Business and Finance, 2017 - Elsevier
This paper examines the directional spillover between crude oil prices and stock prices of
technology and clean energy companies. The study uses the daily data over the period from …

An overview of renewable energy companies in stock exchange: Evidence from minimal spanning tree approach

M Kazemilari, A Mardani, D Streimikiene… - Renewable Energy, 2017 - Elsevier
The renewable energy industry has the important role in overall growth in the worldwide
economy in the last two decades. This paper constitutes a first analysis on renewable …

European green mutual fund performance: A comparative analysis with their conventional and black peers

G Ibikunle, T Steffen - Journal of Business Ethics, 2017 - Springer
We conduct the first comparative analysis of the financial performance of European green,
black (fossil energy and natural resource) and conventional mutual funds. Based on a …

Co-movements among the stock prices of new energy, high-technology and fossil fuel companies in China

G Zhang, Z Du - Energy, 2017 - Elsevier
In this paper, a three-variable TVP-SV-VAR model is developed and estimated to investigate
the dynamic relationships among the stock prices of new energy, high-technology and fossil …

Sustainability and financial performance of companies in the energy sector in Romania

D Paun - Sustainability, 2017 - mdpi.com
In the article, we focus on the question of sustainability in the renewable energy sector of
Romania. The aim of the current paper is to analyze the financial performance of the …

Do economic and societal factors influence the financial performance of alternative energy firms?

K Gupta - Energy Economics, 2017 - Elsevier
Prior studies find that the technology sector and oil prices strongly influence the financial
performance of alternative energy firms. The results, however, are country-specific and the …

[PDF][PDF] Oil prices, renewable energy, CO2 emissions and economic growth in OECD countries

T Zaghdoudi - Economics Bulletin, 2017 - accessecon.com
This paper examines the casual relationship between oil prices, renewable energy, carbon
dioxide emissions and economic growth for the OECD countries over the period 1990-2015 …