Do oil price changes really matter for clean energy returns?
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 …
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 …
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
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 …
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
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 …
markets and fossil fuel markets during the recent Covid-19 pandemic, the study examines …
Co-movement between dirty and clean energy: A time-frequency perspective
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 …
the interlinkages between dirty and clean energies. In this regard, the study examines the co …
Extreme return connectedness and its determinants between clean/green and dirty energy investments
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 …
energy stocks and crude oil markets, but there is a lack of evidence on the return spillovers …
Time and frequency domain connectedness and spill-over among fintech, green bonds and cryptocurrencies in the age of the fourth industrial revolution
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 …
connectedness and spill-over among Fintech, green bonds, and cryptocurrencies. Using …
Asymmetric effects of geopolitical risks and uncertainties on green bond markets
This paper examines the asymmetric effects of the United States Economic Policy
Uncertainty (USEPU), Geopolitical Threats (GPRT), Geopolitical Acts (GPRA), and the West …
Uncertainty (USEPU), Geopolitical Threats (GPRT), Geopolitical Acts (GPRA), and the West …
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 …
WTI crude oil, gold and the Chinese stock markets of new energy vehicle, environmental …
[HTML][HTML] Co-movements and spillovers of oil and renewable firms under extreme conditions: New evidence from negative WTI prices during COVID-19
We test for the existence of volatility spillovers and co-movements among energy-focused
corporations during the outbreak of the COVID-19 pandemic, inclusive of the April 2020 …
corporations during the outbreak of the COVID-19 pandemic, inclusive of the April 2020 …