Connectedness between fossil and renewable energy stock indices: The impact of the COP policies
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DOI: 10.1016/j.econmod.2023.106273
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More about this item
Keywords
COP; Fossil and renewable energy; Stock indices; VAR; Connectedness;All these keywords.
JEL classification:
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- Q40 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Energy - - - General
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