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Determinants of renewable stock returns: The role of global supply chain pressure

Author

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  • Hu, Guoheng
  • Gozgor, Giray
  • Lu, Zhou
  • Mahalik, Mantu Kumar
  • Pal, Shreya

Abstract

This study investigates the determinants of the global renewable stocks index returns from November 2003 to August 2022. The explanatory variables include global supply chain pressure measures, climate policy uncertainty, global economic activity, and crude oil prices. The long-run panel dynamic Autoregressive Distributed Lag estimations show that the global supply chain pressure, climate policy uncertainty, and global economic activity redound renewable stock returns. These results are robust enough to utilise different long-run estimation techniques. Potential policy implications are also discussed.

Suggested Citation

  • Hu, Guoheng & Gozgor, Giray & Lu, Zhou & Mahalik, Mantu Kumar & Pal, Shreya, 2024. "Determinants of renewable stock returns: The role of global supply chain pressure," Renewable and Sustainable Energy Reviews, Elsevier, vol. 191(C).
    • Handle: RePEc:eee:rensus:v:191:y:2024:i:c:s1364032123010407
    DOI: 10.1016/j.rser.2023.114182
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