A Comparison of the Risk Quantification in Traditional and Renewable Energy Markets
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- Syuhada, Khreshna & Suprijanto, Djoko & Hakim, Arief, 2022. "Comparing gold’s and Bitcoin’s safe-haven roles against energy commodities during the COVID-19 outbreak: A vine copula approach," Finance Research Letters, Elsevier, vol. 46(PB).
- Syuhada, Khreshna & Hakim, Arief, 2024. "Risk quantification and validation for green energy markets: New insight from a credibility theory approach," Finance Research Letters, Elsevier, vol. 62(PA).
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- Zhu, Qing & Lu, Kai & Liu, Shan & Ruan, Yinglin & Wang, Lin & Yang, Sung-Byung, 2022. "Can low-carbon value bring high returns? Novel quantitative trading from portfolio-of-investment targets in a new-energy market," Economic Analysis and Policy, Elsevier, vol. 76(C), pages 755-769.
- Hong, Hui & Jiang, Lijun & Zhang, Cheng & Yue, Zhonggang, 2024. "Do conventional and new energy stock markets herd differently? Evidence from China," Research in International Business and Finance, Elsevier, vol. 67(PA).
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Keywords
volatility modeling; risk and portfolio modeling; forecasting; energy;All these keywords.
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