Renewable energy and portfolio volatility spillover effects of GCC oil exporting countries
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More about this item
Keywords
Gulf Cooperation Council countries; oil exports; total volatility spillovers; renewables; volatility determinants; energy security;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
- C58 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Financial Econometrics
- G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill
- O53 - Economic Development, Innovation, Technological Change, and Growth - - Economywide Country Studies - - - Asia including Middle East
- Q41 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Energy - - - Demand and Supply; Prices
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ARA-2022-09-12 (MENA - Middle East and North Africa)
- NEP-ENE-2022-09-12 (Energy Economics)
- NEP-ENV-2022-09-12 (Environmental Economics)
- NEP-INT-2022-09-12 (International Trade)
- NEP-RMG-2022-09-12 (Risk Management)
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