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How do the stock prices of new energy and fossil fuel companies correlate? Evidence from China

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  1. Dai, Zhifeng & Zhu, Haoyang & Zhang, Xinhua, 2022. "Dynamic spillover effects and portfolio strategies between crude oil, gold and Chinese stock markets related to new energy vehicle," Energy Economics, Elsevier, vol. 109(C).
  2. Reboredo, Juan C. & Ugolini, Andrea, 2018. "The impact of energy prices on clean energy stock prices. A multivariate quantile dependence approach," Energy Economics, Elsevier, vol. 76(C), pages 136-152.
  3. Zhang, Guofu & Du, Ziping, 2017. "Co-movements among the stock prices of new energy, high-technology and fossil fuel companies in China," Energy, Elsevier, vol. 135(C), pages 249-256.
  4. Mbarki, Imen & Khan, Muhammad Arif & Karim, Sitara & Paltrinieri, Andrea & Lucey, Brian M., 2023. "Unveiling commodities-financial markets intersections from a bibliometric perspective," Resources Policy, Elsevier, vol. 83(C).
  5. Caporale, Guglielmo Maria & Spagnolo, Nicola & Almajali, Awon, 2023. "Connectedness between fossil and renewable energy stock indices: The impact of the COP policies," Economic Modelling, Elsevier, vol. 123(C).
  6. Arif, Muhammad & Naeem, Muhammad Abubakr & Farid, Saqib & Nepal, Rabindra & Jamasb, Tooraj, 2022. "Diversifier or more? Hedge and safe haven properties of green bonds during COVID-19," Energy Policy, Elsevier, vol. 168(C).
  7. Lin, Boqiang & Chen, Yufang, 2019. "Dynamic linkages and spillover effects between CET market, coal market and stock market of new energy companies: A case of Beijing CET market in China," Energy, Elsevier, vol. 172(C), pages 1198-1210.
  8. Asma Abdallah & Ahmed Ghorbela, 2018. "Hedging Oil Prices with Renewable Energy Indices A Comparison between Various Multivariate Garch Versions," Biostatistics and Biometrics Open Access Journal, Juniper Publishers Inc., vol. 6(3), pages 74-86, April.
  9. Spelta, Alessandro & De Giuli, Maria Elena, 2023. "Does renewable energy affect fossil fuel price? A time–frequency analysis for the Europe," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 626(C).
  10. Asl, Mahdi Ghaemi & Canarella, Giorgio & Miller, Stephen M., 2021. "Dynamic asymmetric optimal portfolio allocation between energy stocks and energy commodities: Evidence from clean energy and oil and gas companies," Resources Policy, Elsevier, vol. 71(C).
  11. Janda, Karel & Kristoufek, Ladislav & Zhang, Binyi, 2022. "Return and volatility spillovers between Chinese and U.S. clean energy related stocks," Energy Economics, Elsevier, vol. 108(C).
  12. Yahya, Muhammad & Ghosh, Sajal & Kanjilal, Kakali & Dutta, Anupam & Uddin, Gazi Salah, 2020. "Evaluation of cross-quantile dependence and causality between non-ferrous metals and clean energy indexes," Energy, Elsevier, vol. 202(C).
  13. Wensheng Kang & Ronald A. Ratti, 2015. "Oil shocks, policy uncertainty and stock returns in China," The Economics of Transition, The European Bank for Reconstruction and Development, vol. 23(4), pages 657-676, October.
  14. Lee, Chi-Chuan & Tang, Huayun & Li, Ding, 2022. "The roles of oil shocks and geopolitical uncertainties on China’s green bond returns," Economic Analysis and Policy, Elsevier, vol. 74(C), pages 494-505.
  15. Shah, Imran Hussain & Hiles, Charlie & Morley, Bruce, 2018. "How do oil prices, macroeconomic factors and policies affect the market for renewable energy?," Applied Energy, Elsevier, vol. 215(C), pages 87-97.
  16. Yufeng Chen & Wenqi Li & Xi Jin, 2018. "Volatility Spillovers between Crude Oil Prices and New Energy Stock Price in China," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 43-62, December.
  17. Qu, Fang & Chen, Yufeng & Zheng, Biao, 2021. "Is new energy driven by crude oil, high-tech sector or low-carbon notion? New evidence from high-frequency data," Energy, Elsevier, vol. 230(C).
  18. Reboredo, Juan C., 2018. "Green bond and financial markets: Co-movement, diversification and price spillover effects," Energy Economics, Elsevier, vol. 74(C), pages 38-50.
  19. Zhang, Xiqian & Wilson, Clevo, 2022. "Transition from brown to green: Analyst optimism, investor discount, and Paris Agreement," Energy Economics, Elsevier, vol. 116(C).
  20. Vrînceanu Georgiana & Horobeț Alexandra & Popescu Consuela & Belaşcu Lucian, 2020. "The Influence of Oil Price on Renewable Energy Stock Prices: An Analysis for Entrepreneurs," Studia Universitatis „Vasile Goldis” Arad – Economics Series, Sciendo, vol. 30(2), pages 24-35, June.
  21. Tong, Yuan & Wan, Ning & Dai, Xingyu & Bi, Xiaoyi & Wang, Qunwei, 2022. "China's energy stock market jumps: To what extent does the COVID-19 pandemic play a part?," Energy Economics, Elsevier, vol. 109(C).
  22. Dutta, Anupam, 2018. "Oil and energy sector stock markets: An analysis of implied volatility indexes," Journal of Multinational Financial Management, Elsevier, vol. 44(C), pages 61-68.
  23. Alexopoulos, Thomas A., 2018. "To trust or not to trust? A comparative study of conventional and clean energy exchange-traded funds," Energy Economics, Elsevier, vol. 72(C), pages 97-107.
  24. Reboredo, Juan C. & Ugolini, Andrea, 2020. "Price connectedness between green bond and financial markets," Economic Modelling, Elsevier, vol. 88(C), pages 25-38.
  25. Martí-Ballester, Carmen-Pilar, 2019. "Do European renewable energy mutual funds foster the transition to a low-carbon economy?," Renewable Energy, Elsevier, vol. 143(C), pages 1299-1309.
  26. Wen, Xiaoqian & Nguyen, Duc Khuong, 2017. "Can investors of Chinese energy stocks benefit from diversification into commodity futures?," Economic Modelling, Elsevier, vol. 66(C), pages 184-200.
  27. Lee, Chi-Chuan & Lee, Chien-Chiang & Li, Yong-Yi, 2021. "Oil price shocks, geopolitical risks, and green bond market dynamics," The North American Journal of Economics and Finance, Elsevier, vol. 55(C).
  28. Song, Yingjie & Ji, Qiang & Du, Ya-Juan & Geng, Jiang-Bo, 2019. "The dynamic dependence of fossil energy, investor sentiment and renewable energy stock markets," Energy Economics, Elsevier, vol. 84(C).
  29. Jiang, Yonghong & Wang, Jieru & Ao, Zhiming & Wang, Yujou, 2022. "The relationship between green bonds and conventional financial markets: Evidence from quantile-on-quantile and quantile coherence approaches," Economic Modelling, Elsevier, vol. 116(C).
  30. Yousaf, Imran & Beljid, Makram & Chaibi, Anis & Ajlouni, Ahmed AL, 2022. "Do volatility spillover and hedging among GCC stock markets and global factors vary from normal to turbulent periods? Evidence from the global financial crisis and Covid-19 pandemic crisis," Pacific-Basin Finance Journal, Elsevier, vol. 73(C).
  31. David C. Broadstock, Ying Fan, Qiang Ji, and Dayong Zhang, 2016. "Shocks and Stocks: A Bottom-up Assessment of the Relationship Between Oil Prices, Gasoline Prices and the Returns of Chinese Firms," The Energy Journal, International Association for Energy Economics, vol. 0(China Spe).
  32. Li, Jingpeng & Umar, Muhammad & Huo, Jiale, 2023. "The spillover effect between Chinese crude oil futures market and Chinese green energy stock market," Energy Economics, Elsevier, vol. 119(C).
  33. Chia-Lin Chang & Jukka Ilomäki & Hannu Laurila & Michael McAleer, 2018. "Market Timing with Moving Averages for Fossil Fuel and Renewable Energy Stocks," Documentos de Trabajo del ICAE 2018-24, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  34. Rashid Khan, Haroon Ur & Islam, Talat & Yousaf, Sheikh Usman & Zaman, Khalid & Shoukry, Alaa Mohamd & Sharkawy, Mohamed A. & Gani, Showkat & Aamir, Alamzeb & Hishan, Sanil S., 2019. "The impact of financial development indicators on natural resource markets: Evidence from two-step GMM estimator," Resources Policy, Elsevier, vol. 62(C), pages 240-255.
  35. Natasha Hazarika, 2021. "R&D Intensity and Its Curvilinear Relationship with Firm Profitability: Perspective from the Alternative Energy Sector," Sustainability, MDPI, vol. 13(9), pages 1-17, April.
  36. Zheng, Biao & Zhang, Yuquan W. & Yin, Haitao & Geng, Yong, 2021. "The limited role of stock market in financing new energy development in China: An investigation using firms’ high-frequency data," Economic Analysis and Policy, Elsevier, vol. 72(C), pages 651-667.
  37. Tan, Xueping & Geng, Yong & Vivian, Andrew & Wang, Xinyu, 2021. "Measuring risk spillovers between oil and clean energy stocks: Evidence from a systematic framework," Resources Policy, Elsevier, vol. 74(C).
  38. Juan C. Reboredo & Andrea Ugolini & Yifei Chen, 2019. "Interdependence Between Renewable-Energy and Low-Carbon Stock Prices," Energies, MDPI, vol. 12(23), pages 1-14, November.
  39. Gu, Fu & Wang, Jiqiang & Guo, Jianfeng & Fan, Ying, 2020. "How the supply and demand of steam coal affect the investment in clean energy industry? Evidence from China," Resources Policy, Elsevier, vol. 69(C).
  40. Silky Vigg Kushwah & Areej Aftab Siddiqui, 2023. "Relationship Between Oil Price Movements and Stock Returns of Oil Firms in Oil Importing Economies," Global Business Review, International Management Institute, vol. 24(5), pages 916-932, October.
  41. Wei, Yu & Zhang, Jiahao & Chen, Yongfei & Wang, Yizhi, 2022. "The impacts of El Niño-southern oscillation on renewable energy stock markets: Evidence from quantile perspective," Energy, Elsevier, vol. 260(C).
  42. Ferreira, Paulo & Pereira, Éder Johson de Area Leão & Silva, Marcus Fernandes da & Pereira, Hernane Borges, 2019. "Detrended correlation coefficients between oil and stock markets: The effect of the 2008 crisis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 517(C), pages 86-96.
  43. Elsayed, Ahmed H. & Nasreen, Samia & Tiwari, Aviral Kumar, 2020. "Time-varying co-movements between energy market and global financial markets: Implication for portfolio diversification and hedging strategies," Energy Economics, Elsevier, vol. 90(C).
  44. Zhang, Dayong, 2017. "Oil shocks and stock markets revisited: Measuring connectedness from a global perspective," Energy Economics, Elsevier, vol. 62(C), pages 323-333.
  45. Sun, Chuanwang & Ding, Dan & Fang, Xingming & Zhang, Huiming & Li, Jianglong, 2019. "How do fossil energy prices affect the stock prices of new energy companies? Evidence from Divisia energy price index in China's market," Energy, Elsevier, vol. 169(C), pages 637-645.
  46. Li, Jingyu & Li, Jianping & Zhu, Xiaoqian, 2020. "Risk dependence between energy corporations: A text-based measurement approach," International Review of Economics & Finance, Elsevier, vol. 68(C), pages 33-46.
  47. Umar, Muhammad & Farid, Saqib & Naeem, Muhammad Abubakr, 2022. "Time-frequency connectedness among clean-energy stocks and fossil fuel markets: Comparison between financial, oil and pandemic crisis," Energy, Elsevier, vol. 240(C).
  48. Shupei Huang & Haizhong An & Xiangyun Gao & Meihui Jiang, 2016. "The Multiscale Fluctuations of the Correlation between Oil Price and Wind Energy Stock," Sustainability, MDPI, vol. 8(6), pages 1-14, June.
  49. Mzoughi, Hela & Urom, Christian & Guesmi, Khaled, 2022. "Downside and upside risk spillovers between green finance and energy markets," Finance Research Letters, Elsevier, vol. 47(PA).
  50. Syed Kumail Abbas Rizvi & Bushra Naqvi & Nawazish Mirza, 2022. "Is green investment different from grey? Return and volatility spillovers between green and grey energy ETFs," Annals of Operations Research, Springer, vol. 313(1), pages 495-524, June.
  51. Modhurima Dey Amin & Syed Badruddoza & Jill J. McCluskey, 2021. "Does conventional energy pricing induce innovation in renewable energy? New evidence from a nonlinear approach," Applied Economic Perspectives and Policy, John Wiley & Sons, vol. 43(2), pages 659-679, June.
  52. Lv, Xin & Lien, Donald & Yu, Chang, 2020. "Who affects who? Oil price against the stock return of oil-related companies: Evidence from the U.S. and China," International Review of Economics & Finance, Elsevier, vol. 67(C), pages 85-100.
  53. Dai, Zhifeng & Luo, Zhuang & Liu, Chang, 2023. "Dynamic volatility spillovers and investment strategies between crude oil, new energy, and resource related sectors," Resources Policy, Elsevier, vol. 83(C).
  54. Ng, Alex & Zheng, Di, 2018. "Let's agree to disagree! On payoffs and green tastes in green energy investments," Energy Economics, Elsevier, vol. 69(C), pages 155-169.
  55. Jiang, Yonghong & Wang, Jieru & Lie, Jiayi & Mo, Bin, 2021. "Dynamic dependence nexus and causality of the renewable energy stock markets on the fossil energy markets," Energy, Elsevier, vol. 233(C).
  56. Karel Janda & Ladislav Kristoufek & Binyi Zhang, 2021. "Return and volatility spillovers between Chinese and U.S. Clean Energy Related Stocks: Evidence from VAR-MGARCH estimations," FFA Working Papers 4.001, Prague University of Economics and Business, revised 17 Jan 2022.
  57. Capucine Nobletz, 2021. "Return spillovers between green energy indexes and financial markets: a first sectoral approach," EconomiX Working Papers 2021-24, University of Paris Nanterre, EconomiX.
  58. Dutta, Anupam & Bouri, Elie & Saeed, Tareq & Vo, Xuan Vinh, 2020. "Impact of energy sector volatility on clean energy assets," Energy, Elsevier, vol. 212(C).
  59. Sadorsky, Perry, 2022. "Forecasting solar stock prices using tree-based machine learning classification: How important are silver prices?," The North American Journal of Economics and Finance, Elsevier, vol. 61(C).
  60. Wang, Ze & Gao, Xiangyun & An, Haizhong & Tang, Renwu & Sun, Qingru, 2020. "Identifying influential energy stocks based on spillover network," International Review of Financial Analysis, Elsevier, vol. 68(C).
  61. Yi Liang & Xiaoli Hao, 2022. "Can the Agglomeration of New Energy Industries Improve Environmental Efficiency?—Evidence from China," Sustainability, MDPI, vol. 14(14), pages 1-22, July.
  62. Uddin, Gazi Salah & Luo, Tianqi & Yahya, Muhammad & Jayasekera, Ranadeva & Rahman, Md Lutfur & Okhrin, Yarema, 2023. "Risk network of global energy markets," Energy Economics, Elsevier, vol. 125(C).
  63. Zeyi Fu & Hongli Niu & Weiqing Wang, 2023. "Market Efficiency and Cross-Correlations of Chinese New Energy Market with Other Assets: Evidence from Multifractality Analysis," Computational Economics, Springer;Society for Computational Economics, vol. 62(3), pages 1287-1311, October.
  64. Chen, Yufeng & Zheng, Biao & Qu, Fang, 2020. "Modeling the nexus of crude oil, new energy and rare earth in China: An asymmetric VAR-BEKK (DCC)-GARCH approach," Resources Policy, Elsevier, vol. 65(C).
  65. Wensheng Kang & Ronald A. Ratti, 2014. "Policy Uncertainty in China, Oil Shocks and Stock Returns," CAMA Working Papers 2014-32, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  66. Xiaohong Qi & Guofu Zhang & Yuqi Wang, 2022. "Distributional Predictability and Quantile Connectedness of New Energy, Steam Coal, and High-Tech in China," Sustainability, MDPI, vol. 14(21), pages 1-16, October.
  67. Yahya, Muhammad & Kanjilal, Kakali & Dutta, Anupam & Uddin, Gazi Salah & Ghosh, Sajal, 2021. "Can clean energy stock price rule oil price? New evidences from a regime-switching model at first and second moments," Energy Economics, Elsevier, vol. 95(C).
  68. Reboredo, Juan C., 2015. "Is there dependence and systemic risk between oil and renewable energy stock prices?," Energy Economics, Elsevier, vol. 48(C), pages 32-45.
  69. Zheng, Biao & Zhang, Yuquan W. & Qu, Fang & Geng, Yong & Yu, Haishan, 2022. "Do rare earths drive volatility spillover in crude oil, renewable energy, and high-technology markets? — A wavelet-based BEKK- GARCH-X approach," Energy, Elsevier, vol. 251(C).
  70. Çevik, Emre & Çevik, Emrah İsmail & Dibooglu, Sel & Cergibozan, Raif & Bugan, Mehmet Fatih & Destek, Mehmet Akif, 2022. "Connectedness and risk spillovers between crude oil and clean energy stock markets," MPRA Paper 117558, University Library of Munich, Germany.
  71. Merve Coskun, 2023. "Dynamic correlations and volatility spillovers between subsectoral clean‐energy stocks and commodity futures markets: A hedging perspective," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 43(12), pages 1727-1749, December.
  72. Zheng, Biao & Zhang, Yuquan & Chen, Yufeng, 2021. "Asymmetric connectedness and dynamic spillovers between renewable energy and rare earth markets in China: Evidence from firms’ high-frequency data," Resources Policy, Elsevier, vol. 71(C).
  73. Kassouri, Yacouba & Altuntaş, Mehmet & Alola, Andrew Adewale, 2022. "The contributory capacity of natural capital to energy transition in the European Union," Renewable Energy, Elsevier, vol. 190(C), pages 617-629.
  74. Dan Nie & Yanbin Li & Xiyu Li, 2021. "Dynamic Spillovers and Asymmetric Spillover Effect between the Carbon Emission Trading Market, Fossil Energy Market, and New Energy Stock Market in China," Energies, MDPI, vol. 14(19), pages 1-22, October.
  75. Reboredo, Juan C. & Rivera-Castro, Miguel A. & Ugolini, Andrea, 2017. "Wavelet-based test of co-movement and causality between oil and renewable energy stock prices," Energy Economics, Elsevier, vol. 61(C), pages 241-252.
  76. Kocaarslan, Baris & Soytas, Ugur, 2021. "Reserve currency and the volatility of clean energy stocks: The role of uncertainty," Energy Economics, Elsevier, vol. 104(C).
  77. Mara Madaleno & Alfredo Marvão Pereira, 2015. "Clean energy firms’ stock prices, technology, oil prices, and carbon price," Working Papers 162, Department of Economics, College of William and Mary.
  78. Perry Sadorsky, 2021. "A Random Forests Approach to Predicting Clean Energy Stock Prices," JRFM, MDPI, vol. 14(2), pages 1-20, January.
  79. Ashley Ding, 2019. "Information and volatility linkages across energy and financial markets," Australian Journal of Management, Australian School of Business, vol. 44(4), pages 594-613, November.
  80. Guglielmo Maria Caporale & Nicola Spagnolo & Awon Almajali, 2022. "Fossil and Renewable Energy Stock Indices: Connectedness and the COP Meetings," CESifo Working Paper Series 9824, CESifo.
  81. Maria Elena Giuli & Alessandro Spelta, 2023. "Wasserstein barycenter regression for estimating the joint dynamics of renewable and fossil fuel energy indices," Computational Management Science, Springer, vol. 20(1), pages 1-17, December.
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