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Is there dependence and systemic risk between oil and renewable energy stock prices?

Citations

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Cited by:

  1. Shah, Adil Ahmad & Sahay, Arvind, 2024. "Is gold a preferable diversifier of cleaner equity risk across diverse scenarios? Evidence from multidimensional connectedness and spillover measures," Energy, Elsevier, vol. 305(C).
  2. Tambari, Ishaya & Failler, Pierre & Jaffry, Shabbar, 2024. "Understanding the Interplay: Oil price and renewable energy investment in Africa's net oil importing and net oil exporting countries," Resources Policy, Elsevier, vol. 91(C).
  3. Husain, Shaiara & Sohag, Kazi & Wu, Yanrui, 2024. "Proven reserve oil and renewable energy nexus: Efficacy of policy stringency," Resources Policy, Elsevier, vol. 90(C).
  4. Caporin, Massimiliano & Fontini, Fulvio & Panzica, Roberto, 2023. "The systemic risk of US oil and natural gas companies," Energy Economics, Elsevier, vol. 121(C).
  5. Urom, Christian & Mzoughi, Hela & Ndubuisi, Gideon & Guesmi, Khaled, 2022. "Directional predictability and time-frequency spillovers among clean energy sectors and oil price uncertainty," The Quarterly Review of Economics and Finance, Elsevier, vol. 85(C), pages 326-341.
  6. Hanif, Waqas & Arreola Hernandez, Jose & Kang, Sang Hoon & Boako, Gideon & Yoon, Seong-Min, 2024. "Interdependence and spillovers between big oil companies and regional and global energy equity markets," International Review of Economics & Finance, Elsevier, vol. 92(C), pages 451-469.
  7. Shahid, Muhammad Naeem & Azmi, Wajahat & Ali, Mohsin & Islam, Muhammad Umar & Rizvi, Syed Aun R., 2023. "Uncovering risk transmission between socially responsible investments, alternative energy investments and the implied volatility of major commodities," Energy Economics, Elsevier, vol. 120(C).
  8. 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.
  9. Dutta, Anupam & Bouri, Elie & Rothovius, Timo & Uddin, Gazi Salah, 2023. "Climate risk and green investments: New evidence," Energy, Elsevier, vol. 265(C).
  10. 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.
  11. 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).
  12. Mauleón, Ignacio, 2016. "Photovoltaic learning rate estimation: Issues and implications," Renewable and Sustainable Energy Reviews, Elsevier, vol. 65(C), pages 507-524.
  13. 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.
  14. Rıdvan Karacan & Shahriyar Mukhtarov & İsmail Barış & Aykut İşleyen & Mehmet Emin Yardımcı, 2021. "The Impact of Oil Price on Transition toward Renewable Energy Consumption? Evidence from Russia," Energies, MDPI, vol. 14(10), pages 1-14, May.
  15. Rui Dias & Nuno Teixeira & Paulo Alexandre & Mariana Chambino, 2023. "Exploring the Connection between Clean and Dirty Energy: Implications for the Transition to a Carbon-Resilient Economy," Energies, MDPI, vol. 16(13), pages 1-21, June.
  16. Zaheer Anwer & Ashraf Khan & Muhammad Abubakr Naeem & Aviral Kumar Tiwari, 2025. "Modelling systemic risk of energy and non-energy commodity markets during the COVID-19 pandemic," Annals of Operations Research, Springer, vol. 345(2), pages 1193-1227, February.
  17. Syuhada, Khreshna & Hakim, Arief & Suprijanto, Djoko, 2024. "Assessing systemic risk and connectedness among dirty and clean energy markets from the quantile and expectile perspectives," Energy Economics, Elsevier, vol. 129(C).
  18. Donggyu Lee & Jungho Baek, 2018. "Stock Prices of Renewable Energy Firms: Are There Asymmetric Responses to Oil Price Changes?," Economies, MDPI, vol. 6(4), pages 1-8, November.
  19. Alkathery, Mohammed A. & Chaudhuri, Kausik & Nasir, Muhammad Ali, 2023. "Dependence between the GCC energy equities, global clean energy and emission markets: Evidence from wavelet analysis," Energy Economics, Elsevier, vol. 121(C).
  20. Dawar, Ishaan & Dutta, Anupam & Bouri, Elie & Saeed, Tareq, 2021. "Crude oil prices and clean energy stock indices: Lagged and asymmetric effects with quantile regression," Renewable Energy, Elsevier, vol. 163(C), pages 288-299.
  21. Tong Pu & Yifei Zhang & Yiying Zhang, 2024. "On Joint Marginal Expected Shortfall and Associated Contribution Risk Measures," Papers 2405.07549, arXiv.org.
  22. 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.
  23. Cao, Guangxi & Xie, Fei, 2023. "The asymmetric impact of crude oil futures on the clean energy stock market: Based on the asymmetric variable coefficient quantile regression model," Renewable Energy, Elsevier, vol. 218(C).
  24. Chang, C-L. & McAleer, M.J. & Wang, Y-A., 2018. "Latent Volatility Granger Causality and Spillovers in Renewable Energy and Crude Oil ETFs," Econometric Institute Research Papers TI 2018-052/III, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  25. Tiwari, Aviral Kumar & Aikins Abakah, Emmanuel Joel & Gabauer, David & Dwumfour, Richard Adjei, 2022. "Dynamic spillover effects among green bond, renewable energy stocks and carbon markets during COVID-19 pandemic: Implications for hedging and investments strategies," Global Finance Journal, Elsevier, vol. 51(C).
  26. 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).
  27. Guo, Yanfeng & Wen, Xiaoqian & Wu, Yanrui & Guo, Xiumei, 2016. "How is China's coke price related with the world oil price? The role of extreme movements," Economic Modelling, Elsevier, vol. 58(C), pages 22-33.
  28. Fahmy, Hany, 2022. "Clean energy deserves to be an asset class: A volatility-reward analysis," Economic Modelling, Elsevier, vol. 106(C).
  29. Hyun Jin Jang & Kiseop Lee & Kyungsub Lee, 2020. "Systemic risk in market microstructure of crude oil and gasoline futures prices: A Hawkes flocking model approach," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 40(2), pages 247-275, February.
  30. Batten, Jonathan A. & Kinateder, Harald & Szilagyi, Peter G. & Wagner, Niklas F., 2019. "Time-varying energy and stock market integration in Asia," Energy Economics, Elsevier, vol. 80(C), pages 777-792.
  31. Hanif, Waqas & Arreola Hernandez, Jose & Sadorsky, Perry & Yoon, Seong-Min, 2020. "Are the interdependence characteristics of the US and Canadian energy equity sectors nonlinear and asymmetric?," The North American Journal of Economics and Finance, Elsevier, vol. 51(C).
  32. Shah, Muhammad Ibrahim & Foglia, Matteo & Shahzad, Umer & Fareed, Zeeshan, 2022. "Green innovation, resource price and carbon emissions during the COVID-19 times: New findings from wavelet local multiple correlation analysis," Technological Forecasting and Social Change, Elsevier, vol. 184(C).
  33. Ahmed Khalifa, Massimiliano Caporin, Michele Costola, and Shawkat Hammoudeh, 2021. "Systemic Risk for Financial Institutions in the Major Petroleum-based Economies: The Role of Oil," The Energy Journal, International Association for Energy Economics, vol. 0(Number 6).
  34. Almeida, Dora & Ferreira, Paulo & Dionísio, Andreia & Aslam, Faheem, 2025. "Exploring the connection between geopolitical risks and energy markets," Energy Economics, Elsevier, vol. 141(C).
  35. Mobeen Ur Rehman, 2020. "Dynamic correlation pattern amongst alternative energy market for diversification opportunities," Journal of Economic Structures, Springer;Pan-Pacific Association of Input-Output Studies (PAPAIOS), vol. 9(1), pages 1-24, December.
  36. 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).
  37. 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).
  38. Joao Leitao & Joaquim Ferreira & Ernesto Santibanez‐Gonzalez, 2021. "Green bonds, sustainable development and environmental policy in the European Union carbon market," Business Strategy and the Environment, Wiley Blackwell, vol. 30(4), pages 2077-2090, May.
  39. Chatziantoniou, Ioannis & Colak, Gonul & Filippidis, Michail & Filis, George & Tzouvanas, Panagiotis, 2025. "Systemic risk and oil price volatility shocks," Journal of Financial Stability, Elsevier, vol. 79(C).
  40. Pilar Gargallo & Luis Lample & Jesús A. Miguel & Manuel Salvador, 2021. "Co-Movements between Eu Ets and the Energy Markets: A Var-Dcc-Garch Approach," Mathematics, MDPI, vol. 9(15), pages 1-36, July.
  41. 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).
  42. 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).
  43. Gordo, Natali & Hunt, Alistair & Morley, Bruce, 2024. "Alternative monetary policies and renewable energy stock returns," Energy Economics, Elsevier, vol. 136(C).
  44. Shuddhasattwa Rafiq & Sudharshan Reddy Paramati & Md. Samsul Alam & Khalid Hafeez & Muhammad Shafiullah, 2025. "Does institutional quality matter for renewable energy promotion in OECD economies?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 30(1), pages 477-492, January.
  45. Gao, Yang & Li, Yangyang & Zhao, Chengjie & Wang, Yaojun, 2022. "Risk spillover analysis across worldwide ESG stock markets: New evidence from the frequency-domain," The North American Journal of Economics and Finance, Elsevier, vol. 59(C).
  46. Wang, Lu & Guan, Li & Ding, Qian & Zhang, Hongwei, 2023. "Asymmetric impact of COVID-19 news on the connectedness of the green energy, dirty energy, and non-ferrous metal markets," Energy Economics, Elsevier, vol. 126(C).
  47. Ha, Le Thanh & Bouteska, Ahmed & Sharif, Taimur & Abedin, Mohammad Zoynul, 2024. "Dynamic interlinkages between carbon risk and volatility of green and renewable energy: A TVP-VAR analysis," Research in International Business and Finance, Elsevier, vol. 69(C).
  48. 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).
  49. Muhammad Usman, 2023. "A stochastic dominance analysis of conventional and clean energy stocks during different oil market conditions," Empirical Economics, Springer, vol. 65(2), pages 875-897, August.
  50. Ding, Qian & Huang, Jianbai & Zhang, Hongwei, 2022. "Time-frequency spillovers among carbon, fossil energy and clean energy markets: The effects of attention to climate change," International Review of Financial Analysis, Elsevier, vol. 83(C).
  51. Yonghong Jiang & Gengyu Tian & Bin Mo, 2020. "Spillover and quantile linkage between oil price shocks and stock returns: new evidence from G7 countries," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 6(1), pages 1-26, December.
  52. Escoffier, Margaux & Hache, Emmanuel & Mignon, Valérie & Paris, Anthony, 2021. "Determinants of solar photovoltaic deployment in the electricity mix: Do oil prices really matter?," Energy Economics, Elsevier, vol. 97(C).
  53. 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.
  54. Koczar, Monika W. & Jareño, Francisco & Escribano, Ana, 2024. "Dynamic linkages and contagion effects: Analyzing the linkages between crude oil prices, US market sector indices and energy markets," The North American Journal of Economics and Finance, Elsevier, vol. 74(C).
  55. Labidi, Chiaz & Rahman, Md Lutfur & Hedström, Axel & Uddin, Gazi Salah & Bekiros, Stelios, 2018. "Quantile dependence between developed and emerging stock markets aftermath of the global financial crisis," International Review of Financial Analysis, Elsevier, vol. 59(C), pages 179-211.
  56. Abid, Ilyes & BenMabrouk, Houda & Guesmi, Khaled & Mansour, Abir, 2025. "The clout of happiness and uncertainty in the environmental transition: Insights from CO2 and clean energy dynamic spillovers," Research in International Business and Finance, Elsevier, vol. 74(C).
  57. 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.
  58. 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.
  59. 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).
  60. Tiwari, Aviral Kumar & Trabelsi, Nader & Abakah, Emmanuel Joel Aikins & Nasreen, Samia & Lee, Chien-Chiang, 2023. "An empirical analysis of the dynamic relationship between clean and dirty energy markets," Energy Economics, Elsevier, vol. 124(C).
  61. Urom, Christian & Mzoughi, Hela & Abid, Ilyes & Brahim, Mariem, 2021. "Green markets integration in different time scales: A regional analysis," Energy Economics, Elsevier, vol. 98(C).
  62. Zhang, Jiahao & Chen, Xiaodan & Wei, Yu & Bai, Lan, 2023. "Does the connectedness among fossil energy returns matter for renewable energy stock returns? Fresh insights from the Cross-Quantilogram analysis," International Review of Financial Analysis, Elsevier, vol. 88(C).
  63. 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.
  64. Kliber, Agata & Łęt, Blanka & Řezáč, Pavel, 2024. "Can a boost in oil prices suspend the evolution of the green transportation market? Relationships between green indices and Brent oil," Energy, Elsevier, vol. 295(C).
  65. Bouoiyour, Jamal & Gauthier, Marie & Bouri, Elie, 2023. "Which is leading: Renewable or brown energy assets?," Energy Economics, Elsevier, vol. 117(C).
  66. Brandão, Lucas G.L. & Ehrl, Philipp, 2022. "The impact of transmission auctions on Brazilian electric power companies," Utilities Policy, Elsevier, vol. 78(C).
  67. Apergis, Nicholas & Gozgor, Giray & Lau, Chi Keung Marco & Wang, Shixuan, 2020. "Dependence structure in the Australian electricity markets: New evidence from regular vine copulae," Energy Economics, Elsevier, vol. 90(C).
  68. Yan, Wan-Lin & Cheung, Adrian (Wai Kong), 2025. "Quantile connectedness among climate policy uncertainty, news sentiment, oil and renewables in China," Research in International Business and Finance, Elsevier, vol. 76(C).
  69. Marco Tedeschi, 2023. "Idiosyncratic and systematic spillovers through the renewable energy financial systems," Working Papers 483, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
  70. Liu, Jing & Zhang, Jun, 2025. "Horizontal or vertical spillover: A study on the risk propagation mechanism of China's renewable energy industry chain," Renewable Energy, Elsevier, vol. 249(C).
  71. Dutta, Anupam & Dutta, Probal, 2022. "Geopolitical risk and renewable energy asset prices: Implications for sustainable development," Renewable Energy, Elsevier, vol. 196(C), pages 518-525.
  72. Bhattacherjee, Purba & Mishra, Sibanjan & Bouri, Elie & Wee, Jung Bum, 2024. "ESG, clean energy, and petroleum futures markets: Asymmetric return connectedness and hedging effectiveness," International Review of Economics & Finance, Elsevier, vol. 94(C).
  73. Duan, Xiaoping & Xiao, Ya & Ren, Xiaohang & Taghizadeh-Hesary, Farhad & Duan, Kun, 2023. "Dynamic spillover between traditional energy markets and emerging green markets: Implications for sustainable development," Resources Policy, Elsevier, vol. 82(C).
  74. Aviral Kumar Tiwari & Sangram Keshari Jena & Satish Kumar & Erik Hille, 2022. "Is oil price risk systemic to sectoral equity markets of an oil importing country? Evidence from a dependence-switching copula delta CoVaR approach," Annals of Operations Research, Springer, vol. 315(1), pages 429-461, August.
  75. Cedic, Samir & Mahmoud, Alwan & Manera, Matteo & Uddin, Gazi Salah, "undated". "Information Diffusion and Spillover Dynamics in Renewable Energy Markets," FEEM Working Papers 310361, Fondazione Eni Enrico Mattei (FEEM).
  76. Gong, Xiao-Li & Zhao, Min & Wu, Zhuo-Cheng & Jia, Kai-Wen & Xiong, Xiong, 2023. "Research on tail risk contagion in international energy markets—The quantile time-frequency volatility spillover perspective," Energy Economics, Elsevier, vol. 121(C).
  77. Hamdy Ahmad Aly Alhendawy & Mohammed Galal Abdallah Mostafa & Mohamed Ibrahim Elgohari & Ibrahim Abdalla Abdelraouf Mohamed & Nabil Medhat Arafat Mahmoud & Mohamed Ahmed Mohamed Mater, 2023. "Determinants of Renewable Energy Production in Egypt New Approach: Machine Learning Algorithms," International Journal of Energy Economics and Policy, Econjournals, vol. 13(6), pages 679-689, November.
  78. Dutta, Anupam & Bouri, Elie & Saeed, Tareq & Vo, Xuan Vinh, 2020. "Impact of energy sector volatility on clean energy assets," Energy, Elsevier, vol. 212(C).
  79. Hassan, Kamrul & Hoque, Ariful & Gasbarro, Dominic, 2019. "Separating BRIC using Islamic stocks and crude oil: dynamic conditional correlation and volatility spillover analysis," Energy Economics, Elsevier, vol. 80(C), pages 950-969.
  80. Yousaf, Imran & Ohikhuare, Obaika M. & Li, Yong & Li, Yanshuang, 2024. "Interconnectedness between electricity and artificial intelligence-based markets during the crisis periods: Evidence from the TVP-VAR approach," Energy Economics, Elsevier, vol. 139(C).
  81. Gargallo, Pilar & Lample, Luis & Miguel, Jesús A. & Salvador, Manuel, 2024. "Sequential management of energy and low-carbon portfolios," Research in International Business and Finance, Elsevier, vol. 69(C).
  82. Wei Jiang & Jingang Jiang & Sonia Chien-I Chen, 2025. "Untangling Carbon–Clean Energy Dynamics: A Quantile Granger-Causality Perspective," Sustainability, MDPI, vol. 17(7), pages 1-20, April.
  83. Yi, Qing & Jiang, Yuanying, 2025. "Time-frequency spillovers between carbon, fossil fuels, and clean energy markets: New insights from the TVP-VAR framework," Energy, Elsevier, vol. 323(C).
  84. Pande Ketut Rheynaldi & Endri Endri & Minanari Minanari & Putri Andari Ferranti & Subur Karyatun, 2023. "Energy Price and Stock Return: Evidence of Energy Sector Companies in Indonesia," International Journal of Energy Economics and Policy, Econjournals, vol. 13(5), pages 31-36, September.
  85. Kuang, Wei, 2021. "Which clean energy sectors are attractive? A portfolio diversification perspective," Energy Economics, Elsevier, vol. 104(C).
  86. Batten, Jonathan A. & Kinateder, Harald & Szilagyi, Peter G. & Wagner, Niklas F., 2017. "Can stock market investors hedge energy risk? Evidence from Asia," Energy Economics, Elsevier, vol. 66(C), pages 559-570.
  87. Körner, Marc-Fabian & Sedlmeir, Johannes & Weibelzahl, Martin & Fridgen, Gilbert & Heine, Moreen & Neumann, Christoph, 2022. "Systemic risks in electricity systems: A perspective on the potential of digital technologies," Energy Policy, Elsevier, vol. 164(C).
  88. Ching-Ren Chiu & Ming-Chung Chang & Jin-Li Hu, 2022. "Energy intensity improvement and energy productivity changes: an analysis of BRICS and G7 countries," Journal of Productivity Analysis, Springer, vol. 57(3), pages 297-311, June.
  89. 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).
  90. 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).
  91. Madhusudan Karmakar & Samit Paul, 2023. "Downside Risk and Portfolio Optimization of Energy Stocks: A Study on the Extreme Value Theory and the Vine Copula Approach," The Energy Journal, , vol. 44(2), pages 139-180, March.
  92. Ozcelebi, Oguzhan & El Khoury, Rim & Yoon, Seong-Min, 2024. "Interplay between renewable energy and fossil fuel markets: Fresh evidence from quantile-on-quantile and wavelet quantile approaches," Energy Economics, Elsevier, vol. 140(C).
  93. 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).
  94. Sohag, Kazi & Hassan, M. Kabir & Bakhteyev, Stepan & Mariev, Oleg, 2023. "Do green and dirty investments hedge each other?," Energy Economics, Elsevier, vol. 120(C).
  95. 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.
  96. Jing Deng & Jingxuan Lu & Yujie Zheng & Xiaoyun Xing & Cheng Liu & Tao Qin, 2022. "The Impact of the COVID-19 Pandemic on the Connectedness between Green Industries and Financial Markets in China: Evidence from Time-Frequency Domain with Portfolio Implications," Sustainability, MDPI, vol. 14(20), pages 1-24, October.
  97. 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).
  98. Linh Pham, 2021. "How Integrated are Regional Green Equity Markets? Evidence from a Cross-Quantilogram Approach," JRFM, MDPI, vol. 14(1), pages 1-58, January.
  99. Su, Chi Wei & Song, Xin Yue & Dou, Junyi & Qin, Meng, 2025. "Fossil fuels or renewable energy? The dilemma of climate policy choices," Renewable Energy, Elsevier, vol. 238(C).
  100. 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.
  101. Fahmy, Hany, 2022. "The rise in investors’ awareness of climate risks after the Paris Agreement and the clean energy-oil-technology prices nexus," Energy Economics, Elsevier, vol. 106(C).
  102. Carmen‐Pilar Marti‐Ballester, 2019. "The role of mutual funds in the sustainable energy sector," Business Strategy and the Environment, Wiley Blackwell, vol. 28(6), pages 1107-1120, September.
  103. Reboredo, Juan C. & Ugolini, Andrea, 2020. "Price connectedness between green bond and financial markets," Economic Modelling, Elsevier, vol. 88(C), pages 25-38.
  104. Xie, Qichang & Bai, Yu & Jia, Nanfei & Xu, Xin, 2024. "Do macroprudential policies reduce risk spillovers between energy markets?: Evidence from time-frequency domain and mixed-frequency methods," Energy Economics, Elsevier, vol. 134(C).
  105. Reboredo, Juan C. & Ugolini, Andrea, 2015. "Downside/upside price spillovers between precious metals: A vine copula approach," The North American Journal of Economics and Finance, Elsevier, vol. 34(C), pages 84-102.
  106. Huang, Shupei & An, Haizhong & Gao, Xiangyun & Wen, Shaobo & Jia, Xiaoliang, 2016. "The global interdependence among oil-equity nexuses," Energy, Elsevier, vol. 107(C), pages 259-271.
  107. Pham, Linh & Hao, Wei & Truong, Ha & Trinh, Hai Hong, 2023. "The impact of climate policy on U.S. environmentally friendly firms: A firm-level examination of stock return, volatility, volume, and connectedness," Energy Economics, Elsevier, vol. 119(C).
  108. He, Xiaojuan & Mishra, Shekhar & Aman, Ameenullah & Shahbaz, Muhammad & Razzaq, Asif & Sharif, Arshian, 2021. "The linkage between clean energy stocks and the fluctuations in oil price and financial stress in the US and Europe? Evidence from QARDL approach," Resources Policy, Elsevier, vol. 72(C).
  109. 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.
  110. Ansaram, Karishma & Petitjean, Mikael, 2024. "A global perspective on the nexus between energy and stock markets in light of the rise of renewable energy," Energy Economics, Elsevier, vol. 131(C).
  111. Deng, Xiang & Xu, Fang, 2024. "Connectedness between international oil and China's new energy industry chain: A time-frequency analysis based on TVP-VAR model," Energy Economics, Elsevier, vol. 140(C).
  112. Liu, Zhenhua & Zhang, Huiying & Ding, Zhihua & Lv, Tao & Wang, Xu & Wang, Deqing, 2022. "When are the effects of economic policy uncertainty on oil–stock correlations larger? Evidence from a regime-switching analysis," Economic Modelling, Elsevier, vol. 114(C).
  113. Reboredo, Juan C. & Ugolini, Andrea, 2016. "Quantile dependence of oil price movements and stock returns," Energy Economics, Elsevier, vol. 54(C), pages 33-49.
  114. Uddin, Gazi Salah & Rahman, Md Lutfur & Hedström, Axel & Ahmed, Ali, 2019. "Cross-quantilogram-based correlation and dependence between renewable energy stock and other asset classes," Energy Economics, Elsevier, vol. 80(C), pages 743-759.
  115. Caner Özdurak & Veysel Ulusoy, 2020. "Spillovers from the Slowdown in China on Financial and Energy Markets: An Application of VAR–VECH–TARCH Models," IJFS, MDPI, vol. 8(3), pages 1-17, August.
  116. Tiantian Liu & Shigeyuki Hamori, 2020. "Spillovers to Renewable Energy Stocks in the US and Europe: Are They Different?," Energies, MDPI, vol. 13(12), pages 1-28, June.
  117. Reboredo, Juan C. & Ugolini, Andrea, 2015. "A vine-copula conditional value-at-risk approach to systemic sovereign debt risk for the financial sector," The North American Journal of Economics and Finance, Elsevier, vol. 32(C), pages 98-123.
  118. Reboredo, Juan C. & Ugolini, Andrea, 2024. "The impact of uncertainty shocks on energy transition metal prices," Resources Policy, Elsevier, vol. 95(C).
  119. Chen, Jinyu & Liang, Zhipeng & Ding, Qian & Liu, Zhenhua, 2022. "Extreme spillovers among fossil energy, clean energy, and metals markets: Evidence from a quantile-based analysis," Energy Economics, Elsevier, vol. 107(C).
  120. 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.
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