Dynamic effects of shadow economy and environmental pollution on the energy stock prices: empirical evidence from OECD countries
Sign Up to like & getrecommendations! Published in 2020 at "Environmental Science and Pollution Research"
DOI: 10.1007/s11356-020-11226-9
Abstract: This study investigates the dynamic effects of the shadow economy and environmental pollution on the energy stock prices in the case of the Organization for Economic Co-operation and Development (OECD) countries via generalized methods of… read more here.
Keywords: energy stock; shadow economy; pollution; energy ... See more keywords
Time-varying energy and stock market integration in Asia
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DOI: 10.1016/j.eneco.2019.01.008
Abstract: The degree of integration between energy and stock markets is critical for the diversification, risk management and funding decisions of global corporations and investors alike. We investigate the integration relation between ten major Asian stock… read more here.
Keywords: integration; regime; energy; energy stock ... See more keywords
Can energy security predict energy stock returns?
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DOI: 10.1016/j.eneco.2020.105052
Abstract: Abstract We hypothesize that energy security contains valuable information that can predict energy stock returns. To test this hypothesis, we construct 10 energy security indexes and nine energy stock returns. We find that, at most,… read more here.
Keywords: energy stock; energy security; stock returns; energy ... See more keywords
Dynamic dependence nexus and causality of the renewable energy stock markets on the fossil energy markets
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DOI: 10.1016/j.energy.2021.121191
Abstract: Abstract This study examines the impact of the renewable energy stock markets on the fossil energy markets (oil, coal and gas) with the quantile-on-quantile (QQ) and causality-in-quantiles (QC) approaches. The main empirical results from the… read more here.
Keywords: energy stock; causality; stock markets; energy ... See more keywords
Fossil energy and clean energy stock markets under COVID-19 pandemic
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DOI: 10.1080/00036846.2021.1912284
Abstract: ABSTRACT This paper analyses the dynamic impact of fossil energy shocks (crude oil and Natural gas) on renewable clean energy stock markets during the COVID-19 pandemic. Using a time-varying VAR model with stochastic volatilities, we… read more here.
Keywords: energy stock; energy; fossil energy; crude oil ... See more keywords