Volatility spillover of energy stocks in different periods and clusters based on structural break recognition and network method
Sign Up to like & getrecommendations! Published in 2020 at "Energy"
DOI: 10.1016/j.energy.2019.116585
Abstract: This paper investigates the volatility spillover among multiple energy stocks in different periods and clusters (the period of similar fluctuation) by employing the Toeplitz inverse covariance-based clustering method (TICC) and network method. Specifically, we investigate… read more here.
Keywords: volatility spillover; energy; different periods; periods clusters ... See more keywords
Are clean energy assets a safe haven for international equity markets?
Sign Up to like & getrecommendations! Published in 2021 at "Journal of Cleaner Production"
DOI: 10.1016/j.jclepro.2021.127006
Abstract: Abstract While clean energy assets have become new investment vehicles for market participants, their potential for diversification of traditional investments has not been fully explored in previous studies. To fill this void, this paper investigates… read more here.
Keywords: energy assets; risk; energy stocks; energy ... See more keywords
The linkage between clean energy stocks and the fluctuations in oil price and financial stress in the US and Europe? Evidence from QARDL approach
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DOI: 10.1016/j.resourpol.2021.102021
Abstract: Abstract This paper investigates the clean energy stock returns against the changes in oil prices, gold prices, and financial stress in the US and European economies by applying Quantile Autoregressive Distributed Lag approach. The long-run… read more here.
Keywords: financial stress; oil; energy stocks; energy ... See more keywords