[HTML][HTML] Dynamic spillover effects among green bond, renewable energy stocks and carbon markets during COVID-19 pandemic: Implications for hedging and …

AK Tiwari, EJA Abakah, D Gabauer… - Global Finance Journal, 2022 - Elsevier
This study has been inspired by the emergence of socially responsible investment practices
in mainstream investment activity as it examines the transmission of return patterns between …

Asymmetric causality of economic policy uncertainty and oil volatility index on time-varying nexus of the clean energy, carbon and green bond

X Wang, J Li, X Ren - International Review of Financial Analysis, 2022 - Elsevier
Vigorously developing the clean energy industry, improving the carbon allowance trading
scheme, and issuing green bonds can effectively reduce emissions. To this end, this study …

[HTML][HTML] Dependence structure and dynamic connectedness between green bonds and financial markets: Fresh insights from time-frequency analysis before and …

AH Elsayed, N Naifar, S Nasreen, AK Tiwari - Energy Economics, 2022 - Elsevier
This paper examines the interdependence between green bonds and financial markets in
the time-frequency domain by utilizing the multivariate wavelet approach and dynamic …

Extreme quantile spillovers and drivers among clean energy, electricity and energy metals markets

H Zhang, Y Zhang, W Gao, Y Li - International Review of Financial Analysis, 2023 - Elsevier
This paper examines return and volatility spillover effects among the clean energy (electric
vehicles, solar and wind), electricity and 8 energy metals (silver, tin, nickel, cobalt, lead, zinc …

[HTML][HTML] Co-movement between oil price, CO2 emission, renewable energy and energy equities: evidence from GCC countries

MA Alkathery, K Chaudhuri - Journal of Environmental Management, 2021 - Elsevier
Using the data from GCC countries, this paper analyses the co-movement between oil price,
EU carbon allowance prices, global clean energy index and equity index from three GCC …

[HTML][HTML] Renewable energy stocks forecast using Twitter investor sentiment and deep learning

GP Herrera, M Constantino, JJ Su, A Naranpanawa - Energy Economics, 2022 - Elsevier
This paper examines the impact of investor sentiment on forecasting returns and volatility for
renewable energy stocks. We apply a natural language processing technique to extract …

[HTML][HTML] Time-frequency connectedness between energy and nonenergy commodity markets during COVID-19: Evidence from China

H Chen, C Xu, Y Peng - Resources Policy, 2022 - Elsevier
We aim to investigate the static and dynamic time-frequency connectedness between
energy and nonenergy commodity markets in China during COVID-19 based on Baruník …

[HTML][HTML] The relationship between oil prices and the indices of renewable energy and technology companies based on QQR and GCQ techniques

KS Mohammed, A Mellit - Renewable Energy, 2023 - Elsevier
This paper aims to examine the relationship between oil prices and the indices of renewable
energy and technology companies using Quantile Regression (QR.), Quantile-on-Quantile …

[HTML][HTML] Measuring risk spillovers between oil and clean energy stocks: Evidence from a systematic framework

X Tan, Y Geng, A Vivian, X Wang - Resources Policy, 2021 - Elsevier
Increasing concern about the challenges of climate change has triggered rapid growth of
private investment into clean energy sectors. Currently, the uncertain global economic …

[HTML][HTML] Do green and dirty investments hedge each other?

K Sohag, MK Hassan, S Bakhteyev, O Mariev - Energy Economics, 2023 - Elsevier
To augment the relative prices of carbon content emeries to green energies, many
governments have imposed carbon prices and proved subsidies to green energy …