Can clean energy stock price rule oil price? : new evidences from a regime-switching model at first and second moments
Year of publication: |
2021
|
---|---|
Authors: | Yahya, Muhammad ; Kanjilal, Kakali ; Dutta, Anupam ; Uddin, Mohammed Gazi Salah ; Ghosh, Sajal |
Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 95.2021, p. 1-15
|
Subject: | Clean energy stocks | DCC-GARCH | Hedging strategy | Oil Price | Threshold Cointegration | TVECM | Wavelet | Ölpreis | Oil price | Kointegration | Cointegration | Börsenkurs | Share price | Hedging | Volatilität | Volatility | Theorie | Theory |
-
Multi-scale features of interdependence between oil prices and stock prices
Ngo Thai Hung, (2023)
-
Ngo Thai Hung, (2020)
-
Filis, George, (2011)
- More ...
-
Impact of crude oil volatility jumps on sustainable investments : evidence from India
Dutta, Anupam, (2023)
-
Abosedra, Salah, (2021)
-
Oil price shocks on Indian economy : evidence from Toda Yamamoto and Markov regime-switching VAR
Ghosh, Sajal, (2014)
- More ...