Wavelet-based test of co-movement and causality between oil and renewable energy stock prices
Juan C. Reboredo, Miguel A. Rivera-Castro, Andrea Ugolini
| Year of publication: |
January 2017
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|---|---|
| Authors: | Reboredo, Juan Carlos ; Rivera-Castro, Miguel A. ; Ugolini, Andrea |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 61.2017, p. 241-252
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| Subject: | Oil prices | Renewable energy | Wavelets | Wavelet coherence | Causality | Ölpreis | Oil price | Erneuerbare Energie | Kausalanalyse | Causality analysis | Börsenkurs | Share price | Zustandsraummodell | State space model | Volatilität | Volatility | Kointegration | Cointegration |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2016.10.015 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011737787