Chang, Chia-Lin; McAleer, Michael; Wang, Yu-Ann - 2018
Funds (ETFs) and crude oil ETF (USO), namely solar (TAN), wind (FAN), water (PIO), and nuclear (NLR). Data on the renewable …The purpose of the paper is to examine latent volatility Granger causality for four renewable energy Exchange Traded … relationships between solar (TAN), wind (FAN), nuclear (NLR), and crude oil (USO) ETFs, specifically significant volatility …