Chang, Chia-Lin; McAleer, Michael; Wang, Yu-Ann - 2018
The purpose of the paper is to examine latent volatility Granger causality for four renewable energy Exchange Traded … Funds (ETFs) and crude oil ETF (USO), namely solar (TAN), wind (FAN), water (PIO), and nuclear (NLR). Data on the renewable … energy and crude oil ETFs are from 18 June 2008 to 20 March 2017. From the underlying stochastic process of a vector random …