Related references
Note: Only part of the references are listed.Assessment and optimization of clean energy equity risks and commodity price volatility indexes: Implications for sustainability
Anupam Dutta et al.
JOURNAL OF CLEANER PRODUCTION (2020)
Geopolitical Risk and Energy Transition in Russia: Evidence from ARDL Bounds Testing Method
Ehsan Rasoulinezhad et al.
SUSTAINABILITY (2020)
Oil prices and geopolitical risks: What implications are offered via multi-domain investigations?
Boying Li et al.
ENERGY & ENVIRONMENT (2020)
Emerging Market Contagion Under Geopolitical Uncertainty
Axel Hedstrom et al.
EMERGING MARKETS FINANCE AND TRADE (2020)
Assessment of natural gas supply security in Asia Pacific: Composite indicators with compromise Benefit-of-the-Doubt weights
Chengzhu Gong et al.
RESOURCES POLICY (2020)
Asymmetric risk spillovers between Shanghai and Hong Kong stock markets under China's capital account liberalization
Kun Yang et al.
NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE (2020)
Risk spillover between the US and the remaining G7 stock markets using time-varying copulas with Markov switching: Evidence from over a century of data
Qiang Ji et al.
NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE (2020)
Dependency, centrality and dynamic networks for international commodity futures prices
Fei Wu et al.
INTERNATIONAL REVIEW OF ECONOMICS & FINANCE (2020)
The economic impact of climate risks in China: evidence from 47-sector panel data, 2000-2014
Yongping Sun et al.
NATURAL HAZARDS (2019)
The co-movement between oil and clean energy stocks: A wavelet-based analysis of horizon associations
Aktham I. Maghyereh et al.
ENERGY (2019)
How much does financial development contribute to renewable energy growth and upgrading of energy structure in China?
Qiang Ji et al.
ENERGY POLICY (2019)
Impact of silver price uncertainty on solar energy firms
Anupam Dutta
JOURNAL OF CLEANER PRODUCTION (2019)
Dependence and risk spillovers between mainland China and London stock markets before and after the Stock Connect programs
Kun Yang et al.
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS (2019)
Does geopolitical risk strengthen or depress oil prices and financial liquidity? Evidence from Saudi Arabia
Chi-Wei Su et al.
ENERGY (2019)
Asymmetric and extreme influence of energy price changes on renewable energy stock performance
Tongshui Xia et al.
JOURNAL OF CLEANER PRODUCTION (2019)
The Effects of Geopolitical Uncertainty in Forecasting Financial Markets: A Machine Learning Approach
Vasilios Plakandaras et al.
ALGORITHMS (2019)
The world stock markets under geopolitical risks: Dependence structure
Jong-Eun Lee
WORLD ECONOMY (2019)
A bibliometric analysis on green finance: Current status, development, and future directions
Dayong Zhang et al.
FINANCE RESEARCH LETTERS (2019)
Geopolitical risks and the predictability of regional oil returns and volatility
Riza Demirer et al.
OPEC ENERGY REVIEW (2019)
Effects of the geopolitical risks on Bitcoin returns and volatility
Ahmet Faruk Aysan et al.
RESEARCH IN INTERNATIONAL BUSINESS AND FINANCE (2019)
The dynamic dependence of fossil energy, investor sentiment and renewable energy stock markets
Yingjie Song et al.
ENERGY ECONOMICS (2019)
Geopolitical risk and oil volatility: A new insight
Jing Liu et al.
ENERGY ECONOMICS (2019)
Geopolitical Risks and Movements in Islamic Bond and Equity Markets: A Note
Elie Bouri et al.
DEFENCE AND PEACE ECONOMICS (2019)
Global energy and geopolitical risk: behavior of oil markets
Abdullah Alqahtani et al.
INTERNATIONAL JOURNAL OF ENERGY SECTOR MANAGEMENT (2019)
What are the categories of geopolitical risks that could drive oil prices higher? Acts or threats?
Jamal Bouoiyour et al.
ENERGY ECONOMICS (2019)
Dynamic correlations between oil prices and the stock prices of clean energy and technology firms: The role of reserve currency (US dollar)
Baris Kocaarslan et al.
ENERGY ECONOMICS (2019)
Do the emerging stock markets react to international economic policy uncertainty, geopolitical risk and financial stress alike?
Debojyoti Das et al.
NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE (2019)
Geopolitical Risks, Returns, and Volatility in Emerging Stock Markets: Evidence from a Panel GARCH Model
Christos Bouras et al.
EMERGING MARKETS FINANCE AND TRADE (2019)
Macro fundamentals or geopolitical events? A textual analysis of news events for crude oil
Michael W. Brandt et al.
JOURNAL OF EMPIRICAL FINANCE (2019)
Point and density forecasts of oil returns: The role of geopolitical risks
Vasilios Plakandaras et al.
RESOURCES POLICY (2019)
Risk dependence of CoVaR and structural change between oil prices and exchange rates: A time-varying copula model
Qiang Ji et al.
ENERGY ECONOMICS (2019)
Have fossil fuels been substituted by renewables? An empirical assessment for 10 European countries
Antonio Cardoso Marques et al.
ENERGY POLICY (2018)
Optimal hedge ratios for clean energy equities
Wasim Ahmad et al.
ECONOMIC MODELLING (2018)
The dependence and risk spillover between crude oil market and China stock market: New evidence from a variational mode decomposition-based copula method
Xiafei Li et al.
ENERGY ECONOMICS (2018)
Oil and energy sector stock markets: An analysis of implied volatility indexes
Anupam Dutta
JOURNAL OF MULTINATIONAL FINANCIAL MANAGEMENT (2018)
Connectedness network and dependence structure mechanism in green investments
Amanda Ivarsson Lundgren et al.
ENERGY ECONOMICS (2018)
Stock Prices of Renewable Energy Firms: Are There Asymmetric Responses to Oil Price Changes?
Donggyu Lee et al.
ECONOMIES (2018)
Volatility jumps: The role of geopolitical risks
Konstantinos Gkillas et al.
FINANCE RESEARCH LETTERS (2018)
Renewable energy, oil prices, and economic activity: A Granger-causality in quantiles analysis
Victor Troster et al.
ENERGY ECONOMICS (2018)
Geopolitical risks and stock market dynamics of the BRICS
Mehmet Balcilar et al.
ECONOMIC SYSTEMS (2018)
Uncertainties and extreme risk spillover in the energy markets: A time-varying copula-based CoVaR approach
Qiang Ji et al.
ENERGY ECONOMICS (2018)
Time and frequency dynamics of connectedness between renewable energy stocks and crude oil prices
Roman Ferrer et al.
ENERGY ECONOMICS (2018)
Risk transmission mechanism between energy markets: A VAR for VaR approach
Yifan Shen et al.
ENERGY ECONOMICS (2018)
Time-varying rare disaster risks, oil returns and volatility
Riza Demirer et al.
ENERGY ECONOMICS (2018)
A new time-varying optimal copula model identifying the dependence across markets
Bing-Yue Liu et al.
QUANTITATIVE FINANCE (2017)
Oil price uncertainty and clean energy stock returns: New evidence from crude oil volatility index
Anupam Dutta
JOURNAL OF CLEANER PRODUCTION (2017)
Wavelet-based test of co-movement and causality between oil and renewable energy stock prices
Juan C. Reboredo et al.
ENERGY ECONOMICS (2017)
On the dynamic dependence and investment performance of crude oil and clean energy stocks
Wasim Ahmad
RESEARCH IN INTERNATIONAL BUSINESS AND FINANCE (2017)
Geopolitical risks and the oil-stock nexus over 1899-2016
Nikolaos Antonakakis et al.
FINANCE RESEARCH LETTERS (2017)
Dynamic return-volatility dependence and risk measure of CoVaR in the oil market: A time-varying mixed copula model
Bing-Yue Liu et al.
ENERGY ECONOMICS (2017)
Oil shocks and stock markets: Dynamic connectedness under the prism of recent geopolitical and economic unrest
Nikolaos Antonakakis et al.
INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS (2017)
Modeling systemic risk and dependence structure between oil and stock markets using a variational mode decomposition-based copula method
Walid Mensi et al.
JOURNAL OF BANKING & FINANCE (2017)
Exuberance in China's renewable energy investment: Rationality, capital structure and implications with firm level evidence
Dayong Zhang et al.
ENERGY POLICY (2016)
Quantile dependence of oil price movements and stock returns
Juan C. Reboredo et al.
ENERGY ECONOMICS (2016)
Free cash flows and overinvestment: Further evidence from Chinese energy firms
Dayong Zhang et al.
ENERGY ECONOMICS (2016)
Stock market volatility spillovers and portfolio hedging: BRICS and the financial crisis
Theodore Syriopoulos et al.
INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS (2015)
Variational Mode Decomposition
Konstantin Dragomiretskiy et al.
IEEE TRANSACTIONS ON SIGNAL PROCESSING (2014)
Assessing the contribution of banks, insurance and other financial services to systemic risk
Oscar Bernal et al.
JOURNAL OF BANKING & FINANCE (2014)
Systemic risk measurement: Multivariate GARCH estimation of CoVaR
Giulio Girardi et al.
JOURNAL OF BANKING & FINANCE (2013)
Why do some emerging economies proactively accelerate the adoption of renewable energy?
Ruhul A. Salim et al.
ENERGY ECONOMICS (2012)
TERRORISM AND THE RETURNS TO OIL
Brock Blomberg et al.
ECONOMICS & POLITICS (2009)
Asymptotic theory for a vector ARMA-GARCH model
SQ Ling et al.
ECONOMETRIC THEORY (2003)
Bootstrap tests for distributional treatment effects in instrumental variable models
A Abadie
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION (2002)
Share Paper
