☆ 3.8 Article

Multivariate time-frequency interactions of renewable and non-renewable energy markets with macroeconomic factors in India

ENERGY SYSTEMS-OPTIMIZATION MODELING SIMULATION AND ECONOMIC ASPECTS (2023)

Related references

Note: Only part of the references are listed.

Article Environmental Studies

Frequency dependence between oil futures and international stock markets and the role of gold, bonds, and uncertainty indices: Evidence from partial and multivariate wavelet approaches

Walid Mensi et al.

Summary: This study examines the frequency dynamic co-movements between crude oil prices and stock market returns of developed and emerging economies. The results show evidence of time-frequency co-movements at medium and low frequencies, which are intensified during global financial crisis and COVID-19 pandemic periods. Risk analysis reveals dependence and persistence of co-movements, and aggravation of portfolio risk in the BRICS economies and across markets during bouts of afflictions. These findings highlight the importance of considering these co-movements when setting up regulations to enhance market efficiency.

RESOURCES POLICY (2023)

Add to Collection

Article Environmental Studies

Impacts of COVID-19 on dynamic return and volatility spillovers between rare earth metals and renewable energy stock markets

Waqas Hanif et al.

Summary: We examine the time-frequency co-movements and return and volatility spillovers between rare earths and major renewable energy stocks. Our findings show that the COVID-19 crisis has led to a significant increase in co-movements and spillovers in returns and volatility between these sectors. Rare earths act as net recipients of spillovers, while clean energy stocks are net transmitters before and during the pandemic. Our results suggest the importance of portfolio rebalancing during crises.

RESOURCES POLICY (2023)

Add to Collection

Article Economics

Co-movement between dirty and clean energy: A time-frequency perspective

Saqib Farid et al.

Summary: In the context of the recent covid-19 pandemic, there is a renewed interest in understanding the relationship between dirty and clean energies. This study examines the co-movement structure between clean energy stocks and dirty energies before and during the covid-19 outbreak using a large sample of dirty energies and clean energy sector proxies. The findings reveal weak linkages between clean energy equities and dirty energies in the short-run, but occasional high comovements in the long-run. There is also a distinct decoupling effect between dirty and clean energy markets, with clean energy being relatively isolated during the pandemic crisis.

ENERGY ECONOMICS (2023)

Add to Collection

Article Environmental Sciences

Asymmetric nexus among financial globalization, non-renewable energy, renewable energy use, economic growth, and carbon emissions: impact on environmental sustainability targets in India

Seyi Saint Akadiri et al.

Summary: The study investigates the asymmetric effect of financial globalization on carbon emissions, finding that positive shocks in non-renewable energy utilization increase carbon emissions, while favorable variations in renewable energy consumption decrease carbon emissions. Additionally, favorable shocks in financial development contribute to carbon emissions, as do positive shocks in growth.

ENVIRONMENTAL SCIENCE AND POLLUTION RESEARCH (2022)

Add to Collection

Article Thermodynamics

Data-driven modeling for long-term electricity price forecasting

Paolo Gabrielli et al.

Summary: This paper proposes a data-driven model based on Fourier analysis for long-term prediction of electricity market prices. By decomposing the electricity price into different components and using relevant energy and market data for prediction, this method is capable of accurately predicting the dynamics of electricity prices and has the ability to generalize.

ENERGY (2022)

Add to Collection

Article Environmental Studies

Extreme dependence between structural oil shocks and stock markets in GCC countries

Aktham Maghyereh et al.

Summary: This paper investigates the impact of extreme oil price shocks on the stock market returns of major oil-exporter countries (GCC countries) at different time horizons. The findings of this study provide important implications for portfolio investors in the GCC region.

RESOURCES POLICY (2022)

Add to Collection

Article Environmental Studies

Time-frequency coherence and quantile causality between trade policy uncertainty and rare earth prices: Evidence from China and the US

Liya Hau et al.

Summary: This study explores the dynamic relationship between rare earth elements prices and trade policy uncertainty in China and the US across different time and frequency domains. The dependence between the two factors varies over time, with a negative correlation in the long run and limited evidence of association in the short and medium run. Market conditions play a significant role in revealing specific information, with bi-directional causality found in long time scales and significant causality in extreme downside scenarios in short time scales.

RESOURCES POLICY (2022)

Add to Collection

Article Green & Sustainable Science & Technology

Does financial development promote renewable energy consumption in the USA? Evidence from the Fourier-wavelet quantile causality test

Ugur Korkut Pata et al.

Summary: This study examines the impact of financial development on renewable energy consumption in the United States. The results show that financial development encourages renewable energy consumption at high levels in the medium and long term. Depth and accessibility are the two most important factors promoting renewable energy consumption.

RENEWABLE ENERGY (2022)

Add to Collection

Article Environmental Studies

Interdependence structure of global commodity classes and African equity markets: A vector wavelet coherence analysis

Ahmed Bossman et al.

Summary: Commodity and African stock markets can provide safe returns, but the characteristics of commodity returns may change due to price volatility and financialization. The trade liberalization in African markets may reduce the effectiveness of diversification, highlighting the need for timely assessment of the interdependencies between these markets.

RESOURCES POLICY (2022)

Add to Collection

Article Environmental Studies

Can precious metals hedge geopolitical risk? Fresh sight using wavelet coherence analysis

Sheng Cheng et al.

Summary: Based on wavelet coherence analysis, this paper examines the hedging effect of precious metals against geopolitical risk (GPR) and the asymmetry in the hedging effect when GPR rises or falls in time and frequency domains. The main findings suggest that gold and silver are effective assets for hedging GPR in the short and medium term, and there is a significant asymmetry in the relationship between GPR and precious metals. Additionally, all four precious metals can hedge both GPR and the negative change of GPR in the medium term.

RESOURCES POLICY (2022)

Add to Collection

Article Environmental Studies

Dynamic connectedness between clean energy stock markets and energy commodity markets during times of COVID-19: Empirical evidence from China

Haozhi Qi et al.

Summary: This study examines the dynamic relationship between clean energy stock markets and energy commodity markets in China from a time-frequency perspective. The findings suggest that clean stock markets play a significant role as contributors and recipients in the short run, while energy commodities have a solid net contributor role in the long run. Short-term spillovers tend to dominate long-run ones, although during the COVID-19 pandemic, long-term spillovers became more prominent. The study also highlights that clean energy stocks have a stronger influence on energy commodities in the short run, while traditional energy assets are less affected. Moreover, COVID-19 can enhance the hedging effectiveness of portfolio design.

RESOURCES POLICY (2022)

Add to Collection

Article Environmental Studies

Time-frequency connectedness between energy and nonenergy commodity markets during COVID-19: Evidence from China

Hao Chen et al.

Summary: This study investigates the static and dynamic time-frequency connectedness between energy and nonenergy commodity markets in China during COVID-19. The short-term connectedness dominates the long-term one, and the total connectedness increases after the COVID-19 outbreak. Chemical commodities and soft commodities are the primary transmitters in the short run, while chemical commodities and coal steel iron commodities are the main long-run primary transmitters.

RESOURCES POLICY (2022)

Add to Collection

Article Environmental Studies

Public attention, oil and gold markets during the COVID-19: Evidence from time-frequency analysis

Sufang Li et al.

Summary: This study uses time-frequency analysis to evaluate the relationship between public attention to the COVID-19 pandemic, crude oil, and gold markets in the G7 countries. The findings show heterogeneity in the relationship, suggesting that portfolio diversification across markets and investment horizons may be beneficial.

RESOURCES POLICY (2022)

Add to Collection

Article Environmental Studies

Economy-energy markets nexus during COVID-19: A dynamic time-frequency analysis

Masnun Mahi et al.

Summary: Our study investigates dynamics between economic activities and energy markets, utilizing daily data from January 1, 2020 to November 25, 2020. Through wavelet-based techniques, we analyze market volatility and co-movement, discovering significant fluctuations during the COVID-19 pandemic, with different levels of correlation between conventional and clean energy markets. Furthermore, we identify positive and bi-directional causality between economic activities and energy market indices, highlighting the importance of fluctuating policy interventions to avoid long-term predicaments.

ENERGY & ENVIRONMENT (2022)

Add to Collection

Review Business, Finance

Short Selling: A Review of the Literature and Implications for Future Research

Haiyan Jiang et al.

Summary: This systematic literature review critically examines the determinants of short selling and their impact on various aspects. It focuses on the role of short sellers as information intermediaries and how they influence accounting, auditing, and other corporate decisions. The review emphasizes the need to understand how short sellers use private and non-financial information to influence managerial economic decisions and firms' financial reporting decisions. Further research is required to uncover the "black box" of information used by short sellers.

EUROPEAN ACCOUNTING REVIEW (2022)

Add to Collection

Article Environmental Studies

Oil, natural gas and BRICS stock markets: Evidence of systemic risks and co-movements in the time-frequency domain

Walid Mensi et al.

Summary: This study reveals that there are co-movements between oil prices and stock market returns in the long-term, with the strongest correlation observed during the 2008 financial crisis and subsequent economic recovery. After removing the influence of natural gas prices, the relationship between crude oil prices and BRICS stock returns becomes more significant. Natural gas provides higher diversification benefits in terms of investment risk compared to stock markets.

RESOURCES POLICY (2021)

Add to Collection

Article Thermodynamics

Dynamic dependence and risk connectedness among oil and stock markets: New evidence from time-frequency domain perspectives

Jinxin Cui et al.

Summary: This study explores the time-frequency dependence and risk connectedness between oil and stock markets in oil-importing and oil-exporting countries. The results indicate stronger dependence structures between oil and stock markets in the long-term, with risk spillovers predominantly occurring in the long run and intensifying during major international crisis events.

ENERGY (2021)

Add to Collection

Article Environmental Sciences

Co-movement of energy prices and stock market return: environmental wavelet nexus of COVID-19 pandemic from the USA, Europe, and China

FengSheng Chien et al.

Summary: This study examines the time-frequency relationship between the COVID-19 pandemic and instabilities in oil price, stock market, geopolitical risks, and economic policy, finding that as the severity of the pandemic increases, various indices such as industrial productivity, oil demand, stock market, GDP growth, and electricity demand decrease significantly.

ENVIRONMENTAL SCIENCE AND POLLUTION RESEARCH (2021)

Add to Collection

Article Environmental Sciences

Energy security, economic growth and environmental sustainability in India: Does FDI and trade openness play a role?

Rabindra Nepal et al.

Summary: India plays a critical role in global sustainability due to its status as one of the world's largest emerging economies, with a strong focus on energy security. The study reveals long-term linkages between energy security, FDI, economic output, carbon emissions, and trade openness in India. Encouraging energy-efficient techniques through FDI and attracting investment in renewable energy sectors are essential for reducing carbon emissions and ensuring sustainable economic development in India. These findings serve as important policy lessons for other developing and emerging economies globally.

JOURNAL OF ENVIRONMENTAL MANAGEMENT (2021)

Add to Collection

Article Environmental Studies

Oil prices and agricultural commodity markets: Evidence from pre and during COVID-19 outbreak

Ngo Thai Hung

Summary: This study finds that during the Covid-19 outbreak, the return spillovers between crude oil prices and agricultural commodity markets are more pronounced, but the intensity of the spillover relationship varies throughout the research period, with both negative and positive interactions.

RESOURCES POLICY (2021)

Add to Collection

Article Energy & Fuels

Dynamic Cost-Optimal Assessment of Complementary Diurnal Electricity Storage Capacity in High PV Penetration Grid

Samuel Matthew G. Dumlao et al.

Summary: Solar Photovoltaics (PV) is considered a renewable energy technology that could reduce dependence on fossil fuels, but its reliance on sunlight for electricity generation poses challenges in grids with high PV penetration. This study presents a cost-optimal storage growth trajectory to support dynamic integration of solar PV, demonstrating a balance between curtailment costs and storage investment costs. The results show that this optimal trajectory can reduce the impact of curtailment on energy generation costs and lower CO2 emissions by utilizing more solar energy potential.

ENERGIES (2021)

Add to Collection

Article Business, Finance

Time-frequency comovement among green bonds, stocks, commodities, clean energy, and conventional bonds

Thi Thu Ha Nguyen et al.

Summary: The paper analyzes the relationship between green bonds and other asset markets from 2008 to 2019, finding that green bonds show low or negative correlation compared to stocks, commodities, and clean energy, indicating a significant diversification benefit.

FINANCE RESEARCH LETTERS (2021)

Add to Collection

Article Business, Finance

A wavelet approach of investing behaviors and their effects on risk exposures

Roman Mestre

Summary: The study developed a new multi-Betas model to analyze short and long exposures to different sources of risk, showing that the impact of oil and gold on stocks varies depending on different investor behavior patterns.

FINANCIAL INNOVATION (2021)

Add to Collection

Proceedings Paper Materials Science, Multidisciplinary

Statistical analysis of impact of COVID 19 on India commodity markets

M. S. Shruthi et al.

Summary: The COVID-19 pandemic led to a lockdown of the economy and business world, causing increased uncertainty and unsecured initialization investment between traders. Studies show that the volatility transmission differs post food price crisis, with risk transmission materializing as an additional element of the statistical interrelations among agricultural and energy markets.

MATERIALS TODAY-PROCEEDINGS (2021)

Add to Collection

Article Energy & Fuels

Reproducing solar curtailment with Fourier analysis using Japan dataset

Samuel Matthew G. Dumlao et al.

ENERGY REPORTS (2020)

Add to Collection

Article Green & Sustainable Science & Technology

An Econophysics Study of the S&P Global Clean Energy Index

Paulo Ferreira et al.

SUSTAINABILITY (2020)

Add to Collection

Article Green & Sustainable Science & Technology

Time-frequency Connectedness between Coal Market Prices, New Energy Stock Prices and CO2 Emissions Trading Prices in China

Chun Jiang et al.

SUSTAINABILITY (2020)

Add to Collection

Article Thermodynamics

Are shocks to disaggregated renewable energy consumption permanent or temporary for the USA? Wavelet based unit root test with smooth structural shifts

Mucahit Aydin et al.

ENERGY (2020)

Add to Collection

Article Economics

The Dynamic Time-frequency Relationship between International Oil Prices and Investor Sentiment in China: A Wavelet Coherence Analysis

Zhengke Ye et al.

ENERGY JOURNAL (2020)

Add to Collection

Article Environmental Studies

Oil prices and geopolitical risks: What implications are offered via multi-domain investigations?

Boying Li et al.

ENERGY & ENVIRONMENT (2020)

Add to Collection

Article Economics

The Great Indian Demonetization

Amartya Lahiri

JOURNAL OF ECONOMIC PERSPECTIVES (2020)

Add to Collection

Article Economics

Does economic policy uncertainty in the US influence stock markets in China and India? Time-frequency evidence

Rong Li et al.

APPLIED ECONOMICS (2020)

Add to Collection

Article Economics

Co-movements in commodity markets and implications in diversification benefits

Xiao Jing Cai et al.

EMPIRICAL ECONOMICS (2020)

Add to Collection

Article Business, Finance

The impact of investor sentiment on crude oil market risks: evidence from the wavelet approach

Yue-Jun Zhang et al.

QUANTITATIVE FINANCE (2019)

Add to Collection

Article Energy & Fuels

Carbon Footprint of Electricity Generation in Brazil: An Analysis of the 2016-2026 Period

Murillo Vetroni Barros et al.

ENERGIES (2018)

Add to Collection

Article Physics, Multidisciplinary

Time-frequency causality between stock prices and exchange rates: Further evidences from cointegration and wavelet analysis

Sahar Afshan et al.

PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS (2018)

Add to Collection

Article Physics, Multidisciplinary

Wavelet analysis of the co-movement and lead-lag effect among multi-markets

Qi Sun et al.

PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS (2018)

Add to Collection

Article Multidisciplinary Sciences

Re-assessing causality between energy consumption and economic growth

Atanu Ghoshray et al.

PLOS ONE (2018)

Add to Collection

Article Energy & Fuels

Analyzing the causalities between economic growth, financial development, international trade, tourism expenditure and/on the CO2 emissions in Greece

Cem Isik et al.

ENERGY SOURCES PART B-ECONOMICS PLANNING AND POLICY (2017)

Add to Collection

Article Energy & Fuels

Analyzing the causalities between economic growth, financial development, international trade, tourism expenditure and/on the CO2 emissions in Greece

Cem Isik et al.

ENERGY SOURCES PART B-ECONOMICS PLANNING AND POLICY (2017)

Add to Collection

Article Economics

Co-movements and contagion between international stock index futures markets

Claudiu Tiberiu Albulescu et al.

EMPIRICAL ECONOMICS (2017)

Add to Collection

Review Green & Sustainable Science & Technology

CO2 emissions, non-renewable and renewable electricity production, economic growth, and international trade in Italy

Joao Paulo Cerdeira Bento et al.

RENEWABLE & SUSTAINABLE ENERGY REVIEWS (2016)

Add to Collection

Article Green & Sustainable Science & Technology

The Multiscale Fluctuations of the Correlation between Oil Price and Wind Energy Stock

Shupei Huang et al.

SUSTAINABILITY (2016)

Add to Collection

Article Economics

Is there dependence and systemic risk between oil and renewable energy stock prices?

Juan C. Reboredo

ENERGY ECONOMICS (2015)

Add to Collection

Article Economics

Time-frequency relationship between share prices and exchange rates in India: Evidence from continuous wavelets

Aviral Kumar Tiwari et al.

EMPIRICAL ECONOMICS (2015)

Add to Collection

Review Green & Sustainable Science & Technology

The environmental Kuznets curve and the role of coal consumption in India: Cointegration and causality analysis in an open economy

Aviral Kumar Tiwari et al.

RENEWABLE & SUSTAINABLE ENERGY REVIEWS (2013)

Add to Collection

Article Economics

Oil price and exchange rates: A wavelet based analysis for India

Aviral Kumar Tiwari et al.

ECONOMIC MODELLING (2013)

Add to Collection

Article Economics

The influence of the international oil prices on the real effective exchange rate in Romania in a wavelet transform framework

Aviral Kumar Tiwari et al.

ENERGY ECONOMICS (2013)

Add to Collection

Article Economics

Is energy consumption effective to spur economic growth in Pakistan? New evidence from bounds test to level relationships and Granger causality tests

Muhammad Shahbaz et al.

ECONOMIC MODELLING (2012)

Add to Collection

Article Economics

Modeling nonlinear Granger causality between the oil price and U.S. dollar: A wavelet based approach

Francois Benhmad

ECONOMIC MODELLING (2012)

Add to Collection

Article Economics

Co-movement of energy commodities revisited: Evidence from wavelet coherence analysis

Lukas Vacha et al.

ENERGY ECONOMICS (2012)

Add to Collection

Article Economics

Energy consumption and economic growth relationship: Evidence from panel data for low and middle income countries

Ilhan Ozturk et al.

ENERGY POLICY (2010)

Add to Collection

Article Economics

Electricity supply, employment and real GDP in India: evidence from cointegration and Granger-causality tests

Sajal Ghosh

ENERGY POLICY (2009)

Add to Collection

Article Economics

Energy consumption and economic growth: Evidence from China at both aggregated and disaggregated levels

Jia-Hai Yuan et al.

ENERGY ECONOMICS (2008)

Add to Collection

Article Economics

Disaggregated industrial energy consumption and GDP: the case of Shanghai, 1952-1999

Y Wolde-Rufael

ENERGY ECONOMICS (2004)

Add to Collection

Article Economics

Interest rates and inflation

F Alvarez et al.

AMERICAN ECONOMIC REVIEW (2001)

Add to Collection

© Peeref 2019-2024. All rights reserved.