Wavelet-based test of co-movement and causality between oil and renewable energy stock prices
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DOI: 10.1016/j.eneco.2016.10.015
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More about this item
Keywords
Oil prices; Renewable energy; Wavelets; Wavelet coherence; Causality;All these keywords.
JEL classification:
- C58 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Financial Econometrics
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- Q42 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Energy - - - Alternative Energy Sources
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