The impact of extreme structural oil-price shocks on clean energy and oil stocks
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DOI: 10.1016/j.energy.2021.120209
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More about this item
Keywords
Connectedness and coherence; Clean energy stocks; Oil & gas stocks; Crude oil price shocks; Quantile cross-spectral dependence;All these keywords.
JEL classification:
- Q42 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Energy - - - Alternative Energy Sources
- C58 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Financial Econometrics
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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