Economic extremes steering renewable energy trajectories: A time-frequency dissection of global shocks
Author
Abstract
Suggested Citation
DOI: 10.1016/j.techfore.2024.123317
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Mohaddes, Kamiar & Pesaran, M. Hashem, 2017.
"Oil prices and the global economy: Is it different this time around?,"
Energy Economics, Elsevier, vol. 65(C), pages 315-325.
- Kamiar Mohaddes & M. Hashem Pesaran, 2016. "Oil Prices and the Global Economy: Is It Different This Time Around?," Working Papers 1052, Economic Research Forum, revised 10 2016.
- Kamiar Mohaddes & M. Hashem Pesaran, 2016. "Oil Prices and the Global Economy: Is it Different this Time Around?," CESifo Working Paper Series 5992, CESifo.
- Kamiar Mohaddes & M. Hashem Pesaran, 2016. "Oil Prices and the Global Economy: Is It Different This Time Around?," Cambridge Working Papers in Economics 1640, Faculty of Economics, University of Cambridge.
- Mr. Kamiar Mohaddes & M. Hashem Pesaran, 2016. "Oil Prices and the Global Economy: Is It Different This Time Around?," IMF Working Papers 2016/210, International Monetary Fund.
- Kamiar Mohaddes & M. Hashem Pesaran, 2016. "Oil prices and the global economy: Is it different this time around?," CAMA Working Papers 2016-56, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Kamiar Mohaddes & M. Hashem Pesaran, 2016. "Oil prices and the global economy: is it different this time around?," Globalization Institute Working Papers 277, Federal Reserve Bank of Dallas.
- Hong, Yanran & Ma, Feng & Wang, Lu & Liang, Chao, 2022. "How does the COVID-19 outbreak affect the causality between gold and the stock market? New evidence from the extreme Granger causality test," Resources Policy, Elsevier, vol. 78(C).
- Wang, Jiqian & Ma, Feng & Bouri, Elie & Zhong, Juandan, 2022. "Volatility of clean energy and natural gas, uncertainty indices, and global economic conditions," Energy Economics, Elsevier, vol. 108(C).
- Boubaker, Sabri & Liu, Zhenya & Zhai, Ling, 2021.
"Big data, news diversity and financial market crash,"
Technological Forecasting and Social Change, Elsevier, vol. 168(C).
- Sabri Boubaker & Zhenya Liu & Ling Zhai, 2021. "Big data, news diversity and financial market crash," Post-Print hal-03511405, HAL.
- Geng, Jiang-Bo & Du, Ya-Juan & Ji, Qiang & Zhang, Dayong, 2021. "Modeling return and volatility spillover networks of global new energy companies," Renewable and Sustainable Energy Reviews, Elsevier, vol. 135(C).
- Chen, Chien-Fu & Chiang, Shu-hen, 2022. "Portfolio diversification possibilities between the stock and housing markets in G7 countries: Evidence from the time-varying Granger causality," Finance Research Letters, Elsevier, vol. 49(C).
- Liang, Chao & Luo, Qin & Li, Yan & Huynh, Luu Duc Toan, 2023. "Global financial stress index and long-term volatility forecast for international stock markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 88(C).
- Luís Aguiar-Conraria & Maria Soares, 2011. "Oil and the macroeconomy: using wavelets to analyze old issues," Empirical Economics, Springer, vol. 40(3), pages 645-655, May.
- Haarhaus, Tim & Liening, Andreas, 2020. "Building dynamic capabilities to cope with environmental uncertainty: The role of strategic foresight," Technological Forecasting and Social Change, Elsevier, vol. 155(C).
- Stamatios Ntanos & Michalis Skordoulis & Grigorios Kyriakopoulos & Garyfallos Arabatzis & Miltiadis Chalikias & Spyros Galatsidas & Athanasios Batzios & Apostolia Katsarou, 2018. "Renewable Energy and Economic Growth: Evidence from European Countries," Sustainability, MDPI, vol. 10(8), pages 1-13, July.
- Ji, Qiang & Zhang, Dayong, 2019. "How much does financial development contribute to renewable energy growth and upgrading of energy structure in China?," Energy Policy, Elsevier, vol. 128(C), pages 114-124.
- Ren, Xiaohang & Li, Yiying & yan, Cheng & Wen, Fenghua & Lu, Zudi, 2022. "The interrelationship between the carbon market and the green bonds market: Evidence from wavelet quantile-on-quantile method," Technological Forecasting and Social Change, Elsevier, vol. 179(C).
- Natalya Naqvi, 2019. "Manias, Panics and Crashes in Emerging Markets: An Empirical Investigation of the Post-2008 Crisis Period," New Political Economy, Taylor & Francis Journals, vol. 24(6), pages 759-779, November.
- Ren, Weijie & Li, Baisong & Han, Min, 2020. "A novel Granger causality method based on HSIC-Lasso for revealing nonlinear relationship between multivariate time series," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 541(C).
- Su, Chi-Wei & Khan, Khalid & Umar, Muhammad & Zhang, Weike, 2021. "Does renewable energy redefine geopolitical risks?," Energy Policy, Elsevier, vol. 158(C).
- Christiane Baumeister & Dimitris Korobilis & Thomas K. Lee, 2022.
"Energy Markets and Global Economic Conditions,"
The Review of Economics and Statistics, MIT Press, vol. 104(4), pages 828-844, October.
- Christiane Baumeister & Dimitris Korobilis & Thomas K. Lee, 2020. "Energy Markets and Global Economic Conditions," CESifo Working Paper Series 8282, CESifo.
- Christiane Baumeister & Dimitris Korobilis & Thomas K. Lee, 2020. "Energy Markets and Global Economic Conditions," NBER Working Papers 27001, National Bureau of Economic Research, Inc.
- Christiane Baumeister & Dimitris Korobilis & Thomas K. Lee, 2020. "Energy Markets and Global Economic Conditions," Working Papers 2020_08, Business School - Economics, University of Glasgow.
- Baumeister, Christiane & Korobilis, Dimitris & Lee, Thomas K., 2020. "Energy Markets and Global Economic Conditions," CEPR Discussion Papers 14580, C.E.P.R. Discussion Papers.
- Yousfi, Mohamed & Ben Zaied, Younes & Ben Cheikh, Nidhaleddine & Ben Lahouel, Béchir & Bouzgarrou, Houssem, 2021. "Effects of the COVID-19 pandemic on the US stock market and uncertainty: A comparative assessment between the first and second waves," Technological Forecasting and Social Change, Elsevier, vol. 167(C).
- repec:bla:jfinan:v:53:y:1998:i:1:p:285-311 is not listed on IDEAS
- Guo, Jin & Tanaka, Tetsuji, 2022. "Energy security versus food security: An analysis of fuel ethanol- related markets using the spillover index and partial wavelet coherence approaches," Energy Economics, Elsevier, vol. 112(C).
- Yaman Omer Erzurumlu & Tunc Oygur & Alper Kirik, 2020. "One size does not fit all: external driver of the cryptocurrency world," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 37(3), pages 545-560, June.
- Xi, Yue & Zeng, Qing & Lu, Xinjie & Huynh, Toan L.D., 2022. "Oil and renewable energy stock markets: Unique role of extreme shocks," Energy Economics, Elsevier, vol. 109(C).
- Varun & Prakash, Ravi & Bhat, Inder Krishnan, 2009. "Energy, economics and environmental impacts of renewable energy systems," Renewable and Sustainable Energy Reviews, Elsevier, vol. 13(9), pages 2716-2721, December.
- Capucine Nobletz, 2022. "Green energy indices & financial markets: An in-depth look," International Economics, CEPII research center, issue 170, pages 80-109.
- Chi, Meiqing & Muhammad, Sulaman & Khan, Zeeshan & Ali, Shahid & Li, Rita Yi Man, 2021. "Is centralization killing innovation? The success story of technological innovation in fiscally decentralized countries," Technological Forecasting and Social Change, Elsevier, vol. 168(C).
- Cui, Jinxin & Maghyereh, Aktham, 2023. "Higher-order moment risk connectedness and optimal investment strategies between international oil and commodity futures markets: Insights from the COVID-19 pandemic and Russia-Ukraine conflict," International Review of Financial Analysis, Elsevier, vol. 86(C).
- Guo, Yangli & Ma, Feng & Li, Haibo & Lai, Xiaodong, 2022. "Oil price volatility predictability based on global economic conditions," International Review of Financial Analysis, Elsevier, vol. 82(C).
- Yuan, Xueliang & Liu, Xin & Zuo, Jian, 2015. "The development of new energy vehicles for a sustainable future: A review," Renewable and Sustainable Energy Reviews, Elsevier, vol. 42(C), pages 298-305.
- Yilanci, Veli & Kilci, Esra N., 2021. "The role of economic policy uncertainty and geopolitical risk in predicting prices of precious metals: Evidence from a time-varying bootstrap causality test," Resources Policy, Elsevier, vol. 72(C).
- Sharif, Arshian & Aloui, Chaker & Yarovaya, Larisa, 2020. "COVID-19 pandemic, oil prices, stock market, geopolitical risk and policy uncertainty nexus in the US economy: Fresh evidence from the wavelet-based approach," International Review of Financial Analysis, Elsevier, vol. 70(C).
- Sanya Carley & David M. Konisky, 2020. "The justice and equity implications of the clean energy transition," Nature Energy, Nature, vol. 5(8), pages 569-577, August.
- AlQershi, Nagwan & Saufi, Roselina Binti Ahmad & Ismail, Noor Azizi & Mohamad, Mohd Rosli Bin & Ramayah, T. & Muhammad, Nik Maheran Nik & Yusoff, Mohd Nor Hakimin Bin, 2023. "The moderating role of market turbulence beyond the Covid-19 pandemic and Russia-Ukraine crisis on the relationship between intellectual capital and business sustainability," Technological Forecasting and Social Change, Elsevier, vol. 186(PB).
- Alkaraan, Fadi & Albitar, Khaldoon & Hussainey, Khaled & Venkatesh, VG, 2022. "Corporate transformation toward Industry 4.0 and financial performance: The influence of environmental, social, and governance (ESG)," Technological Forecasting and Social Change, Elsevier, vol. 175(C).
- Aktham Issa Maghyereh & Hussein A. Abdoh, 2022. "COVID-19 pandemic and volatility interdependence between gold and financial assets," Applied Economics, Taylor & Francis Journals, vol. 54(13), pages 1473-1486, March.
- Raggad, Bechir, 2021. "Time varying causal relationship between renewable energy consumption, oil prices and economic activity: New evidence from the United States," Resources Policy, Elsevier, vol. 74(C).
- Narayan, Paresh Kumar & Gupta, Rangan, 2015.
"Has oil price predicted stock returns for over a century?,"
Energy Economics, Elsevier, vol. 48(C), pages 18-23.
- Paresh K. Narayan & Rangan Gupta, 2014. "Has Oil Pirce Predicted Stock Returns for Over a Century?," Working Papers 201446, University of Pretoria, Department of Economics.
- Narayan, Paresh Kumar & Gupta, Rangan, 2015. "Has oil price predicted stock returns for over a century?," Working Papers fe_2015_08, Deakin University, Department of Economics.
- Raza, Syed Ali & Shahbaz, Muhammad & Amir-ud-Din, Rafi & Sbia, Rashid & Shah, Nida, 2018.
"Testing for wavelet based time-frequency relationship between oil prices and US economic activity,"
Energy, Elsevier, vol. 154(C), pages 571-580.
- Syed Ali Raza & Muhammad Shahbaz & Rafi Amir-Ud-Din & Rashid Sbia & Nida Shah, 2018. "Testing for wavelet based time-frequency relationship between oil prices and US economic activity," Post-Print hal-01982294, HAL.
- Wang, Lu & Ma, Feng & Niu, Tianjiao & He, Chengting, 2020. "Crude oil and BRICS stock markets under extreme shocks: New evidence," Economic Modelling, Elsevier, vol. 86(C), pages 54-68.
- Jiang, Wei & Chen, Yunfei, 2022. "The time-frequency connectedness among carbon, traditional/new energy and material markets of China in pre- and post-COVID-19 outbreak periods," Energy, Elsevier, vol. 246(C).
- Gozgor, Giray, 2016. "Are shocks to renewable energy consumption permanent or transitory? An empirical investigation for Brazil, China, and India," Renewable and Sustainable Energy Reviews, Elsevier, vol. 66(C), pages 913-919.
- Hong, Yanran & Li, Pan & Wang, Lu & Zhang, Yaojie, 2023. "New evidence of extreme risk transmission between financial stress and international crude oil markets," Research in International Business and Finance, Elsevier, vol. 64(C).
- Schwerhoff, Gregor & Sy, Mouhamadou, 2017. "Financing renewable energy in Africa – Key challenge of the sustainable development goals," Renewable and Sustainable Energy Reviews, Elsevier, vol. 75(C), pages 393-401.
- Liu, Xiaoqin & Wojewodzki, Michal & Cai, Yifei & Sharma, Satish, 2023. "The dynamic relationships between carbon prices and policy uncertainties," Technological Forecasting and Social Change, Elsevier, vol. 188(C).
- Kanjilal, Kakali & Ghosh, Sajal, 2017. "Dynamics of crude oil and gold price post 2008 global financial crisis – New evidence from threshold vector error-correction model," Resources Policy, Elsevier, vol. 52(C), pages 358-365.
- Tomiwa Sunday Adebayo & Dervis Kirikkaleli, 2021. "Impact of renewable energy consumption, globalization, and technological innovation on environmental degradation in Japan: application of wavelet tools," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, vol. 23(11), pages 16057-16082, November.
- Shah, Muhammad Ibrahim & Foglia, Matteo & Shahzad, Umer & Fareed, Zeeshan, 2022. "Green innovation, resource price and carbon emissions during the COVID-19 times: New findings from wavelet local multiple correlation analysis," Technological Forecasting and Social Change, Elsevier, vol. 184(C).
- Hille, Erik & Althammer, Wilhelm & Diederich, Henning, 2020.
"Environmental regulation and innovation in renewable energy technologies: Does the policy instrument matter?,"
Technological Forecasting and Social Change, Elsevier, vol. 153(C).
- Hille, Erik & Althammer, Wilhelm & Diederich, Henning, 2019. "Environmental regulation and innovation in renewable energy technologies: Does the policy instrument matter?," VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy 203482, Verein für Socialpolitik / German Economic Association.
- F. Alkaraan & K. Albitar & K. Hussainey & V.G. Venkatesh, 2022. "Corporate Transformation toward Industry 4.0 and Financial Performance: The Influence of Environmental, Social, and Governance (ESG)," Post-Print hal-04445029, HAL.
- Mrabet, Zouhair & Alsamara, Mouyad & Saleh, Ali Salman & Anwar, Sajid, 2019. "Urbanization and non-renewable energy demand: A comparison of developed and emerging countries," Energy, Elsevier, vol. 170(C), pages 832-839.
- Ahmed, Walid M.A., 2022. "On the higher-order moment interdependence of stock and commodity markets: A wavelet coherence analysis," The Quarterly Review of Economics and Finance, Elsevier, vol. 83(C), pages 135-151.
- Alola, Andrew Adewale & Rahko, Jaana, 2024. "The effects of environmental innovations and international technology spillovers on industrial and energy sector emissions – Evidence from small open economies," Technological Forecasting and Social Change, Elsevier, vol. 198(C).
- Aloui, Chaker & Hkiri, Besma, 2014. "Co-movements of GCC emerging stock markets: New evidence from wavelet coherence analysis," Economic Modelling, Elsevier, vol. 36(C), pages 421-431.
- Lv, Wendai & Wu, Qian, 2022. "Global economic conditions index and oil price predictability," Finance Research Letters, Elsevier, vol. 48(C).
- Dawar, Ishaan & Dutta, Anupam & Bouri, Elie & Saeed, Tareq, 2021. "Crude oil prices and clean energy stock indices: Lagged and asymmetric effects with quantile regression," Renewable Energy, Elsevier, vol. 163(C), pages 288-299.
- Liang, Chao & Wang, Qi, 2023. "The relationship between total factor productivity and environmental quality: A sustainable future with innovation input," Technological Forecasting and Social Change, Elsevier, vol. 191(C).
- Javed, Aamir & Rapposelli, Agnese & Khan, Feroz & Javed, Asif, 2023. "The impact of green technology innovation, environmental taxes, and renewable energy consumption on ecological footprint in Italy: Fresh evidence from novel dynamic ARDL simulations," Technological Forecasting and Social Change, Elsevier, vol. 191(C).
- Nagayev, Ruslan & Disli, Mustafa & Inghelbrecht, Koen & Ng, Adam, 2016. "On the dynamic links between commodities and Islamic equity," Energy Economics, Elsevier, vol. 58(C), pages 125-140.
- Capucine Nobletz, 2022. "Green energy indices & financial markets: An in-depth look," International Economics, CEPII research center, issue 171, pages 80-109.
- Boubaker, S. & Liu, Z. & Zhai, L., 2021. "Big data, news diversity and financial market crash," Post-Print hal-03323671, HAL.
- Abdulnasser Hatemi-J, 2012. "Asymmetric causality tests with an application," Empirical Economics, Springer, vol. 43(1), pages 447-456, August.
- Zhao, Zuoxiang & Gozgor, Giray & Lau, Marco Chi Keung & Mahalik, Mantu Kumar & Patel, Gupteswar & Khalfaoui, Rabeh, 2023. "The impact of geopolitical risks on renewable energy demand in OECD countries," Energy Economics, Elsevier, vol. 122(C).
- Zhang, Dayong & Lei, Lei & Ji, Qiang & Kutan, Ali M., 2019. "Economic policy uncertainty in the US and China and their impact on the global markets," Economic Modelling, Elsevier, vol. 79(C), pages 47-56.
- Wang, Lu & Ruan, Hang & Hong, Yanran & Luo, Keyu, 2023. "Detecting the hidden asymmetric relationship between crude oil and the US dollar: A novel neural Granger causality method," Research in International Business and Finance, Elsevier, vol. 64(C).
- Tiwari, Aviral Kumar & Mutascu, Mihai & Andries, Alin Marius, 2013. "Decomposing time-frequency relationship between producer price and consumer price indices in Romania through wavelet analysis," Economic Modelling, Elsevier, vol. 31(C), pages 151-159.
- Peng, Lijuan & Liang, Chao, 2023. "Sustainable development during the post-COVID-19 period: Role of crude oil," Resources Policy, Elsevier, vol. 85(PA).
- Wasim Ahmad & Shirin Rais, 2018. "Time-Varying Spillover and the Portfolio Diversification Implications of Clean Energy Equity with Commodities and Financial Assets," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 54(8), pages 1837-1855, June.
- Li, Xiao-Lin & Chang, Tsangyao & Miller, Stephen M. & Balcilar, Mehmet & Gupta, Rangan, 2015. "The co-movement and causality between the U.S. housing and stock markets in the time and frequency domains," International Review of Economics & Finance, Elsevier, vol. 38(C), pages 220-233.
- repec:eme:sef000:sef-01-2020-0018 is not listed on IDEAS
- Hu, Guoheng & Gozgor, Giray & Lu, Zhou & Mahalik, Mantu Kumar & Pal, Shreya, 2024. "Determinants of renewable stock returns: The role of global supply chain pressure," Renewable and Sustainable Energy Reviews, Elsevier, vol. 191(C).
- Suman, A., 2021. "Role of renewable energy technologies in climate change adaptation and mitigation: A brief review from Nepal," Renewable and Sustainable Energy Reviews, Elsevier, vol. 151(C).
- Du, Limin & He, Yanan, 2015. "Extreme risk spillovers between crude oil and stock markets," Energy Economics, Elsevier, vol. 51(C), pages 455-465.
- Li, Rong & Li, Sufang & Yuan, Di & Zhu, Huiming, 2021. "Investor attention and cryptocurrency: Evidence from wavelet-based quantile Granger causality analysis," Research in International Business and Finance, Elsevier, vol. 56(C).
- Hong, Yanran & Wang, Lu & Ye, Xiaoqing & Zhang, Yaojie, 2022. "Dynamic asymmetric impact of equity market uncertainty on energy markets: A time-varying causality analysis," Renewable Energy, Elsevier, vol. 196(C), pages 535-546.
- Abakah, Emmanuel Joel Aikins & Tiwari, Aviral Kumar & Adekoya, Oluwasegun B. & Oteng-Abayie, Eric Fosu, 2023. "An analysis of the time-varying causality and dynamic correlation between green bonds and US gas prices," Technological Forecasting and Social Change, Elsevier, vol. 186(PA).
- Dimpfl, Thomas & Peter, Franziska J., 2019. "Group transfer entropy with an application to cryptocurrencies," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 516(C), pages 543-551.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Wang, Lu & Ruan, Hang & Hong, Yanran & Luo, Keyu, 2023. "Detecting the hidden asymmetric relationship between crude oil and the US dollar: A novel neural Granger causality method," Research in International Business and Finance, Elsevier, vol. 64(C).
- Hong, Yanran & Cao, Shijiao & Xu, Pengfei & Pan, Zhigang, 2024. "Interpreting the effect of global economic risks on crude oil market: A supply-demand perspective," International Review of Financial Analysis, Elsevier, vol. 91(C).
- Zhang, Jiaming & Guo, Songlin & Dou, Bin & Xie, Bingyuan, 2023. "Evidence of the internationalization of China's crude oil futures: Asymmetric linkages to global financial risks," Energy Economics, Elsevier, vol. 127(PA).
- Pan, Zhigang & Bai, Zhihong & Xing, Xiaochao & Wang, Zhufeng, 2024. "US inflation and global commodity prices: Asymmetric interdependence," Research in International Business and Finance, Elsevier, vol. 69(C).
- Xi, Yue & Zeng, Qing & Lu, Xinjie & Huynh, Toan L.D., 2022. "Oil and renewable energy stock markets: Unique role of extreme shocks," Energy Economics, Elsevier, vol. 109(C).
- Zouhaier Dhifaoui & Sami Ben Jabeur & Rabeh Khalfaoui & Muhammad Ali Nasir, 2023.
"Time‐varying partial‐directed coherence approach to forecast global energy prices with stochastic volatility model,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 42(8), pages 2292-2306, December.
- Zouhaier Dhifaoui & Sami Ben Jabeur & Rabeh Khalfaoui & Muhammad Ali Nasir, 2023. "Time‐varying partial‐directed coherence approach to forecast global energy prices with stochastic volatility model," Post-Print hal-04296385, HAL.
- Wang, Lu & Ma, Feng & Niu, Tianjiao & Liang, Chao, 2021. "The importance of extreme shock: Examining the effect of investor sentiment on the crude oil futures market," Energy Economics, Elsevier, vol. 99(C).
- Luo, Keyu & Ye, Yong, 2024. "How responsive are retail electricity prices to crude oil fluctuations in the US? Time-varying and asymmetric perspectives," Research in International Business and Finance, Elsevier, vol. 69(C).
- Rangan Gupta & Christian Pierdzioch, 2023. "Do U.S. economic conditions at the state level predict the realized volatility of oil-price returns? A quantile machine-learning approach," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 9(1), pages 1-22, December.
- Naeem, Muhammad Abubakr & Husain, Afzol & Bossman, Ahmed & Karim, Sitara, 2024. "Assessing the linkage of energy cryptocurrency with clean and dirty energy markets," Energy Economics, Elsevier, vol. 130(C).
- Mensi, Walid & Rehman, Mobeen Ur & Al-Yahyaee, Khamis Hamed & Vo, Xuan Vinh, 2023. "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," Resources Policy, Elsevier, vol. 80(C).
- Hong, Yanran & Ma, Feng & Wang, Lu & Liang, Chao, 2022. "How does the COVID-19 outbreak affect the causality between gold and the stock market? New evidence from the extreme Granger causality test," Resources Policy, Elsevier, vol. 78(C).
- Cui, Jinxin & Maghyereh, Aktham, 2024. "Unveiling interconnectedness: Exploring higher-order moments among energy, precious metals, industrial metals, and agricultural commodities in the context of geopolitical risks and systemic stress," Journal of Commodity Markets, Elsevier, vol. 33(C).
- Wu, Fei & Zhang, Dayong & Ji, Qiang, 2021. "Systemic risk and financial contagion across top global energy companies," Energy Economics, Elsevier, vol. 97(C).
- Doğan, Buhari & Trabelsi, Nader & Tiwari, Aviral Kumar & Ghosh, Sudeshna, 2023. "Dynamic dependence and causality between crude oil, green bonds, commodities, geopolitical risks, and policy uncertainty," The Quarterly Review of Economics and Finance, Elsevier, vol. 89(C), pages 36-62.
- Wang, Zi-Xin & Liu, Bing-Yue & Fan, Ying, 2023. "Network connectedness between China's crude oil futures and sector stock indices," Energy Economics, Elsevier, vol. 125(C).
- Muhammad Azmat Hayat & Huma Ghulam & Maryam Batool & Muhammad Zahid Naeem & Abdullah Ejaz & Cristi Spulbar & Ramona Birau, 2021. "Investigating the Causal Linkages among Inflation, Interest Rate, and Economic Growth in Pakistan under the Influence of COVID-19 Pandemic: A Wavelet Transformation Approach," JRFM, MDPI, vol. 14(6), pages 1-22, June.
- Gong, Xiao-Li & Zhao, Min & Wu, Zhuo-Cheng & Jia, Kai-Wen & Xiong, Xiong, 2023. "Research on tail risk contagion in international energy markets—The quantile time-frequency volatility spillover perspective," Energy Economics, Elsevier, vol. 121(C).
- Li, Zepei & Huang, Haizhen, 2023. "Challenges for volatility forecasts of US fossil energy spot markets during the COVID-19 crisis," International Review of Economics & Finance, Elsevier, vol. 86(C), pages 31-45.
- Huo, Dongxia & Bagadeem, Salim & Elsherazy, Tarek Abbas & Nasnodkar, Siddhesh Prabhu & Kalra, Akash, 2023. "Renewable energy consumption and the rising effect of climate policy uncertainty: Fresh policy analysis from China," Economic Analysis and Policy, Elsevier, vol. 80(C), pages 1459-1474.
More about this item
Keywords
Wavelet analysis; Extreme shocks; Time-varying causality; Global economic conditions; Renewable energy stock index;All these keywords.
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:tefoso:v:202:y:2024:i:c:s0040162524001136. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.sciencedirect.com/science/journal/00401625 .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.