IDEAS home Printed from https://ideas.repec.org/p/hal/wpaper/hal-04159745.html
   My bibliography  Save this paper

Return spillovers between green energy indexes and financial markets: a first sectoral approach

Author

Listed:
  • Capucine Nobletz

    (EconomiX - EconomiX - UPN - Université Paris Nanterre - CNRS - Centre National de la Recherche Scientifique)

Abstract

This paper assesses the interconnectedness between global green energy and sectoral stock indexes. We show that green energy return spillovers need to be monitored. The green energy index has a significant degree of financial openness, and it is tightly interconnected with sectors producing similar goods as materials or industrials. Over time, the green energy return spillovers vary according to global events and economic/financial uncertainties. Spillovers rose during the pandemic crisis, illustrating the "fly to liquidity" mechanism.

Suggested Citation

  • Capucine Nobletz, 2021. "Return spillovers between green energy indexes and financial markets: a first sectoral approach," Working Papers hal-04159745, HAL.
    • Handle: RePEc:hal:wpaper:hal-04159745
    Note: View the original document on HAL open archive server: https://hal.science/hal-04159745
    as

    Download full text from publisher

    File URL: https://hal.science/hal-04159745/document
    Download Restriction: no
    ---><---

    Corrections

    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:hal:wpaper:hal-04159745. 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.

    We have no bibliographic references for this item. You can help adding them by using 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: CCSD (email available below). General contact details of provider: https://hal.archives-ouvertes.fr/ .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.