Which clean energy sectors are attractive? A portfolio diversification perspective

Citations

Cited by:

1. Esmaeili, Parisa & Rafei, Meysam & Salari, Mahmoud & Balsalobre-Lorente, Daniel, 2024. "From oil surges to renewable shifts: Unveiling the dynamic impact of supply and demand shocks in global crude oil market on U.S. clean energy trends," Energy Policy, Elsevier, vol. 192(C).
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5. Peng, Qiao & Liu, Weilong & Zhang, Yong & Zeng, Shihong & Graham, Byron, 2023. "Generation planning for power companies with hybrid production technologies under multiple renewable energy policies," Renewable and Sustainable Energy Reviews, Elsevier, vol. 176(C).
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7. Marupanthorn, Pasin & Nikitopoulos, Christina S. & Ofosu-Hene, Eric D. & Peters, Gareth W. & Richards, Kylie-Anne, 2024. "Mechanisms for implementing fossil fuel divestment in portfolio management with impact on risk, return and carbon reduction," Energy Economics, Elsevier, vol. 136(C).
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9. Erdoğan, Seyfettin & Gedikli, Ayfer & Çevik, Emrah İsmail & Erdoğan, Fatma & Çevik, Emre, 2022. "Precious metals as safe-haven for clean energy stock investment: Evidence from nonparametric Granger causality in distribution test," Resources Policy, Elsevier, vol. 79(C).
10. Ziadat, Salem Adel & Mensi, Walid & Al-Kharusi, Sami & Vo, Xuan Vinh & Kang, Sang Hoon, 2024. "Are clean energy markets hedges for stock markets? A tail quantile connectedness regression," Energy Economics, Elsevier, vol. 136(C).
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12. Liu, Yong-Jun & Yang, Guo-Sen & Zhang, Wei-Guo, 2024. "A novel regret-rejoice cross-efficiency approach for energy stock portfolio optimization," Omega, Elsevier, vol. 126(C).
13. Anupam Dutta & Kakali Kanjilal & Sajal Ghosh & Donghyun Park & Gazi Salah Uddin, 2023. "Impact of crude oil volatility jumps on sustainable investments: Evidence from India," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 43(10), pages 1450-1468, October.
14. Guangxi Cao & Fei Xie, 2024. "Extreme risk spillovers across energy and carbon markets: Evidence from the quantile extended joint connectedness approach," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 29(2), pages 2155-2175, April.
15. Ma, Yilin & Wang, Yudong & Wang, Weizhong & Zhang, Chong, 2023. "Portfolios with return and volatility prediction for the energy stock market," Energy, Elsevier, vol. 270(C).
16. Li, Di & Wu, Zhige & Tang, Yixuan, 2024. "Do climate risks affect dirty–clean energy stock price dynamic correlations?," Energy Economics, Elsevier, vol. 136(C).
17. Akhtaruzzaman, Md & Banerjee, Ameet Kumar & Boubaker, Sabri & Moussa, Faten, 2023. "Does green improve portfolio optimisation?," Energy Economics, Elsevier, vol. 124(C).
    • M. Akhtaruzzaman & A.K. Banerjee & S. Boubaker & F. Moussa, 2023. "Does Green Improve Portfolio Optimisation?," Post-Print hal-04435509, HAL.
18. Guorong Chen & Shiyi Fang & Qibo Chen & Yun Zhang, 2023. "Risk Spillovers and Network Connectedness between Clean Energy Stocks, Green Bonds, and Other Financial Assets: Evidence from China," Energies, MDPI, vol. 16(20), pages 1-21, October.
19. Hleil Alrweili & Ousama Ben-Salha, 2024. "Dynamic Asymmetric Volatility Spillover and Connectedness Network Analysis among Sectoral Renewable Energy Stocks," Mathematics, MDPI, vol. 12(12), pages 1-20, June.
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22. Wu, Yunlin & Huang, Lei & Jiang, Hui, 2023. "Optimization of large portfolio allocation for new-energy stocks: Evidence from China," Energy, Elsevier, vol. 285(C).
23. Kliber, Agata & Łęt, Blanka & Řezáč, Pavel, 2024. "Can a boost in oil prices suspend the evolution of the green transportation market? Relationships between green indices and Brent oil," Energy, Elsevier, vol. 295(C).
24. Zhuang, Xiaoyang & Wei, Dan, 2022. "Asymmetric multifractality, comparative efficiency analysis of green finance markets: A dynamic study by index-based model," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 604(C).
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26. Karkowska, Renata & Urjasz, Szczepan, 2023. "How does the Russian-Ukrainian war change connectedness and hedging opportunities? Comparison between dirty and clean energy markets versus global stock indices," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 85(C).
27. Lyócsa, Štefan & Todorova, Neda, 2024. "Forecasting of clean energy market volatility: The role of oil and the technology sector," Energy Economics, Elsevier, vol. 132(C).