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Dynamic dependence nexus and causality of the renewable energy stock markets on the fossil energy markets

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  1. Qiao, Sen & Guo, Zi Xin & Tao, Zhang & Ren, Zheng Yu, 2023. "Analyzing the network structure of risk transmission among renewable, non-renewable energy and carbon markets," Renewable Energy, Elsevier, vol. 209(C), pages 206-217.
  2. Wang, Zhuo & Chen, Xiaodan & Zhou, Chunyan & Zhang, Yifeng & Wei, Yu, 2024. "Examining the quantile cross-coherence between fossil energy and clean energy: Is the dependence structure changing with the COVID-19 outbreak?," International Review of Financial Analysis, Elsevier, vol. 94(C).
  3. Day, Min-Yuh & Ni, Yensen, 2023. "Do clean energy indices outperform using contrarian strategies based on contrarian trading rules?," Energy, Elsevier, vol. 272(C).
  4. Mesut Doğan & Sutbayeva Raikhan & Nurbossynova Zhanar & Bodaukhan Gulbagda, 2023. "Analysis of Dynamic Connectedness Relationships among Clean Energy, Carbon Emission Allowance, and BIST Indexes," Sustainability, MDPI, vol. 15(7), pages 1-13, March.
  5. Mo, Bin & Meng, Juan & Zheng, Liping, 2022. "Time and frequency dynamics of connectedness between cryptocurrencies and commodity markets," Resources Policy, Elsevier, vol. 77(C).
  6. Jiang, Yonghong & Wang, Jieru & Ao, Zhiming & Wang, Yujou, 2022. "The relationship between green bonds and conventional financial markets: Evidence from quantile-on-quantile and quantile coherence approaches," Economic Modelling, Elsevier, vol. 116(C).
  7. Liu, Yang & Blankenburg, Martin & Wang, Mei, 2023. "Earnings expectations of grey and green energy firms: Analysis against the background of global climate change mitigation," Energy Economics, Elsevier, vol. 121(C).
  8. Song, Huiling & Wang, Chang & Lei, Xiaojie & Zhang, Hongwei, 2022. "Dynamic dependence between main-byproduct metals and the role of clean energy market," Energy Economics, Elsevier, vol. 108(C).
  9. Tan, Xueping & Geng, Yong & Vivian, Andrew & Wang, Xinyu, 2021. "Measuring risk spillovers between oil and clean energy stocks: Evidence from a systematic framework," Resources Policy, Elsevier, vol. 74(C).
  10. Jingjian, Si & Xiangyun, Gao & Jinsheng, Zhou & Anjian, Wang & Xiaotian, Sun & Yiran, Zhao & Hongyu, Wei, 2023. "The impact of oil price shocks on energy stocks from the perspective of investor attention," Energy, Elsevier, vol. 278(PB).
  11. 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).
  12. Wei, Yu & Zhang, Jiahao & Chen, Yongfei & Wang, Yizhi, 2022. "The impacts of El Niño-southern oscillation on renewable energy stock markets: Evidence from quantile perspective," Energy, Elsevier, vol. 260(C).
  13. Ren, Xiaohang & Xiao, Ya & Duan, Kun & Urquhart, Andrew, 2024. "Spillover effects between fossil energy and green markets: Evidence from informational inefficiency," Energy Economics, Elsevier, vol. 131(C).
  14. Asadi, Mehrad & Roubaud, David & Tiwari, Aviral Kumar, 2022. "Volatility spillovers amid crude oil, natural gas, coal, stock, and currency markets in the US and China based on time and frequency domain connectedness," Energy Economics, Elsevier, vol. 109(C).
  15. Gao, Yang & Zhou, Yueyi & Zhao, Longfeng, 2024. "Quantile interdependence and network connectedness between China's green financial and energy markets," Economic Analysis and Policy, Elsevier, vol. 81(C), pages 1148-1177.
  16. Zhang, Jiahao & Chen, Xiaodan & Wei, Yu & Bai, Lan, 2023. "Does the connectedness among fossil energy returns matter for renewable energy stock returns? Fresh insights from the Cross-Quantilogram analysis," International Review of Financial Analysis, Elsevier, vol. 88(C).
  17. Duan, Xiaoping & Xiao, Ya & Ren, Xiaohang & Taghizadeh-Hesary, Farhad & Duan, Kun, 2023. "Dynamic spillover between traditional energy markets and emerging green markets: Implications for sustainable development," Resources Policy, Elsevier, vol. 82(C).
  18. Yousaf, Imran & Nekhili, Ramzi & Umar, Muhammad, 2022. "Extreme connectedness between renewable energy tokens and fossil fuel markets," Energy Economics, Elsevier, vol. 114(C).
  19. Jiang, Yonghong & Ao, Zhiming & Mo, Bin, 2023. "The risk spillover between China’s economic policy uncertainty and commodity markets: Evidence from frequency spillover and quantile connectedness approaches," The North American Journal of Economics and Finance, Elsevier, vol. 66(C).
  20. Juan Meng & Bin Mo & He Nie, 2023. "The dynamics of crude oil future prices on China's energy markets: Quantile‐on‐quantile and casualty‐in‐quantiles approaches," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 43(12), pages 1853-1871, December.
  21. Liu, Rongyan & He, Lingyun & Xia, Yufei & Fu, Yating & Chen, Ling, 2023. "Research on the time-varying effects among green finance markets in China: A fresh evidence from multi-frequency scale perspective," The North American Journal of Economics and Finance, Elsevier, vol. 66(C).
  22. Feng, Chao & Liu, Yu-Qi & Yang, Jun, 2024. "Do energy trade patterns affect renewable energy development? The threshold role of digital economy and economic freedom," Technological Forecasting and Social Change, Elsevier, vol. 203(C).
  23. Shoirahon Odilova & Zebo Sharipova & Sardor Azam, 2023. "Investing in the Future: A Systematic Literature Review on Renewable Energy and its Impact on Financial Returns," International Journal of Energy Economics and Policy, Econjournals, vol. 13(4), pages 329-337, July.
  24. Tao, Miaomiao & Poletti, Stephen & Sheng, Mingyue Selena & Wen, Le, 2024. "Nexus between carbon, stock, and energy markets in New Zealand: An analysis of causal domains," Energy, Elsevier, vol. 299(C).
  25. Hartani, Mohamed Amine & Rezk, Hegazy & Benhammou, Aissa & Hamouda, Messaoud & Abdelkhalek, Othmane & Mekhilef, Saad & Olabi, A.G., 2023. "Proposed frequency decoupling-based fuzzy logic control for power allocation and state-of-charge recovery of hybrid energy storage systems adopting multi-level energy management for multi-DC-microgrid," Energy, Elsevier, vol. 278(C).
  26. Benlagha, Noureddine & Karim, Sitara & Naeem, Muhammad Abubakr & Lucey, Brian M. & Vigne, Samuel A., 2022. "Risk connectedness between energy and stock markets: Evidence from oil importing and exporting countries," Energy Economics, Elsevier, vol. 115(C).
  27. Chen, Baifan & Huang, Jionghao & Liu, Danhe & Xia, Xiaohua, 2024. "Time-frequency return connectedness between Chinese coal futures and international stock indices," International Review of Economics & Finance, Elsevier, vol. 89(PB), pages 316-333.
  28. Yang Liu & Xueqing Yang & Mei Wang, 2021. "Global Transmission of Returns among Financial, Traditional Energy, Renewable Energy and Carbon Markets: New Evidence," Energies, MDPI, vol. 14(21), pages 1-32, November.
  29. Chen, Jinyu & Wang, Yilin & Ren, Xiaohang, 2022. "Asymmetric effects of non-ferrous metal price shocks on clean energy stocks: Evidence from a quantile-on-quantile method," Resources Policy, Elsevier, vol. 78(C).
  30. Zhang, Yunhan & Li, Yan & Zhao, Wanli & Ji, Qiang, 2024. "Climate risk performance and returns integration of Chinese listed energy companies," Energy Economics, Elsevier, vol. 129(C).
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