Dynamic nonlinear impacts of fossil energy on renewable energy stocks: A quantile perspective
Authors:
- Xing LiXLXing Li
- Chaoran XuCXChaoran Xu
- Juan MengJMJuan Meng
Open Access
- 25 November 2022
- journal article
- research article
- Published by Elsevier in Energy Reports
- Vol. 8, 15511-15523
Abstract
No abstract availableKeywords
This publication has 67 references indexed in Scilit:
- Does gold act as a hedge against different nuances of inflation? Evidence from Quantile-on-Quantile and causality-in- quantiles approachesResources Policy, 2019
- The time-varying linkages between global oil market and China's commodity sectors: Evidence from DCC-GJR-GARCH analysesEnergy, 2019
- Oil price shocks and stock returns nexus for Malaysia: Fresh evidence from nonlinear ARDL testEnergy Reports, 2018
- The impact of energy prices on clean energy stock prices. A multivariate quantile dependence approachEnergy Economics, 2018
- Time and frequency dynamics of connectedness between renewable energy stocks and crude oil pricesEnergy Economics, 2018
- Dynamic linkages among global oil market, agricultural raw material markets and metal markets: An application of wavelet and copula approachesPhysica A: Statistical Mechanics and its Applications, 2018
- The energy consumption and economic growth nexus in top ten energy-consuming countries: Fresh evidence from using the quantile-on-quantile approachEnergy Economics, 2018
- Dynamic linkages among the gold market, US dollar and crude oil marketPhysica A: Statistical Mechanics and its Applications, 2018
- Interaction between oil and US dollar exchange rate: nonlinear causality, time-varying influence and structural breaks in volatilityApplied Economics, 2017
- Oil and US dollar exchange rate dependence: A detrended cross-correlation approachEnergy Economics, 2014