International crude oil prices and the stock prices of clean energy and technology companies: Evidence from non-linear cointegration tests with unknown structural breaks

By Ripsy Bondia, Sajal Ghosh, K. Kanjilal. 2016

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The co-movement between oil and clean energy stocks: A wavelet-based analysis of horizon associations (2019, methodology): “However, in Bondia et al., (2016) the influence of oil and technology equity on clean energy disappears in the long run and the growth and development of the clean energy market is independent of the oil price. In a recent study, Ahmed (2017) points out that oil is a net receiver of shocks from clea”
Hedging Strategies of Green Assets against Dirty Energy Assets (2020, methodology): “[6] indicate the presence of a long-term relationship between crude oil prices and clean energy stock indices.”
Improving the predictability of the oil–US stock nexus: The role of macroeconomic variables (2019, unknown): “Hamilton’s (1983) work formed the basis of an ample literature on the relationships between energy and financial markets (Arouri and Rault, 2010; Ciner, 2013; Kang et al, 2014; Sadorsky, 2014; Narayan and Gupta, 2015; Bondia, 2016; Reboredo et al.; 2017; Swaray and Salisu, 2018).”
A Random Forests Approach to Predicting Clean Energy Stock Prices (2021, unknown): “There is literature on clean energy equity dynamics that largely focuses on the impact of oil prices on clean energy stock returns (Bondia et al. 2016; Dutta 2017; Dutta et al. 2018; Elie et al. 2019; Gupta 2017; Henriques and Sadorsky 2008; Kumar et al. 2012; Maghyereh et al. 2019; Managi and…”