Wavelet-based test of co-movement and causality between oil and renewable energy stock prices

By Juan Carlos Reboredo, M. Rivera-Castro, A. Ugolini. 2017

443 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Electrical and Electronic Engineering

View Paper: https://www.semanticscholar.org/paper/4cbde9cfffc6c18b56bb163cb5bccd4c520c1e16

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. Elie Bouri
2. Aktham Issa Maghyereh
3. B. Awartani
4. Debojyoti Das
5. Anupam Dutta
6. Rabin K. Jana
7. Sang Hoon Kang
8. Tareq Saeed

In Electrical and Electronic Engineering

1. Aktham Issa Maghyereh
2. B. Awartani
3. Anupam Dutta
4. Elie Bouri

Citations in the corpus

• The co-movement between oil and clean energy stocks: A wavelet-based analysis of horizon associations (2019, background): “In this paper, we aim to fill this gap and to contribute to the existing literature by investigating return and risk transmission among crude oil, clean energy and clean 4 From these studies, only Reboredo (2017) considers multiple frequencies that range from 1 day to 500 days.”
• Do green investments react to oil price shocks? Implications for sustainable development (2020, background): “Henriques and Sadorsky (2008) employ a vector autoregression (VAR) model to examine the connection amongst oil, alternative energy, and some other variables. Stock prices of clean energy firms movement is found to be explained to some extent by the remaining three variables. Sadorsky (2012a) contend”