Stock prices of clean energy firms, oil and carbon markets: A vector autoregressive analysis ☆

By Surender Kumar, Shunsuke Managi, A. Matsuda. 2012

581 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/924b0679dca1450752488213d8bd502e26d881d7

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In Economics and Econometrics

Citations in the corpus

Frequency connectedness and cross-quantile dependence between green bond and green equity markets (2021, background): “In this literature, a wide range of studies has explored the relationship between clean energy stock and oil prices (Henriques & Sadorsky, 2008; Kumar et al., 2012; Managi & Okimoto, 2013; Ahmad, 2017; Ferrer et al., 2018).”
The co-movement between oil and clean energy stocks: A wavelet-based analysis of horizon associations (2019, methodology): “…related literature the technology sector returns are used as a proxy for the clean energy technology performance in the analysis (See, for instance, Henriques and Sadorsky, 2008; Sadorsky, 2012; Kumar et al., 2012; Managi and Okimoto, 2013; Bondia et al., 2016; Ahmed, 2017, Reboredo et al., 2017).”
Does the price of oil interact with clean energy prices in the stock market (2013, methodology): “However, extending the data up to 2008 and applying the VAR in line with Henriques and Sadorsky (2008), Kumar et al. (2012) show a positive relationship between oil prices and the stock prices of alternative energy companies.”
Dynamic correlations between oil prices and the stock prices of clean energy and technology firms: The role of reserve currency (US dollar) (2019, background): “Previous studies argue that the impact of oil price risk on renewable energy stock prices could differ in the presence of the effects of substitution motives on investor reactions (e.g. Henriques and Sadorsky, 2008; Kumar et al., 2012).”
Oil prices and stock market in China: A sector analysis using panel cointegration with multiple breaks (2012, background): “(2008), most of these studies focus on the effects of oil prices on stock markets in a few developed countries such as the UK, US and Europe (e.g., Arouri, 2011; Arouri and Nguyen, 2010; El-Sharif et al., 2005; Elyasiani et al., 2011; Ghouri, 2006; Hammoudeh and Li, 2005; Kumar et al., 2012; Lee and”
Renewable energy, oil prices, and economic activity: A Granger-causality in quantiles analysis (2018, background): “The oil market also affects the profitability of the substitution of exhaustible energy resources with renewable energy resources (Kumar et al. 2012).”
Correlations and volatility spillovers across commodity and stock markets: Linking energies, food, and gold (2013, background): “On the other hand, Kumar et al. (2012) argued that the variation in the indices of clean energy stocks is explained by past movements in oil prices, the stock prices of high technology firms and interest rates.”