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

Author:

Reboredo Juan C.,Rivera-Castro Miguel A.,Ugolini Andrea

Funder

Spanish Ministry of  Economy and Competitiveness

European Regional Development Fund (ERDF/FEDER)

Publisher

Elsevier BV

Subject

General Energy,Economics and Econometrics

Reference34 articles.

1. The Illustrated Wavelet Transform Handbook: Introductory Theory and Applications in Science, Engineering, Medicine and Finance;Addison,2002

2. Determinants of renewable energy growth: a global sample analysis;Aguirre;Energy Policy,2014

3. Linear and non-linear Granger causality between oil spot and futures prices: a wavelet based test;Alzahrani;J. Int. Money Financ.,2014

4. Risk spillovers across the energy and carbon markets and hedging strategies for carbon risk;Balcılar;Energy Econ.,2016

5. Understanding the decline in the price of oil since June 2014;Baumeister;Journal of the Association of Environmental and Resource Economists,2016

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