Clean energy market connectedness and investment strategies: New evidence from DCC-GARCH R<mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" altimg="si4.svg" display="inline" id="d1e3261"><mml:msup><mml:mrow/><mml:mrow><mml:mn>2</mml:mn></mml:mrow></mml:msup></mml:math> decomposed connectedness measures-Reference-Cited by-同舟云学术

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Clean energy market connectedness and investment strategies: New evidence from DCC-GARCH R2 decomposed connectedness measures

Published:2024-08 Issue: Volume:136 Page:107680
ISSN:0140-9883
Container-title:Energy Economics
language:en
Short-container-title:Energy Economics

Author:

Cocca Teodoro^ORCID,Gabauer David,Pomberger Stefan^ORCID

Publisher

Elsevier BV

Reference89 articles.

1. Implications of clean energy, oil and emissions pricing for the GCC energy sector stock;Alkathery;Energy Econ.,2022

2. Distribution of the kurtosis statistic B2 for normal samples;Anscombe;Biometrika,1983

3. Refined measures of dynamic connectedness based on time-varying parameter vector autoregressions;Antonakakis;J. Risk Financial Manag.,2020

4. The impact of Euro through time: Exchange rate dynamics under different regimes;Antonakakis;Int. J. Finance Econ.,2021

5. Oil and asset classes implied volatilities: Investment strategies and hedging effectiveness;Antonakakis;Energy Econ.,2020

Cited by 1 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Connectedness between Sustainable Investment Indexes: The QVAR Approach;Economies;2024-07-02

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