Can clean energy stock price rule oil price? : new evidences from a regime-switching model at first and second moments
Muhammad Yahya, Kakali Kanjilal, Anupam Dutta, Gazi Salah Uddin, Sajal Ghosh
| Year of publication: |
2021
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|---|---|
| Authors: | Yahya, Muhammad ; Kanjilal, Kakali ; Dutta, Anupam ; Uddin, Mohammed Gazi Salah ; Ghosh, Sajal |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 95.2021, p. 1-15
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| Subject: | Clean energy stocks | DCC-GARCH | Hedging strategy | Oil Price | Threshold Cointegration | TVECM | Wavelet | Ölpreis | Oil price | Kointegration | Cointegration | Hedging | Börsenkurs | Share price | Volatilität | Volatility | Erneuerbare Energie | Renewable energy | Schätzung | Estimation | Welt | World | Ölmarkt | Oil market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2021.105116 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012816596