Does the connectedness among fossil energy returns matter for renewable energy stock returns? : Fresh insights from the Cross-Quantilogram analysis
Jiahao Zhang, Xiaodan Chen, Yu Wei, Lan Bai
| Year of publication: |
2023
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| Authors: | Zhang, Jiahao ; Chen, Xiaodan ; Wei, Yu ; Bai, Lan |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 88.2023, p. 1-22
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| Subject: | Cross-Quantilogram | Fossil energy market | Fossil energy return connectedness | Renewable energy stock market | TVP-VAR | Erneuerbare Energie | Renewable energy | Fossile Energie | Fossil fuel | Kapitaleinkommen | Capital income | Energiemarkt | Energy market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.irfa.2023.102659 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10014460649