Dam, Mehmet Metin; Altıntaş, Halil; Tiwari, Aviral Kumar - 2025
This study examines how oil supply, demand, and risk shocks, along with geopolitical risks, impact the performance of clean and fossil fuel stocks. Using daily data from March 2014 to January 2022, advanced methods like wavelet quantile correlation (WQC), cross-quantilogram (QC), and...