The impact of extreme structural oil-price shocks on clean energy and oil stocks

The impact of oil price shocks on clean energy stocks: Fresh evidence from multi-scale perspective

(2020) Hao Zhang et al.   ENERGY

A dynamic quantile regression model for the relationship between oil price and stock markets in oil-importing and oil-exporting countries

(2020) Khaled Mokni   ENERGY

Explaining the nonlinear response of stock markets to oil price shocks

(2020) Diego Escobari et al.   ENERGY

Crude oil prices and clean energy stock indices: Lagged and asymmetric effects with quantile regression

(2020) Ishaan Dawar et al.   RENEWABLE ENERGY

Quantile Coherency: A General Measure for Dependence between Cyclical Economic Variables

(2019) Jozef Baruník et al.   Econometrics Journal

Quantile relationship between oil and stock returns: Evidence from emerging and frontier stock markets

(2019) Mehmet Balcilar et al.   ENERGY POLICY

Asymmetric and extreme influence of energy price changes on renewable energy stock performance

(2019) Tongshui Xia et al.   JOURNAL OF CLEANER PRODUCTION

The co-movement between oil and clean energy stocks: A wavelet-based analysis of horizon associations

(2018) Aktham I. Maghyereh et al.   ENERGY

International crude oil prices and the stock prices of clean energy and technology companies: Evidence from non-linear cointegration tests with unknown structural breaks

(2016) Ripsy Bondia et al.   ENERGY

Oil Price Shocks and the Stock Market: Evidence from Japan

(2013) Abhay Abhyankar et al.   ENERGY JOURNAL