This paper examines the relationship between clean energy stock indices and energy metals that are sensitive to the growth in demand for clean energy solutions, and makes inferences about whether energy metals can act as hedges or safe havens for…
Clean energy assets have opened up new investment opportunities for market participants. How to construct an efficient clean energy stock portfolio and how it would perform in comparison to traditional assets remain unclear. To fill this gap, this…
This paper investigates the clean energy stock returns against the changes in oil prices, gold prices, and financial stress in the US and European economies by applying Quantile Autoregressive Distributed Lag approach. The long-run results reveal…
This paper investigates returns and volatility transmission between SPGCE (S&P Global Clean Energy), SPGO (S&P Global Oil), two non-renewable energy commodities (natural gas and crude oil), and three products of crude oil distillation (heating oil,…