This study analyses the dynamic impacts of oil price changes on clean energy companies'
stock returns by applying a connectedness network approach based on evidence from the …

The environmental emergency and energy crisis are serious challenges exposed to Europe,
which results in a fundamental shift in the linkages regarding fossil fuel, renewable energy …

Motivated by lack of empirical research on volatility linkages among clean-energy stock
markets and fossil fuel markets during the recent Covid-19 pandemic, the study examines …

We explore the time-frequency spillovers among carbon, fossil energy and clean energy
markets, and consider the casual effects of climate change attention. The spillover effects …

Previous studies point to the time-variation and asymmetry in the relationship between clean
energy stocks and crude oil markets, but there is a lack of evidence on the return spillovers …

Uncovering the tail risk spillover among global financial markets helps provide a more
comprehensive understanding of the information transmission in extreme market conditions …

We test for the existence of volatility spillovers and co-movements among energy-focused
corporations during the outbreak of the COVID-19 pandemic, inclusive of the April 2020 …

The objective of this study is twofold. On the one hand, we investigate the dynamic
correlations among the energy, clean energy, crude oil, and carbon markets using a DCC …

The unexpected Russian invasion of Ukraine created greater uncertainty about unrestricted
access to fossil commodities. Therefore, in response to the growing challenges of energy …

This research provides an empirical analysis of the dynamic relationship between clean and
dirty energy markets. Specifically, we use Brent crude, West-Texas-Intermediate (WTI) crude …