Do renewable and nuclear energy enhance environmental quality in France? A new EKC approach with the load capacity factor
In this study, we test the validity of the environmental Kuznets curve (EKC) hypothesis for
France from 1977 to 2017. In this context, we analyze the effects of nuclear and renewable …
France from 1977 to 2017. In this context, we analyze the effects of nuclear and renewable …
Macroeconomic shocks and their propagation
VA Ramey - Handbook of macroeconomics, 2016 - Elsevier
This chapter reviews and synthesizes our current understanding of the shocks that drive
economic fluctuations. The chapter begins with an illustration of the problem of identifying …
economic fluctuations. The chapter begins with an illustration of the problem of identifying …
Predicting residential energy consumption using CNN-LSTM neural networks
The rapid increase in human population and development in technology have sharply
raised power consumption in today's world. Since electricity is consumed simultaneously as …
raised power consumption in today's world. Since electricity is consumed simultaneously as …
Dynamic spillover effects among green bond, renewable energy stocks and carbon markets during COVID-19 pandemic: Implications for hedging and investments …
This study has been inspired by the emergence of socially responsible investment practices
in mainstream investment activity as it examines the transmission of return patterns between …
in mainstream investment activity as it examines the transmission of return patterns between …
Refined measures of dynamic connectedness based on time-varying parameter vector autoregressions
In this study, we enhance the dynamic connectedness measures originally introduced by
Diebold and Yılmaz (2012, 2014) with a time-varying parameter vector autoregressive …
Diebold and Yılmaz (2012, 2014) with a time-varying parameter vector autoregressive …
The spillover effects among fossil fuel, renewables and carbon markets: evidence under the dual dilemma of climate change and energy crises
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 …
which results in a fundamental shift in the linkages regarding fossil fuel, renewable energy …
Time-frequency connectedness among clean-energy stocks and fossil fuel markets: Comparison between financial, oil and pandemic crisis
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 …
markets and fossil fuel markets during the recent Covid-19 pandemic, the study examines …
Quantile risk spillovers between energy and agricultural commodity markets: Evidence from pre and during COVID-19 outbreak
The spillover effect is a significant factor impacting the volatility of commodity prices. Unlike
earlier studies, this research uses the rolling window-based Quantile VAR (QVAR) model to …
earlier studies, this research uses the rolling window-based Quantile VAR (QVAR) model to …
On the network topology of variance decompositions: Measuring the connectedness of financial firms
We propose several connectedness measures built from pieces of variance decompositions,
and we argue that they provide natural and insightful measures of connectedness. We also …
and we argue that they provide natural and insightful measures of connectedness. We also …
Crude oil market and stock markets during the COVID-19 pandemic: Evidence from the US, Japan, and Germany
We analyzed the return and volatility spillover between the COVID-19 pandemic in 2020, the
crude oil market, and the stock market by employing two empirical methods for …
crude oil market, and the stock market by employing two empirical methods for …