- Apergis, N. ; Payne, J.E. Renewable energy, output, carbon dioxide emissions, and oil prices: evidence from South America. 2015 Energy Sour. Part B Econ. Plan. Policy. 10 281-287
Paper not yet in RePEc: Add citation now
Azhgaliyeva, D. ; Kapsalyamova, Z. ; Mishra, R. Oil price shocks and green bonds: an empirical evidence. 2022 Energy Econ.. 106108 -
Bachelet, M.J. ; Becchetti, L. ; Manfredonia, S. The green bonds premium puzzle: the role of issuer characteristics and third-party verification. 2019 Sustainability. 11 1098-
Banga, J. The green bond market: a potential source of climate finance for developing countries. 2019 J. Sustain. Financ. Invest.. 9 17-32
Bollerslev, T. ; Tauchen, G. ; Zhou, H. Expected stock returns and variance risk premia. 2009 Rev. Financ. Stud.. 22 4463-4492
Braga, J.P. ; Semmler, W. ; Grass, D. De-risking of green investments through a green bond market–empirics and a dynamic model. 2021 J. Econ. Dyn. Control.. 131 -
Campbell, J.Y. ; Thompson, S.B. Predicting excess stock returns out of sample: can anything beat the historical average?. 2008 Rev. Financ. Stud.. 21 1509-1531
Chen, J.M. ; Rehman, M.U. A pattern new in every moment: the temporal clustering of Markets for Crude oil, refined fuels, and other commodities. 2021 Energies. 14 6099-
Clark, T.E. ; West, K.D. Approximately normal tests for equal predictive accuracy in nested models. 2007 J. Econ.. 138 291-311
Diebold, F.X. ; Mariano, R.S. Com paring predictive accuracy. 1995 J. Bus. Econ. Stat.. 13 253-263
Dutta, A. ; Bouri, E. ; Noor, M.H. Climate bond, stock, gold, and oil markets: dynamic correlations and hedging analyses during the COVID-19 outbreak. 2021 Res. Policy. 74 -
- Dutta, A. ; Jana, R.K. ; Das, D. Do green investments react to oil price shocks? Implications for sustainable development. 2020 J. Clean. Prod.. 266 -
Paper not yet in RePEc: Add citation now
- Ferrer, R. ; Shahzad, S.J.H. ; Soriano, P. Are green bonds a different asset class? Evidence from time-frequency connectedness analysis. 2021 J. Clean. Prod.. 292 -
Paper not yet in RePEc: Add citation now
Güntner, J.H. How do oil producers respond to oil demand shocks?. 2014 Energy Econ.. 44 1-13
Henriques, I. ; Sadorsky, P. Oil prices and the stock prices of alternative energy companies. 2008 Energy Econ.. 30 998-1010
Isah, K.O. ; Raheem, I.D. The hidden predictive power of cryptocurrencies and QE: Evidence from US stock market. 2019 Phys. A Stat. Mech. Appl.. 536 -
Kanamura, T. Are green bonds environmentally friendly and good performing assets?. 2020 Energy Econ.. 88 -
Kanamura, T. Risk mitigation and return resilience for high yield bond ETFs with ESG components. 2021 Finan. Res. Lett.. 41 101866-
Kang, W. ; Ratti, R.A. ; Yoon, K.H. The impact of oil price shocks on US bond market returns. 2014 Energy Econ.. 44 248-258
Kilian, L. Not all oil Price shocks are alike: disentangling demand and supply shocks in the crude oil market. 2009 Am. Econ. Rev.. 99 1053-1069
Kilian, L. The economic effects of energy price shocks. 2008 J. Econ. Lit.. 46 871-909
Kilian, L. ; Park, C. The impact of oil price shocks on the US stock market. 2009 Int. Econ. Rev.. 50 1267-1287
Kocaarslan, B. ; Soytas, U. Dynamic correlations between oil prices and the stock prices of clean energy and technology firms: the role of reserve currency (US dollar). 2019 Energy Econ.. 84 -
Kumar, S. ; Managi, S. ; Matsuda, A. Stock prices of clean energy firms, oil and carbon markets: A vector autoregressive analysis. 2012 Energy Econ.. 34 215-226
Kyritsis, E. ; Serletis, A. Oil prices and the renewable energy sector. 2019 Energy J.. 40 -
Lee, C.C. ; Lee, C.C. ; Li, Y.Y. Oil price shocks, geopolitical risks, and green bond market dynamics. 2021 North Am. J. Econ. Financ.. 55 -
Liu, C. ; Naeem, M.A. ; Rehman, M.U. ; Farid, S. ; Shahzad, S.J.H. Oil as hedge, safe-haven, and diversifier for conventional currencies. 2020 Energies. 13 4354-
Maitra, D. ; Rehman, M.U. ; Dash, S.R. ; Kang, S.H. Oil price volatility and the logistics industry: dynamic connectedness with portfolio implications. 2021 Energy Econ.. 102 -
Managi, S. ; Okimoto, T. Does the price of oil interact with clean energy prices in the stock market?. 2013 Jpn. World Econ.. 27 1-9
Mensi, W. ; Rehman, M.U. ; Vo, X.V. Risk spillovers and diversification between oil and non-ferrous metals during bear and bull market states. 2021 Res. Policy. 72 -
Narayan, P.K. ; Gupta, R. Has oil price predicted stock returns for over a century?. 2015 Energy Econ.. 48 18-23
Pham, L. Do all clean energy stocks respond homogeneously to oil price?. 2019 Energy Econ.. 81 355-379
Pham, L. ; Huynh, T.L.D. How does investor attention influence the green bond market?. 2020 Financ. Res. Lett.. 35 -
- Pham, L. ; Nguyen, C.P. How do stock, oil, and economic policy uncertainty influence the green bond market?. 2021 Financ. Res. Lett.. 102128 -
Paper not yet in RePEc: Add citation now
- Ready, R.C. Oil prices and the stock market. 2018 Rev. Financ.. 22 155-176
Paper not yet in RePEc: Add citation now
Reboredo, J.C. Green bond and financial markets: co-movement, diversification and price spillover effects. 2018 Energy Econ.. 74 38-50
Reboredo, J.C. ; Rivera-Castro, M.A. ; Ugolini, A. Wavelet-based test of co-movement and causality between oil and renewable energy stock prices. 2017 Energy Econ.. 61 241-252
Reboredo, J.C. ; Ugolini, A. The impact of energy prices on clean energy stock prices. A multivariate quantile dependence approach. 2018 Energy Econ.. 76 136-152
Sadorsky, P. Correlations and volatility spillovers between oil prices and the stock prices of clean energy and technology companies. 2012 Energy Econ.. 34 248-255
- Salisu, A.A. ; Swaray, R. ; Oloko, T.F. Improving the predictability of the oil–US stock nexus: the role of macroeconomic variables. 2019 Econ. Model.. 76 153-171
Paper not yet in RePEc: Add citation now
Shah, I.H. ; Hiles, C. ; Morley, B. How do oil prices, macroeconomic factors and policies affect the market for renewable energy?. 2018 Appl. Energy. 215 87-97
Tu, C.A. ; Rasoulinezhad, E. ; Sarker, T. Investigating solutions for the development of a green bond market: evidence from analytic hierarchy process. 2020 Financ. Res. Lett.. 34 -
- Ur Rehman, M. ; Raheem, I.D. ; Al Rababa’a, A.R. ; Ahmad, N. ; Vo, X.V. Reassessing the predictability of the investor sentiments on US stocks: the role of uncertainty and risks. 2022 J. Behav. Financ.. 1-16 -
Paper not yet in RePEc: Add citation now
Westerlund, J. ; Narayan, P. Testing for predictability in conditionally heteroskedastic stock returns. 2015 J. Financ. Econ.. 13 342-375
Westerlund, J. ; Narayan, P.K. Does the choice of estimator matter when forecasting returns?. 2012 J. Bank. Financ.. 36 2632-2640
Zerbib, O.D. The effect of pro-environmental preferences on bond prices: evidence from green bonds. 2019 J. Bank. Financ.. 98 39-60
Zhao, X. Do the stock returns of clean energy corporations respond to oil price shocks and policy uncertainty?. 2020 J. Econ. Struct.. 9 1-16