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27. Extreme return connectedness and its determinants between clean/green and dirty energy investments. (2021). Bouri, Elie ; Saeed, Tareq ; al Sulami, Hamed.
    In: Energy Economics.
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28. Can clean energy stock price rule oil price? New evidences from a regime-switching model at first and second moments. (2021). Uddin, Gazi ; Ghosh, Sajal ; Yahya, Muhammad ; Kanjilal, Kakali ; Dutta, Anupam.
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29. Relationship between green investments, energy markets, and stock markets in the aftermath of the global financial crisis. (2021). Tiwari, Aviral ; Shahbaz, Muhammad ; Jiao, Zhilun ; Abakah, Emmanuel ; Trabelsi, Nader ; Aikins, Emmanuel Joel.
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30. Reserve currency and the volatility of clean energy stocks: The role of uncertainty. (2021). Soytas, Ugur ; Kocaarslan, Baris.
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31. Which clean energy sectors are attractive? A portfolio diversification perspective. (2021). Kuang, Wei.
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32. Is gold a hedge or a safe-haven asset in the COVID–19 crisis?. (2021). Sensoy, Ahmet ; lucey, brian ; Boubaker, Sabri ; Akhtaruzzaman, Md.
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33. Can Crude Oil Futures be the Good Hedging Tool for Tyre Equities? Evidence from India. (2021). Pinto, Prakash ; Ramesh, K G ; Hawaldar, Iqbal Thonse ; Kumar, Abhaya K.
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34. Volatility Connectedness between Clean Energy Firms and Crude Oil in the COVID-19 Era. (2020). Foglia, Matteo ; Angelini, Eliana.
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35. Dynamics of Connectedness in Clean Energy Stocks. (2020). Herrera, Rodrigo ; Fuentes, Fernanda.
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36. Spillovers to Renewable Energy Stocks in the US and Europe: Are They Different?. (2020). Hamori, Shigeyuki ; Liu, Tiantian.
    In: Energies.
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37. Hedging Strategies of Green Assets against Dirty Energy Assets. (2020). Tran, Khoa ; Bouri, Elie ; Saeed, Tareq.
    In: Energies.
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38. The hedging effectiveness of global sectors in emerging and developed stock markets. (2020). Han, Liyan ; Wu, Lei ; Jin, Jiayu ; Zeng, Hong Chao.
    In: International Review of Economics & Finance.
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39. Increasing the risk management effectiveness from higher accuracy: A novel non-parametric method. (2020). Li, Yong ; Huang, Jinbo ; Lu, Dong ; Ding, Ashley.
    In: Pacific-Basin Finance Journal.
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40. When US sneezes, clichés spread: How do the commodity index funds react then?. (2020). Ahmad, Wasim ; Awasthi, Kritika ; Phani, B V ; Rahman, Abdul.
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41. Implied volatility relationships between crude oil and the U.S. stock markets: Dynamic correlation and spillover effects. (2020). Ding, Zhihua ; Liu, Zhenhua ; Wu, Jy S ; Tseng, Hui-Kuan.
    In: Resources Policy.
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42. Examining the predictive information of CBOE OVX on China’s oil futures volatility: Evidence from MS-MIDAS models. (2020). Lu, Xinjie ; Wang, Jiqian ; Ma, Feng.
    In: Energy.
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43. Impact of energy sector volatility on clean energy assets. (2020). Vo, Xuan Vinh ; Bouri, Elie ; Saeed, Tareq ; Dutta, Anupam.
    In: Energy.
    RePEc:eee:energy:v:212:y:2020:i:c:s0360544220317655.

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44. Evaluation of cross-quantile dependence and causality between non-ferrous metals and clean energy indexes. (2020). Uddin, Gazi ; Ghosh, Sajal ; Yahya, Muhammad ; Kanjilal, Kakali ; Dutta, Anupam.
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45. On the intraday dynamics of oil price and exchange rate: What can we learn from China and India?. (2020). Uddin, Gazi ; Ahmad, Wasim ; Kaur, Rishman Jot ; Prakash, Ravi ; Rahman, Md Lutfur ; Dutta, Anupam.
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46. Diversification and optimal hedges for socially responsible investment in Brazil. (2020). Penabad, Maria-Celia ; Lopez-Andion, Carmen ; Iglesias-Casal, A ; Lopez-Penabad, Maria-Celia ; Maside-Sanfiz, Jose Manuel.
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47. Hierarchical Time Varying Estimation of a Multi Factor Asset Pricing Model. (2019). Kapetanios, George ; Baillie, Richard T ; Calonaci, Fabio.
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48. Earnings Quality and Book-to-Market in the Cross Section of Expected Returns. (2019). Athanasakou, Vasiliki ; Athanassakos, George.
    In: Multinational Finance Journal.
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49. Coherence, connectedness and dynamic hedging effectiveness between emerging markets equities and commodity index funds. (2019). Mishra, Anil ; Ahmad, Wasim ; Singh, Jitendra.
    In: Resources Policy.
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50. Gold and crude oil as safe-haven assets for clean energy stock indices: Blended copulas approach. (2019). Uddin, Gazi ; Jalkh, Naji ; Bouri, Elie ; Naji, Jalkh ; Elie, Bouri ; Dutta, Anupam.
    In: Energy.
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51. The co-movement between oil and clean energy stocks: A wavelet-based analysis of horizon associations. (2019). Maghyereh, Aktham ; Abdoh, Hussein ; Awartani, Basel.
    In: Energy.
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52. Dynamic correlations between oil prices and the stock prices of clean energy and technology firms: The role of reserve currency (US dollar). (2019). Soytas, Ugur ; Kocaarslan, Baris.
    In: Energy Economics.
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53. Do all clean energy stocks respond homogeneously to oil price?. (2019). Pham, Linh.
    In: Energy Economics.
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54. Cross-quantilogram-based correlation and dependence between renewable energy stock and other asset classes. (2019). Uddin, Gazi ; Rahman, Md Lutfur ; Hedstrom, Axel ; Ahmed, Ali.
    In: Energy Economics.
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55. Time-varying beta: a boundedly rational equilibrium approach. (2013). He, Xuezhong (Tony) ; Dieci, Roberto ; Chiarella, Carl.
    In: Journal of Evolutionary Economics.
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56. State uncertainty in stock markets: How big is the impact on the cost of equity?. (2012). Han, Yufeng.
    In: Journal of Banking & Finance.
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57. Time-Varying Beta: A Boundedly Rational Equilibrium Approach. (2010). He, Xuezhong (Tony) ; Dieci, Roberto.
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58. Portfolio Analysis and Equilibrium Asset Pricing with Heterogeneous Beliefs. (2010). Shi, Lei.
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59. Portfolio Analysis and Equilibrium Asset Pricing with Heterogeneous Beliefs. (2010). Shi, Lei.
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60. Conditional Asset Pricing and Stock Market Anomalies in Europe. (2010). Bauer, Rob ; Schotman, Peter C ; Cosemans, Mathijs.
    In: European Financial Management.
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61. The Value Premium and Time-Varying Volatility. (2009). Li, Xiafei ; Joëlle Miffre, ; Brooks, Chris.
    In: Journal of Business Finance & Accounting.
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62. Conditional risk-return relationship in a time-varying beta model. (2008). Hueng, C. ; Huang, Peng.
    In: Quantitative Finance.
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63. Do Spanish mutual fund managers use public and private information correctly? Use of information in mutual fund management. (2008). Vargas, Maria ; Ferruz, Luis ; Nievas, Javier .
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64. Size, Book to Market and Momentum Effects in the Australian Stock Market. (2008). .
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65. Dynamic betas for Canadian sector portfolios. (2008). He, Zhongzhi ; Kryzanowski, Lawrence.
    In: International Review of Financial Analysis.
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66. CAPM over the long run: 1926-2001. (2007). Ang, Andrew ; Chen, Joseph.
    In: Journal of Empirical Finance.
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67. Transition Modeling and Econometric Convergence Tests. (2007). Sul, Donggyu ; Phillips, Peter.
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68. The conditional CAPM does not explain asset-pricing anomalies. (2006). Nagel, Stefan ; Lewellen, Jonathan.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:82:y:2006:i:2:p:289-314.

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69. CAPM Over the Long Run: 1926-2001. (2005). Ang, Andrew ; Chen, Joseph.
    In: NBER Working Papers.
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