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2. Predicting volatility in Chinas clean energy sector: Advantages of the carbon transition risk. (2025). Chen, Zhu ; Luo, Qin.
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3. Dynamic volatility among fossil energy, clean energy and major assets: evidence from the novel DCC-GARCH. (2024). Sharif, Arshian ; Abosedra, Salah ; Ozkan, Oktay ; Alola, Andrew Adewale.
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4. Do climate change risks affect the systemic risk between the stocks of clean energy, electric vehicles, and critical minerals? Analysis under changing market conditions. (2024). Basher, Syed ; Sadorsky, Perry.
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5. Mapping the landscape of energy markets research: A bibliometric analysis and predictive assessment using machine learning. (2024). Silva, Thiago ; Braz, Tercio ; Tabak, Benjamin Miranda.
   In: Energy Economics.
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6. Pricing behavior of clean energy stocks? Some trading implications. (2024). Narayan, Paresh Kumar.
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7. Climate risk performance and returns integration of Chinese listed energy companies. (2024). Zhang, Yunhan ; Li, Yan ; Zhao, Wanli ; Ji, Qiang.
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8. Connectivity and spillover during crises: Highlighting the prominent and growing role of green energy. (2024). Sensoy, Ahmet ; Goodell, John W ; Banerjee, Ameet Kumar.
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9. Role of Green Finance in Greening the Economy: Conceptual Approach. (2023). Alekneviien, Vilija ; Bendoraityt, Asta.
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10. Dynamic spillovers between clean energy and non-ferrous metals markets in China: A network-based analysis during the COVID-19 pandemic. (2023). Xu, Zihan ; Xing, Xiaoyun ; Deng, Jing.
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11. The spillover effects among the traditional energy markets, metal markets and sub-sector clean energy markets. (2023). Li, Yuxin ; Zhang, Hua.
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    RePEc:eee:energy:v:275:y:2023:i:c:s0360544223007788.

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12. Investigating the dynamics of crude oil and clean energy markets in times of geopolitical tensions. (2023). ben Zaied, Younes ; ben Cheikh, Nidhaleddine.
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    RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323003596.

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13. Short- and long-run determinants of the price behavior of US clean energy stocks: A dynamic ARDL simulations approach. (2023). Ahmed, Walid.
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14. Distributional Predictability and Quantile Connectedness of New Energy, Steam Coal, and High-Tech in China. (2022). Wang, Yuqi ; Qi, Xiaohong ; Zhang, Guofu.
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15. The Analysis of Causality and Risk Spillover between Crude Oil and China’s Agricultural Futures. (2022). Jiang, Wei ; Gao, Ruijie ; Lu, Chao.
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1. Dynamic Responses of Major Pacific Rim Emerging Equity Markets to the US Crude Oil Fear Index (OVX). (2022). Adrangi, Bahram ; Chatrath, Arjun.
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2. Forecasting the Value-at-Risk of energy commodities: A comparison of models and alternative distribution functions. (2022). Amaro, Raphael ; Madaleno, Mara ; Pinho, Carlos.
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3. Return and volatility spillovers between Chinese and U.S. Clean Energy Related Stocks: Evidence from VAR-MGARCH estimations. (2022). Zhang, Binyi ; Krištoufek, Ladislav ; Janda, Karel.
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4. The Impact of the COVID-19 Pandemic on the Connectedness between Green Industries and Financial Markets in China: Evidence from Time-Frequency Domain with Portfolio Implications. (2022). Zheng, Yujie ; Xing, Xiaoyun ; Qin, Tao ; Lu, Jingxuan ; Deng, Jing ; Liu, Cheng.
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5. The Dynamic Spillover between Renewable Energy, Crude Oil and Carbon Market: New Evidence from Time and Frequency Domains. (2022). Li, Yanbin ; Zhou, Xuejiao ; Zhang, Feng ; Nie, Dan.
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6. Are energy metals hedges or safe havens for clean energy stock returns?. (2022). Gustafsson, Robert ; Bouri, Elie ; Dutta, Anupam.
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7. Time-frequency connectedness among clean-energy stocks and fossil fuel markets: Comparison between financial, oil and pandemic crisis. (2022). Farid, Saqib ; Umar, Muhammad ; Naeem, Muhammad Abubakr.
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8. What do we know about the idiosyncratic risk of clean energy equities?. (2022). Ahmad, Wasim ; Roy, Preeti ; Sadorsky, Perry ; Phani, B V.
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9. Return and volatility spillovers between Chinese and U.S. clean energy related stocks. (2022). Krištoufek, Ladislav ; Janda, Karel ; Kristoufek, Ladislav ; Zhang, Binyi.
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10. Dynamic dependence between main-byproduct metals and the role of clean energy market. (2022). Lei, Xiaojie ; Song, Huiling ; Zhang, Hongwei ; Wang, Chang.
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11. The rise in investors’ awareness of climate risks after the Paris Agreement and the clean energy-oil-technology prices nexus. (2022). Fahmy, Hany.
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12. Green investments: A luxury good or a financial necessity?. (2022). Yousaf, Imran ; Demirer, Riza ; Suleman, Muhammad Tahir.
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13. The dynamic connectedness and hedging opportunities of implied and realized volatility: Evidence from clean energy ETFs. (2022). Elik, Smail ; Vergili, Gizem ; Hol, Arife Ozdemir ; Sak, Ahmet Furkan.
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14. Clean energy deserves to be an asset class: A volatility-reward analysis. (2022). Fahmy, Hany.
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15. Hedging the risk of travel and leisure stocks: The role of crude oil. (2021). Jalkh, Naji ; Bouri, Elie ; Vo, Xuan Vinh ; Dutta, Anupam.
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16. Accuracy and Predictive Power of Sell-Side Target Prices for Global Clean Energy Companies. (2021). Lohrmann, Christoph.
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17. Risk Spillover during the COVID-19 Global Pandemic and Portfolio Management. (2021). Yousfi, Mohamed ; Bouzgarrou, Houssam ; Dhaoui, Abderrazak.
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18. How Integrated are Regional Green Equity Markets? Evidence from a Cross-Quantilogram Approach. (2021). Pham, Linh.
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19. From volatility spillover to risk spread: An empirical study focuses on renewable energy markets. (2021). Zhou, Wei ; Gu, Qinen ; Chen, Jin.
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20. Crude oil prices and clean energy stock indices: Lagged and asymmetric effects with quantile regression. (2021). Bouri, Elie ; Saeed, Tareq ; Dawar, Ishaan ; Dutta, Anupam.
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21. Cross hedging with stock index futures. (2021). Mohamad, Azhar ; Zainudin, Ahmad Danial.
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22. Measuring risk spillovers between oil and clean energy stocks: Evidence from a systematic framework. (2021). Geng, Yong ; Tan, Xueping ; Wang, Xinyu ; Vivian, Andrew.
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23. Dynamic asymmetric optimal portfolio allocation between energy stocks and energy commodities: Evidence from clean energy and oil and gas companies. (2021). Miller, Stephen ; Asl, Mahdi Ghaemi ; Canarella, Giorgio.
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24. Frequency connectedness and cross-quantile dependence between green bond and green equity markets. (2021). Pham, Linh.
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25. Extreme return connectedness and its determinants between clean/green and dirty energy investments. (2021). Bouri, Elie ; Saeed, Tareq ; al Sulami, Hamed.
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26. 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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27. 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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28. Reserve currency and the volatility of clean energy stocks: The role of uncertainty. (2021). Soytas, Ugur ; Kocaarslan, Baris.
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29. Which clean energy sectors are attractive? A portfolio diversification perspective. (2021). Kuang, Wei.
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30. 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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31. 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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32. Volatility Connectedness between Clean Energy Firms and Crude Oil in the COVID-19 Era. (2020). Foglia, Matteo ; Angelini, Eliana.
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33. Dynamics of Connectedness in Clean Energy Stocks. (2020). Herrera, Rodrigo ; Fuentes, Fernanda.
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34. Spillovers to Renewable Energy Stocks in the US and Europe: Are They Different?. (2020). Hamori, Shigeyuki ; Liu, Tiantian.
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35. Hedging Strategies of Green Assets against Dirty Energy Assets. (2020). Tran, Khoa ; Bouri, Elie ; Saeed, Tareq.
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36. The hedging effectiveness of global sectors in emerging and developed stock markets. (2020). Han, Liyan ; Wu, Lei ; Jin, Jiayu ; Zeng, Hong Chao.
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37. Increasing the risk management effectiveness from higher accuracy: A novel non-parametric method. (2020). Li, Yong ; Huang, Jinbo ; Lu, Dong ; Ding, Ashley.
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38. 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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39. 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.
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40. 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.
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41. Impact of energy sector volatility on clean energy assets. (2020). Vo, Xuan Vinh ; Bouri, Elie ; Saeed, Tareq ; Dutta, Anupam.
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42. 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.
    In: Energy.
    RePEc:eee:energy:v:202:y:2020:i:c:s0360544220308847.

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43. 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.
    In: Energy Economics.
    RePEc:eee:eneeco:v:91:y:2020:i:c:s0140988320302115.

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44. 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.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:85:y:2020:i:c:p:106-118.

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45. Coherence, connectedness and dynamic hedging effectiveness between emerging markets equities and commodity index funds. (2019). Mishra, Anil ; Ahmad, Wasim ; Singh, Jitendra.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:61:y:2019:i:c:p:441-460.

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46. 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.
    RePEc:eee:energy:v:178:y:2019:i:c:p:544-553.

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47. 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.
    RePEc:eee:energy:v:169:y:2019:i:c:p:895-913.

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48. 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.
    RePEc:eee:eneeco:v:84:y:2019:i:c:s014098831930283x.

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49. Do all clean energy stocks respond homogeneously to oil price?. (2019). Pham, Linh.
    In: Energy Economics.
    RePEc:eee:eneeco:v:81:y:2019:i:c:p:355-379.

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50. 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.
    RePEc:eee:eneeco:v:80:y:2019:i:c:p:743-759.

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