a b s t r a c tThis article investigates the causal relationship between two types of energy variables and economic growth using dynamic simultaneous-equation panel data models for 17 developed and developing countries. Our results indicate that there is a unidirectional causality running from nuclear consumption to economic growth in Belgium and Spain, while a unidirectional causality running from economic growth to nuclear consumption is supported in Bulgaria, Canada, Netherlands, and Sweden. A bidirectional relationship appears in Argentina, Brazil, France, Pakistan, and the USA, while no causality exists in Finland, Hungary, India, Japan, Switzerland, and the U.K. Second, the results for the second nexus among renewable energy and economic growth show that there is a unidirectional causality running from renewable consumption to economic growth in

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The objective of this paper is to examine the determinants of the supplier selection process with green consideration. Thus, this analysis gathers a collection of factors from established literature of green supplier selection (GSS), including seven categories and 58 attributes. The objective of this research is to classify the key factors which are presented as qualitative information. Fuzzy logic rules are used to transform qualitative expert knowledge into numerical data. Then, we adopt the Delphi method (DM) to filter and rate unneeded factors according to their relevance. The results indicate 24 important factors for the GSS process. Five categories are included: Performance and technology ability, Environmental management, Pollution control, Quality and Service. The most significant factors are recognized as green research and development, eco-design, green image, green packaging and remanufacturing. Finally, the debate is held on the basis of the findings and future research are also recognized and stated.

This paper contributes to Covid-19 outbreak impacts literature. We investigate the connectedness between stock market and oil prices under bullish and bearish economic conditions and uncertainty level at different investment horizons. We applied the wavelet framework on daily dataset cover the pre-COVID-19 and COVID-19 period. We find that the linkage between the economic and financial pairs is characterized by significant changes over the time during the sample period, where the huge co-movements has been identified during the pandemic period at the low scale. We show that due to lockdown policy and oil price shock, the stock return decline, the aggregate business conditions reached its lowest level and the uncertainty increase. The result indicates that the COVID-19 outbreak negatively affects the economy and the financial markets and support the sensitivity, especially between oil-stock, and economic condition and uncertainty.

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