Green bonds and US shale gas prices: Evidence from a novel time-varying causality

Wu, Jiawen; Li, Jing-Ping; Su, Chi-Wei

doi:10.1016/j.heliyon.2023.e20027

Heliyon

2023

DOI: 10.1016/j.heliyon.2023.e20027

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Green bonds and US shale gas prices: Evidence from a novel time-varying causality

Jiawen Wu,

Jing-Ping Li,

Chi-Wei Su

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2024

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Cited by 4 publications

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How do climate policy uncertainty and renewable energy and clean technology stock prices co-move? evidence from Canada

Athari,

Kirikkaleli

2024

Empir Econ

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This work probes the dynamic co-movement between the Climate Policy Uncertainty Index (CPU) and the Renewable Energy and Clean Technology Index (RECT) employing the novel wavelet power spectrum (WPS) and wavelet coherence (WC) approaches for monthly data between 2013 and 2022. Using the wavelet approach enables us to observe the causality direction from both time and frequency dimensions and also to help detect the causal linkage in the short-medium and long-term horizons. This is the first study aiming to perform this relationship from both time and frequency dimensions. Remarkably, findings reveal that: i) CPU seems only volatile in 2019 and 2021 in the short run; (ii) there was significant volatility in the RECT in the short and long terms (SLT) between 2018 and 2022; (iii) RECT significantly caused the CPU between 2014 and 2018; iv) after 2019, CPU started to cause RECT in the short and medium terms (SMT).

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How do climate policy uncertainty and renewable energy and clean technology stock prices co-move? evidence from Canada

Athari,

Kirikkaleli

2024

Empir Econ

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The race to zero emission: Can climate policy uncertainty threaten decarbonization?

Wei,

Xianjun,

Khan

2024

Environ Dev Sustain

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Optimistic or pessimistic: How do investors impact the green bond market?

Wei Su,

Yue Song,

Qin

et al. 2024

The North American Journal of Economics and Finance

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Green bonds and US shale gas prices: Evidence from a novel time-varying causality

Cited by 4 publications

References 48 publications

How do climate policy uncertainty and renewable energy and clean technology stock prices co-move? evidence from Canada

How do climate policy uncertainty and renewable energy and clean technology stock prices co-move? evidence from Canada

The race to zero emission: Can climate policy uncertainty threaten decarbonization?

Optimistic or pessimistic: How do investors impact the green bond market?

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