Quantile frequency connectedness between energy tokens, crypto market, and renewable energy stock markets

Wang, Xu; Liu, Jinling; Xie, Qichang

doi:10.1016/j.heliyon.2024.e25068

Heliyon

2024

DOI: 10.1016/j.heliyon.2024.e25068

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Quantile frequency connectedness between energy tokens, crypto market, and renewable energy stock markets

Xu Wang,

Jinling Liu,

Qichang Xie

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2024

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Cited by 2 publications

References 32 publications

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Time-Varying and Frequency-Based Spillover Connectedness Between Cryptocurrencies and Non-ferrous Industrial Metals in Light of Market Plummets

Woode,

Owusu Junior,

Idun

et al. 2024

Comput Econ

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Time-Varying and Frequency-Based Spillover Connectedness Between Cryptocurrencies and Non-ferrous Industrial Metals in Light of Market Plummets

Woode,

Owusu Junior,

Idun

et al. 2024

Comput Econ

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Comparative responses of renewable energy stock market to economic policy uncertainty and climate policy uncertainty shocks: Evidence from China

Yang,

Nie

2024

Review Development Economics

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With rising climate policy uncertainty (CPU) and economic policy uncertainty (EPU), it is crucial to analyze the factors influencing the renewable energy stock market (RE) from a comprehensive perspective. Using data from January 2009 to May 2022, we use a time‐varying parameter vector autoregressive model with stochastic volatility (TVP‐VAR‐SV) to examine CPU, EPU, macroeconomic factors, and RE in a unified framework. We analyze the various responses of RE to CPU and EPU. Furthermore, we test for differences in the impact of the four classifications of EPU on RE. The findings are as follows. The time‐varying impact of CPU on RE is centered on the short term and is positive during non‐crisis periods. In contrast, the impact of EPU on RE is negative in the short term. In addition, causal identification at the micro level reveals that RE can increase by 0.932% on average after being affected by CPU. Further comparing the four classifications of EPU, we find that exchange rate policy uncertainty has the largest negative impact. Our study enriches the investment theory on RE. It avoids biased interpretations of various policy uncertainties and has a significant implication for policymakers, renewable energy firms, and investors.

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Quantile frequency connectedness between energy tokens, crypto market, and renewable energy stock markets

Cited by 2 publications

References 32 publications

Time-Varying and Frequency-Based Spillover Connectedness Between Cryptocurrencies and Non-ferrous Industrial Metals in Light of Market Plummets

Time-Varying and Frequency-Based Spillover Connectedness Between Cryptocurrencies and Non-ferrous Industrial Metals in Light of Market Plummets

Comparative responses of renewable energy stock market to economic policy uncertainty and climate policy uncertainty shocks: Evidence from China

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