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المؤلفBenlagha, Noureddine
المؤلفKarim, Sitara
المؤلفNaeem, Muhammad Abubakr
المؤلفLucey, Brian M.
المؤلفVigne, Samuel A.
تاريخ الإتاحة2023-01-18T08:39:00Z
تاريخ النشر2022
اسم المنشورEnergy Economics
المصدرScopus
معرّف المصادر الموحدhttp://dx.doi.org/10.1016/j.eneco.2022.106348
معرّف المصادر الموحدhttp://hdl.handle.net/10576/38544
الملخصThe surmounted environmental and energy challenges have motivated this study to explore the connectedness nexus between oil/renewable energy and stock markets for oil-exporting (importing) countries. We utilize the dynamic conditional correlation (DCC-GARCH) connectedness framework to compare the connectedness of oil/renewable energy with stock markets. Our results showcase higher total connectedness between renewable energy and stock markets. We find increased connectedness during three major pandemics (Swine Flu, EBOLA, and COVID-19). We performed a regression analysis that highlighted the impact of economic and financial uncertainties on connectedness as an additional analysis. The addition of dummy variables for three major pandemics indicates that COVID-19 significantly impacted the connectedness between oil/renewable energy and stock markets. For the robustness of our results, we employed time-varying vector autoregressions (TVP-VAR) connectedness framework to showcase that our results remain qualitatively similar and robust to different specifications. We draw useful implications for oil exporting and oil importing countries in particular, and we draft ramifications for investors, portfolio managers, policymakers, and macroprudential bodies in general. 2022 Elsevier B.V.
اللغةen
الناشرElsevier
الموضوعCrude oil
Global pandemics
Oil importing and exporting stocks
Renewable energy
العنوانRisk connectedness between energy and stock markets: Evidence from oil importing and exporting countries
النوعArticle
رقم المجلد115
dc.accessType Abstract Only


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