Finance research letters, Journal Year: 2024, Volume and Issue: 72, P. 106617 - 106617
Published: Dec. 11, 2024
Language: Английский
Finance research letters, Journal Year: 2024, Volume and Issue: 72, P. 106617 - 106617
Published: Dec. 11, 2024
Language: Английский
Investment Analysts Journal, Journal Year: 2024, Volume and Issue: 53(2), P. 167 - 188
Published: March 4, 2024
This study examines the connectedness among eco-friendly assets and how volatility in fossil energy markets affects this connectedness. Using a broad coverage for such as clean index, cryptocurrency (Cardano), green bond sustainability-leaders our results show that is higher extremities (tail-risk spillovers) more significant during essential world events pandemic or war. Further, we employ nonparametric causality quantiles, quantile regression, kernel-based regularised least squares methods to investigate influence of (crude oil, natural gas, gas oil) on assets' Our imply market has positive causal effect dynamics assets. offers important implications investors policymakers crafting portfolio strategies policy decisions.
Language: Английский
Citations
4Energy Economics, Journal Year: 2025, Volume and Issue: unknown, P. 108291 - 108291
Published: Feb. 1, 2025
Language: Английский
Citations
0Energy Economics, Journal Year: 2024, Volume and Issue: unknown, P. 108012 - 108012
Published: Oct. 1, 2024
Language: Английский
Citations
3Economic Analysis and Policy, Journal Year: 2024, Volume and Issue: 85, P. 78 - 93
Published: Nov. 15, 2024
Language: Английский
Citations
1Resources Policy, Journal Year: 2024, Volume and Issue: 98, P. 105287 - 105287
Published: Sept. 9, 2024
Language: Английский
Citations
0International Review of Financial Analysis, Journal Year: 2024, Volume and Issue: unknown, P. 103624 - 103624
Published: Oct. 1, 2024
Language: Английский
Citations
0Journal of Business Economics and Management, Journal Year: 2024, Volume and Issue: 25(5), P. 960 - 980
Published: Oct. 16, 2024
This study analyzes the post-pandemic dynamics and investment potential of diverse clean energy equities, including solar, wind, nuclear, other renewable assets, highlighting nuanced differences opportunities within this critical sector. The analysis reveals that nuclear portfolios (NLR) exhibit notable resilience, sustaining growth amidst significant market volatility. Within mean-variance portfolio optimization (MVO) framework, identifies strategic investments balance risk return, underscoring NLR’s role as a stabilizing force return enhancer, evidenced by its predominant allocation in both Minimum Variance Tangency Portfolios. Employing advanced stochastic modeling simulation techniques, research uses uniform distribution to generate random weights, ensuring comprehensive unbiased exploration feasible solution space, thereby enhancing robustness process. findings also illustrate diversification merits integrating equities into broader comprising traditional stocks bonds, with nuclear-focused equity significantly efficient frontier. Results underscore superiority exchange-traded fund (ETF) standalone crucial component diversified portfolios, contribution performance management. approach offers insights for investors policymakers navigating intersection finance, sustainability, economic post-pandemic.
Language: Английский
Citations
0Energy, Journal Year: 2024, Volume and Issue: unknown, P. 133477 - 133477
Published: Oct. 1, 2024
Language: Английский
Citations
0Renewable Energy, Journal Year: 2024, Volume and Issue: unknown, P. 122045 - 122045
Published: Nov. 1, 2024
Language: Английский
Citations
0Finance research letters, Journal Year: 2024, Volume and Issue: 72, P. 106617 - 106617
Published: Dec. 11, 2024
Language: Английский
Citations
0