COVID-19, clean energy stock market, interest rate, oil prices, volatility index, geopolitical risk nexus: evidence from quantile regression
Purpose – The outbreak and the spreading of the COVID-19 pandemic have impacted the global financial sector, including the alternative clean and renewable energy sector. This paper aims to assess the impact of the pandemic, COVID-19 on the stock market indices of the clean energy sector using quanti...
Main Author: | Sudeshna Ghosh |
---|---|
Format: | Article |
Language: | English |
Published: |
Emerald Publishing
2022-11-01
|
Series: | Journal of Economics and Development |
Subjects: | |
Online Access: | https://www.emerald.com/insight/content/doi/10.1108/JED-04-2022-0073/full/pdf |
Similar Items
-
Do global geopolitical risks affect connectedness of global stock market contagion network? Evidence from quantile-on-quantile regression
by: Fujun Lai, et al.
Published: (2023-03-01) -
Exchange Rate, Gold Price, and Stock Market Nexus: A Quantile Regression Approach
by: Rizwan Ali, et al.
Published: (2020-08-01) -
Nexus between cryptocurrencies and global uncertainty: A quantile regression approach
by: John Kingsley Woode, et al.
Published: (2023-10-01) -
The Impact of Uncertainties on Crude Oil Prices: Based on a Quantile-on-Quantile Method
by: Yan Ding, et al.
Published: (2022-05-01) -
The heterogeneous response of the stock market to emission allowance price: evidence from quantile regression
by: Huiming Zhu, et al.
Published: (2018-05-01)