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Evaluation of cross-quantile dependence and causality between non-ferrous metals and clean energy indexes
(Elsevier, 2020-07-01)
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This paper analyzes the cross-quantile dependence and causality between non-ferrous metals and clean energy indices by employing data from November 2003 to May 2019. Specifically, we utilize the time-varying copulas to ...
Can clean energy stock price rule oil price? New evidences from a regime-switching model at first and second moments
(Elsevier, 2021-01-15)
- article
The study evaluates nonlinear price transmission mechanisms between clean energy stock and crude oil price in levels, mean, and error variances. We propose a novel way of combining a two-regime threshold vector error ...
Impact of crude oil volatility jumps on sustainable investments : Evidence from India
(John Wiley & Sons, 2023-06-22)
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This study examines the impact of crude oil volatility jumps on the realized volatility (RV) of green and dirty stocks in India. In doing so, we first estimate the time-varying jumps in oil market implied volatility index ...
Fuel demand, carbon tax and electric vehicle adoption in India's road transport
(Elsevier, 2024-01-10)
- article
To reduce oil import dependence and carbon emission from road transport, the study estimates the demand for gasoline, high-speed diesel and electric vehicles (EV) in India using non-linear cointegration techniques. The ...