An application of QVAR dynamic connectedness between geopolitical risk and renewable energy volatility during the COVID-19 pandemic and Russia-Ukraine conflicts.

[1]  Xiao-Li Gong,et al.  Study on international energy market and geopolitical risk contagion based on complex network , 2023, Resources Policy.

[2]  P. Sarker,et al.  Asymmetric effects of geopolitical risks and uncertainties on green bond markets , 2023, Technological Forecasting and Social Change.

[3]  J. Cuñado,et al.  Dynamic spillovers across precious metals and oil realized volatilities: Evidence from quantile extended joint connectedness measures , 2023, SSRN Electronic Journal.

[4]  Dayong Zhang,et al.  Geopolitical risk, climate risk and energy markets: A dynamic spillover analysis , 2023, International Review of Financial Analysis.

[5]  T. Jamasb,et al.  Co-movement between dirty and clean energy: A time-frequency perspective , 2023, Energy Economics.

[6]  M. Naeem,et al.  Interdependence of clean energy and green markets with cryptocurrencies , 2023, Energy Economics.

[7]  K. Sohag,et al.  Geopolitical risks and mineral-driven renewable energy generation in China: A decomposed analysis , 2023, Resources Policy.

[8]  Chi Keung Marco Lau,et al.  The causal relationship between green finance and geopolitical risk: Implications for environmental management. , 2022, Journal of environmental management.

[9]  Umer Shahzad,et al.  Dynamic connectedness among climate change index, green financial assets and renewable energy markets: Novel evidence from sustainable development perspective , 2022, Renewable Energy.

[10]  M. Sousa,et al.  The Impacts of Geopolitical Risks on the Energy Sector: Micro-Level Operative Analysis in the European Union , 2022, Economies.

[11]  M. Mutascu,et al.  Oil and renewable energy returns during pandemic , 2022, Environmental Science and Pollution Research.

[12]  J. Korosteleva.  The Implications of Russia's Invasion of Ukraine for the EU Energy Market and Businesses , 2022, British Journal of Management.

[13]  Sebastian Utz,et al.  The impact of the Russia-Ukraine conflict on energy firms: A capital market perspective , 2022, Finance Research Letters.

[14]  Probal Dutta,et al.  Geopolitical risk and renewable energy asset prices: Implications for sustainable development , 2022, Renewable Energy.

[15]  T. Huynh,et al.  Oil and renewable energy stock markets: Unique role of extreme shocks , 2022, Energy Economics.

[16]  A. Tiwari,et al.  Quantile time-frequency price connectedness between green bond, green equity, sustainable investments and clean energy markets , 2022, Journal of Cleaner Production.

[17]  Shaobo Long,et al.  Asymmetric effects of climate policy uncertainty, infectious diseases-related uncertainty, crude oil volatility, and geopolitical risks on green bond prices , 2022, Finance Research Letters.

[18]  M. Balcilar,et al.  On the dynamic return and volatility connectedness of cryptocurrency, crude oil, clean energy, and stock markets: a time-varying analysis , 2022, Environmental Science and Pollution Research.

[19]  Hafiz Muhammad Arslan,et al.  Understanding the dynamics of natural resources rents, environmental sustainability, and sustainable economic growth: new insights from China , 2022, Environmental Science and Pollution Research.

[20]  V. Tawiah,et al.  Are abundant energy resources and Chinese business a solution to environmental prosperity in Africa? , 2022, Energy Policy.

[21]  Jun Xu,et al.  Geopolitical Risk and Dynamic Connectedness between Commodity Markets , 2022, SSRN Electronic Journal.

[22]  Vasilios Plakandaras,et al.  Geopolitical Risk as a Determinant of Renewable Energy Investments , 2022, Energies.

[23]  Muhammad Aamir Khan,et al.  Do geopolitical risk and energy consumption contribute to environmental degradation? Evidence from E7 countries , 2022, Environmental Science and Pollution Research.

[24]  A. Zakari,et al.  LEVERAGING ON ENERGY SECURITY TO ALLEVIATE POVERTY IN ASIAN ECONOMIES , 2022, The Singapore Economic Review.

[25]  S. Hassan,et al.  Role of alternative and nuclear energy in stimulating environmental sustainability: impact of government expenditures , 2022, Environmental Science and Pollution Research.

[26]  O. Adekoya,et al.  The volatility connectedness of the EU carbon market with commodity and financial markets in time- and frequency-domain: The role of the U.S. economic policy uncertainty , 2021 .

[27]  Chiwei Su,et al.  Does renewable energy redefine geopolitical risks? , 2021, Energy Policy.

[28]  M. Balcilar,et al.  Crude Oil futures contracts and commodity markets: New evidence from a TVP-VAR extended joint connectedness approach , 2021 .

[29]  A. Zakari,et al.  Energy efficiency and sustainable development goals (SDGs) , 2021, Energy.

[30]  Irfan Khan,et al.  A study of energy investment and environmental sustainability nexus in China: a bootstrap replications analysis , 2021, Environmental Science and Pollution Research.

[31]  Zhenghui Li,et al.  The dynamics of carbon on green energy equity investment: quantile-on-quantile and quantile coherency approaches , 2021, Environmental Science and Pollution Research.

[32]  Irfan Khan,et al.  Dynamics among economic growth, urbanization, and environmental sustainability in IEA countries: the role of industry value-added , 2021, Environmental Science and Pollution Research.

[33]  W. Moore,et al.  Does it pay to be green? An exploratory analysis of wage differentials between green and non-green industries , 2021 .

[34]  Ioannis Chatziantoniou,et al.  Interest rate swaps and the transmission mechanism of monetary policy: A quantile connectedness approach , 2021, Economics Letters.

[35]  Irfan Khan,et al.  The Impact of Socio-economic and Environmental Sustainability on CO2 Emissions: A Novel Framework for Thirty IEA Countries , 2021, Social Indicators Research.

[36]  Naif Alsagr,et al.  The impact of financial development and geopolitical risk on renewable energy consumption: evidence from emerging markets , 2021, Environmental Science and Pollution Research.

[37]  W. D. Lastrapes,et al.  The Joint Spillover Index , 2021, Economic Modelling.

[38]  Irfan Khan,et al.  The environmental footprint of China-Africa engagement: An analysis of the effect of China - Africa partnership on carbon emissions. , 2020, The Science of the total environment.

[39]  Chien‐Chiang Lee,et al.  Oil price shocks, geopolitical risks, and green bond market dynamics , 2020 .

[40]  Irfan Khan,et al.  The dynamic links among energy consumption, tourism growth, and the ecological footprint: the role of environmental quality in 38 IEA countries , 2020, Environmental Science and Pollution Research.

[41]  Chi Keung Marco Lau,et al.  Time-Varying Impact of Geopolitical Risks on Oil Prices , 2020, Defence and Peace Economics.

[42]  Rangan Gupta,et al.  Forecasting volatility and co-volatility of crude oil and gold futures: Effects of leverage, jumps, spillovers, and geopolitical risks , 2020, International Journal of Forecasting.

[43]  Chun-ping Chang,et al.  Oil prices and geopolitical risks: What implications are offered via multi-domain investigations? , 2020, Energy & Environment.

[44]  C. Baumeister,et al.  Energy Markets and Global Economic Conditions , 2020, Review of Economics and Statistics.

[45]  David C. Broadstock,et al.  Global financial crisis and rising connectedness in the international commodity markets , 2020 .

[46]  Feng Ma,et al.  Geopolitical risk uncertainty and oil future volatility: Evidence from MIDAS models , 2020 .

[47]  Khalid Khan,et al.  Does geopolitical risk strengthen or depress oil prices and financial liquidity? Evidence from Saudi Arabia , 2019, Energy.

[48]  Jamal Bouoiyour,et al.  What are the categories of geopolitical risks that could drive oil prices higher? Acts or threats? , 2019, Energy Economics.

[49]  Yaojie Zhang,et al.  Geopolitical risk and oil volatility: A new insight , 2019, Energy Economics.

[50]  Wing-Keung Wong,et al.  Point and density forecasts of oil returns: The role of geopolitical risks , 2019, Resources Policy.

[51]  L. Smales.  Geopolitical Risk and Volatility Spillovers in Oil and Stock Markets , 2019, The Quarterly Review of Economics and Finance.

[52]  J. Reboredo,et al.  The impact of energy prices on clean energy stock prices. A multivariate quantile dependence approach , 2018, Energy Economics.

[53]  Vipin Arora,et al.  Oil Prices and Stock Markets: A Review of the Theory and Empirical Evidence , 2018, The Energy Journal.

[54]  Wenxue Wang,et al.  The Shale Revolution, Geopolitical Risk, and Oil Price Volatility , 2018, SSRN Electronic Journal.

[55]  Rangan Gupta,et al.  OPEC news and predictability of oil futures returns and volatility: Evidence from a nonparametric causality-in-quantiles approach , 2018, The North American Journal of Economics and Finance.

[56]  Matteo Iacoviello,et al.  Measuring Geopolitical Risk , 2018, International Finance Discussion Papers.

[57]  Christos Kollias,et al.  Geopolitical risks and the oil-stock nexus over 1899–2016 , 2017 .

[58]  Apostolos Serletis,et al.  Oil Prices and the Renewable Energy Sector , 2017, The Energy Journal.

[59]  Mark E. Wohar,et al.  Forecasting oil and stock returns with a Qual VAR using over 150 years of data , 2017 .

[60]  Jozef Baruník,et al.  Measuring the frequency dynamics of financial connectedness and systemic risk , 2015, 1507.01729.

[61]  Andrew Urquhart,et al.  War and stock markets: The effect of World War Two on the British stock market , 2015 .

[62]  J. Reboredo.  Is there dependence and systemic risk between oil and renewable energy stock prices , 2015 .

[63]  Christos Kollias,et al.  The effects of terrorism and war on the oil price–stock index relationship , 2013 .

[64]  S. Managi,et al.  Does the price of oil interact with clean energy prices in the stock market , 2013 .

[65]  David C. Broadstock,et al.  Oil shocks and their impact on energy related stocks in China , 2012 .

[66]  Thomas J. Fisher,et al.  New Weighted Portmanteau Statistics for Time Series Goodness of Fit Testing , 2012 .

[67]  Romain Wacziarg,et al.  The First Law of Petropolitics , 2011 .

[68]  F. Diebold,et al.  UNIVERSITY OF SOUTHERN CALIFORNIA Center for Applied Financial Economics (CAFE) On the Network Topology of Variance Decompositions: Measuring the Connectedness of Financial Firms , 2011 .

[69]  F. Diebold,et al.  Better to Give than to Receive: Predictive Directional Measurement of Volatility Spillovers , 2010 .

[70]  S. Blomberg,et al.  Terrorism and the Returns to Oil , 2008 .

[71]  Perry Sadorsky,et al.  Oil prices and the stock prices of alternative energy companies , 2008 .

[72]  F. Diebold,et al.  Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets , 2008 .

[73]  D. Fielding.  Modelling Political Instability and Economic Performance: Israeli Investment During the Intifada , 2003 .

[74]  J. Stock,et al.  Forecasting Output and Inflation: The Role of Asset Prices , 2001 .

[75]  M. Hashem Pesaran,et al.  Impulse response analysis in nonlinear multivariate models , 1996 .

[76]  J. Stock,et al.  Efficient Tests for an Autoregressive Unit Root , 1992 .

[77]  James D. Hamilton.  Oil and the Macroeconomy since World War II , 1983, Journal of Political Economy.

[78]  V. Tawiah,et al.  The production and consumption of oil in Africa: The environmental implications , 2022, Resources Policy.

[79]  X. Vo,et al.  Does volatility connectedness across major cryptocurrencies behave the same at different frequencies? A portfolio risk analysis , 2021 .

[80]  Andrea Ugolini,et al.  Wavelet-based test of co-movement and causality between oil and renewable energy stock prices , 2017 .

[81]  Dengshi Huang,et al.  How do the stock prices of new energy and fossil fuel companies correlate? Evidence from China , 2014 .

[82]  Shunsuke Managi,et al.  Stock prices of clean energy firms, oil and carbon markets: A vector autoregressive analysis ☆ , 2012 .

[83]  Perry Sadorsky,et al.  Correlations and volatility spillovers between oil prices and the stock prices of clean energy and technology companies , 2012 .

[84]  Y. Shin,et al.  Generalized Impulse Response Analysis in Linear Multivariate Models , 1998 .

[85]  Anil K. Bera,et al.  Efficient tests for normality, homoscedasticity and serial independence of regression residuals , 1980 .