articleTop 1% cited
Correlations and volatility spillovers between oil prices and the stock prices of clean energy and technology companies
Energy Economics · 2011 · Vol. 34(1) · pp. 248–255
Perry Sadorsky✉(York University)
Market Dynamics and VolatilityMonetary Policy and Economic ImpactFinancial Risk and Volatility ModelingVolatility (finance)EconomicsAutoregressive conditional heteroskedasticityStock (firearms)EconometricsFutures contractFinancial economicsStock marketClean energyMultivariate statistics
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References
Stock prices of clean energy firms, oil and carbon markets: A vector autoregressive analysis
Energy Economics · 2011 · 607 citations
Modeling Asymmetric Comovements of Asset Returns
Review of Financial Studies · 1998 · 1,570 citations
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