Nexus of crude oil and clean energy stock indices: Evidence from time-vector-auto-regression in conjunction with conditional-autoregressive-value-at-risk
The current study aims to elicit information regarding the tail risk transmission mechanism between crude oil (CO) and selected clean energy (CE) stock indices across time and during certain economic events. A Time-Varying Parameter Vector Auto-Regressive model (TVP-VAR) paired with the conditional...
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| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Elsevier
2025-01-01
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| Series: | Heliyon |
| Subjects: | |
| Online Access: | http://www.sciencedirect.com/science/article/pii/S2405844024170016 |
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