Correlations and volatility spillovers between oil prices and the stock prices of clean energy and technology companies

Energy Economics

Volumn 34, Issue 1, 2012, Pages 248-255

  Sadorsky, Perry ^a  

^a YORK UNIVERSITY   (Canada)

Author keywords

Multivariate GARCH; Oil prices; Renewable energy; Volatility

Indexed keywords

CLEAN ENERGY; CONDITIONAL CORRELATION; CONSTANT CONDITIONAL CORRELATION; CRUDE OIL FUTURES; LONG POSITION; MULTIVARIATE GARCH; OIL PRICES; RENEWABLE ENERGIES; SHORT POSITION; STOCK PRICE; TECHNOLOGY COMPANIES; VOLATILITY; VOLATILITY SPILLOVERS;

CRUDE OIL; INDUSTRY;

COSTS;

CORRELATION; CRUDE OIL; INDUSTRIAL TECHNOLOGY; MULTIVARIATE ANALYSIS; OIL SUPPLY; PRICE DYNAMICS; RENEWABLE RESOURCE; SPILLOVER EFFECT;

EID: 84856061095     PISSN: 01409883     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.eneco.2011.03.006     Document Type: Article

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