How do the stock prices of new energy and fossil fuel companies correlate? Evidence from China

Energy Economics

Volumn 41, Issue , 2014, Pages 63-75

  Wen, Xiaoqian ^a   Guo, Yanfeng ^b   Wei, Yu ^a   Huang, Dengshi ^a  

^a SOUTHWEST JIAOTONG UNIVERSITY   (China)

^b SOUTHWESTERN UNIVERSITY OF FINANCE AND ECONOMICS   (China)

Author keywords

Asymmetric BEKK; China; Fossil fuel stocks; Market spillovers; New energy stocks

Indexed keywords

ASSET ALLOCATION; ASYMMETRIC BEKK; ASYMMETRIC BEKK MODELS; CHINA; ENERGY POLICYMAKING; FINANCIAL RISK MANAGEMENT; NEW ENERGIES; VOLATILITY SPILLOVERS;

FOSSIL FUELS; INDUSTRY; RISK MANAGEMENT;

INVESTMENTS;

EMPIRICAL ANALYSIS; ENERGY MARKET; FOSSIL FUEL; INVESTMENT; PRICE DYNAMICS; SPILLOVER EFFECT;

CHINA;

EID: 84888107374     PISSN: 01409883     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.eneco.2013.10.018     Document Type: Article

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