Please use this identifier to cite or link to this item: http://cmuir.cmu.ac.th/jspui/handle/6653943832/77355
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dc.contributor.authorYefan Zhouen_US
dc.contributor.authorJianxu Liuen_US
dc.contributor.authorJirakom Sirisrisakulchaien_US
dc.contributor.authorSongsak Sriboonchittaen_US
dc.date.accessioned2022-10-16T07:28:45Z-
dc.date.available2022-10-16T07:28:45Z-
dc.date.issued2021-07-27en_US
dc.identifier.issn17426596en_US
dc.identifier.issn17426588en_US
dc.identifier.other2-s2.0-85112474732en_US
dc.identifier.other10.1088/1742-6596/1978/1/012068en_US
dc.identifier.urihttps://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85112474732&origin=inwarden_US
dc.identifier.urihttp://cmuir.cmu.ac.th/jspui/handle/6653943832/77355-
dc.description.abstractWe measure the dynamics dependence structure between the European renewable energy stock (ERIX) market, natural gas, and other clean energy markets from 2008 to 2021 by adopting static and time-varying copula approaches. Empirical results show strong and positive dependence between ERIX and S&P global clean energy stock markets symmetric tail dependence, which indicates S&P clean energy assets provide limited hedging condition on the ERIX market and extreme upward and downward clean prices have a similar impact on the ERIX market. Furthermore, our evidence on the co-movement mechanisms between European renewable energy and clean energy markets is helpful for policymakers and investors. Governments need to adopt fiscal policy tools for clean energy firms when renewable energy prices rise (fall) together. Investors can assess and control potential risk contagion between European renewable energy stock markets and other clean energy markets via information about co-movement mechanisms.en_US
dc.subjectPhysics and Astronomyen_US
dc.titleThe dynamic dependence of natural gas and renewable energy stock marketsen_US
dc.typeConference Proceedingen_US
article.title.sourcetitleJournal of Physics: Conference Seriesen_US
article.volume1978en_US
article.stream.affiliationsShandong University of Finance and Economicsen_US
article.stream.affiliationsChiang Mai Universityen_US
Appears in Collections:CMUL: Journal Articles

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