Assessing Time Varying Interconnectedness Between Clean Energy Market and Financial Stress in USA

This study examined the time-varying relationship of the USA’s clean energy stock market under the financial stress scenarios. We have employed the empirical mode decomposition-wavelet windowed cross-correlation technique to gauge interconnectivity. According to our study, the USA investors would not hedge clean energy stocks over the long term during severe financial stress.

Publication Details

Journal
Digital Commons - New Heaven (University of New Haven)
Published
2025-05-01
DOI
https://doi.org/10.37625/abr.28.1.93-102
Primary Topic
Market Dynamics and Volatility
Type
article
Field-Weighted Citation Impact
0.00
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article

Assessing Time Varying Interconnectedness Between Clean Energy Market and Financial Stress in USA

Digital Commons - New Heaven (University of New Haven)
Market Dynamics and Volatility
article

Assessing Time Varying Interconnectedness Between Clean Energy Market and Financial Stress in USA

article en

Abstract

This study examined the time-varying relationship of the USA’s clean energy stock market under the financial stress scenarios. We have employed the empirical mode decomposition-wavelet windowed cross-correlation technique to gauge interconnectivity. According to our study, the USA investors would not hedge clean energy stocks over the long term during severe financial stress.

Digital Commons - New Heaven (University of New Haven)
Industry, innovation and infrastructure
Openalex Percentile: Top 42%
Market Dynamics and Volatility
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Assessing Time Varying Interconnectedness Between Clean Energy Market and Financial Stress in USA · Digital Commons - New Heaven (University of New Haven) (2025) | TGRS Research Map | TGRS