Asymmetric spillover connectedness between clean energy markets and industrial stock markets: How uncertainties affect it.

ABSTRACT: As the global climate crisis intensifies, clean energy is becoming increasingly important, and the intrinsic link between industry and energy highlights the connectedness between the industrial stock market and the clean energy market, and examining this connectedness can reveal risk spillovers between these markets. We categorise the clean energy market into hydro, wind and solar markets, and the industrial stock market into low-carbon portfolios, high-carbon portfolios and ordinary portfolios, and use the network connectedness methodology to investigate the connectedness of returns between the clean energy submarkets and the industrial stock submarkets in the time and frequency domains. The returns are categorised into positive and negative returns in order to investigate the asymmetry i

SUBMITTER: Li A 

PROVIDER: S-EPMC11957356 | biostudies-literature | 2025

REPOSITORIES: biostudies-literature