Covid-19, clean energy stock market, interest rate, oil prices, volatility index, geopolitical risk nexus: evidence from quantile regression

HIGHLIGHTS

  • who: Sudeshna Ghosh and colleagues from the Department of Economics, Scottish Church College, Kolkata, India have published the paper: COVID-19, clean energy stock market, interest rate, oil prices, volatility index, geopolitical risk nexus: evidence from quantile regression, in the Journal: (JOURNAL) of December/31,/2019
  • what: The study concluded on the need for policy directions for proper investment management in the concerned sectors. The authors explore the unprecedented impact of COVID-19 on the clean energy sector. In the commonly used asset pricing model behavior, this research proposes a new mechanism to investigate the . . .

     

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