Clean energy market connectedness and investment strategies: New evidence from DCC-GARCH R
            2 decomposed connectedness measures

Teodoro Cocca; David Gabauer; Stefan Pomberger

doi:10.1016/j.eneco.2024.107680

Clean energy market connectedness and investment strategies: New evidence from DCC-GARCH R ² decomposed connectedness measures

Teodoro Cocca
, David Gabauer
, Stefan Pomberger

Department of Asset Management

Research output: Contribution to journal › Article › peer-review

Original language	English
Article number	107680
Number of pages	17
Journal	Energy Economics
Volume	136
DOIs	https://doi.org/10.1016/j.eneco.2024.107680
Publication status	Published - Jun 2024

UN SDGs

This output contributes to the following UN Sustainable Development Goals (SDGs)

SDG 7 Affordable and Clean Energy
SDG 8 Decent Work and Economic Growth

Fields of science

502 Economics

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10.1016/j.eneco.2024.107680

Cite this

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title = "Clean energy market connectedness and investment strategies: New evidence from DCC-GARCH R 2 decomposed connectedness measures",

author = "Teodoro Cocca and David Gabauer and Stefan Pomberger",

year = "2024",

month = jun,

doi = "10.1016/j.eneco.2024.107680",

language = "English",

volume = "136",

journal = "Energy Economics",

issn = "1873-6181",

}

TY - JOUR

T1 - Clean energy market connectedness and investment strategies

T2 - New evidence from DCC-GARCH R 2 decomposed connectedness measures

AU - Cocca, Teodoro

AU - Gabauer, David

AU - Pomberger, Stefan

PY - 2024/6

Y1 - 2024/6

UR - https://www.scopus.com/pages/publications/85196153288

U2 - 10.1016/j.eneco.2024.107680

DO - 10.1016/j.eneco.2024.107680

M3 - Article

SN - 1873-6181

VL - 136

JO - Energy Economics

JF - Energy Economics

M1 - 107680

ER -

Clean energy market connectedness and investment strategies: New evidence from DCC-GARCH R 2 decomposed connectedness measures

UN SDGs

Fields of science

Access to Document

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Cite this

Clean energy market connectedness and investment strategies: New evidence from DCC-GARCH R ² decomposed connectedness measures