Impact of climate policy uncertainty on traditional energy and green markets: Evidence from time-varying granger tests

• Published in: Renewable & sustainable energy reviews Vol. 173; p. 113058
• Main Authors: Ren, Xiaohang, Li, Jingyao, He, Feng, Lucey, Brian
• Format: Journal Article
• Language: English
• Published: Elsevier Ltd 01.03.2023
• Subjects: Bidirectional causality; Climate policy uncertainty; Green markets; Time-varying granger test; Traditional energy; Time-varying granger test; Bidirectional causality; Green markets; Climate policy uncertainty; Traditional energy

Extreme weather anomalies act as threat multipliers, warning us to focus on low-carbon transition and sustainable development. This study analyses the dynamic bidirectional causality between climate policy uncertainty (CPU) and traditional energy, represented by oil, coal, and natural gas, as well a...