The impact of economic uncertainty caused by COVID-19 on renewable energy stocks
By employing time–frequency-domain frameworks, this study analyzes the spillover effects of news-based economic uncertainty caused by the pandemic on three renewable energy stock indices in the USA, Europe, and the world. The empirical results reveal that the total spillover from economic uncertaint...
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| Published in | Empirical economics Vol. 62; no. 4; pp. 1495 - 1515 |
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| Main Authors | , , |
| Format | Journal Article |
| Language | English |
| Published |
Berlin/Heidelberg
Springer Berlin Heidelberg
01.04.2022
Springer Nature B.V |
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| Online Access | Get full text |
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| Abstract | By employing time–frequency-domain frameworks, this study analyzes the spillover effects of news-based economic uncertainty caused by the pandemic on three renewable energy stock indices in the USA, Europe, and the world. The empirical results reveal that the total spillover from economic uncertainty to the three renewable energy stock returns was concentrated at a high frequency, whereas those to volatilities appeared at low frequencies. Utilizing a rolling-window method, we observed that the impact of uncertainty caused by COVID-19 on three renewable energy stock returns and volatilities is more significant than that resulting from the global financial crisis (GFC). During COVID-19, the majority of the spillover effects from economic uncertainty to returns and volatilities of the three indices focused on the long term. |
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| AbstractList | By employing time–frequency-domain frameworks, this study analyzes the spillover effects of news-based economic uncertainty caused by the pandemic on three renewable energy stock indices in the USA, Europe, and the world. The empirical results reveal that the total spillover from economic uncertainty to the three renewable energy stock returns was concentrated at a high frequency, whereas those to volatilities appeared at low frequencies. Utilizing a rolling-window method, we observed that the impact of uncertainty caused by COVID-19 on three renewable energy stock returns and volatilities is more significant than that resulting from the global financial crisis (GFC). During COVID-19, the majority of the spillover effects from economic uncertainty to returns and volatilities of the three indices focused on the long term. |
| Author | Liu, Tiantian Nakajima, Tadahiro Hamori, Shigeyuki |
| Author_xml | – sequence: 1 givenname: Tiantian surname: Liu fullname: Liu, Tiantian organization: Graduate School of Economics, Kobe University – sequence: 2 givenname: Tadahiro surname: Nakajima fullname: Nakajima, Tadahiro organization: Graduate School of Economics, Kobe University, The Kansai Electric Power Company Incorporated – sequence: 3 givenname: Shigeyuki orcidid: 0000-0003-1498-0188 surname: Hamori fullname: Hamori, Shigeyuki email: hamori@econ.kobe-u.ac.jp organization: Graduate School of Economics, Kobe University |
| BackLink | https://www.ncbi.nlm.nih.gov/pubmed/34219902$$D View this record in MEDLINE/PubMed |
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| Keywords | COVID-19 Renewable energy stock Uncertainty Spillover effects |
| Language | English |
| License | The Author(s), under exclusive licence to Springer-Verlag GmbH Germany, part of Springer Nature 2021. This article is made available via the PMC Open Access Subset for unrestricted research re-use and secondary analysis in any form or by any means with acknowledgement of the original source. These permissions are granted for the duration of the World Health Organization (WHO) declaration of COVID-19 as a global pandemic. |
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| SubjectTerms | Coronaviruses COVID-19 Econometrics Economic crisis Economic theory Economic Theory/Quantitative Economics/Mathematical Methods Economics Economics and Finance Finance Insurance Management News Pandemics Renewable energy Renewable resources Spillover effect Statistics for Business Uncertainty |
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| Title | The impact of economic uncertainty caused by COVID-19 on renewable energy stocks |
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