Matches in SemOpenAlex for { <https://semopenalex.org/work/W4361029908> ?p ?o ?g. }
- W4361029908 endingPage "117687" @default.
- W4361029908 startingPage "117687" @default.
- W4361029908 abstract "This paper investigates the dynamic relationships between four key instruments related to clean and dirty energy assets: WTI futures, United States Oil Fund (USO), EnergySelect Sector SPDR Fund (XLE), and iShares Global Clean Energy ETF (ICLN). Econometric tests confirm a long-term relationship between all variables, with causality tests showing that clean energy ETF has a causal influence on most instruments. However, the causal patterns are not definitively interpretable in an economic framework. Moreover, using wavelet-based tests on a 1-min interval transaction dataset, we further find convergence delay between WTI and XLE, and to a lesser extent, USO, but not ICLN. This suggests that clean energy has the potential to be a distinct asset class. We also identify the time scales at which arbitrage opportunities and liquidity movements occur: 32-256 and 4-8 min, respectively. These are new stylized facts about clean and dirty energy market assets and contribute to the limited literature available on high-frequency dynamics in the said markets." @default.
- W4361029908 created "2023-03-30" @default.
- W4361029908 creator A5064268028 @default.
- W4361029908 creator A5066229573 @default.
- W4361029908 creator A5085390495 @default.
- W4361029908 date "2023-07-01" @default.
- W4361029908 modified "2023-09-25" @default.
- W4361029908 title "Time-varying price dynamics of clean and dirty energy portfolios" @default.
- W4361029908 cites W1225983130 @default.
- W4361029908 cites W1493102849 @default.
- W4361029908 cites W1972163814 @default.
- W4361029908 cites W1977480757 @default.
- W4361029908 cites W1979467573 @default.
- W4361029908 cites W1980413211 @default.
- W4361029908 cites W1992234515 @default.
- W4361029908 cites W1994045802 @default.
- W4361029908 cites W2008702027 @default.
- W4361029908 cites W2014318831 @default.
- W4361029908 cites W2029337176 @default.
- W4361029908 cites W2030106727 @default.
- W4361029908 cites W2042759796 @default.
- W4361029908 cites W2059062309 @default.
- W4361029908 cites W2067154836 @default.
- W4361029908 cites W2078539884 @default.
- W4361029908 cites W2086227108 @default.
- W4361029908 cites W2089880642 @default.
- W4361029908 cites W2093308449 @default.
- W4361029908 cites W2095311885 @default.
- W4361029908 cites W2097633087 @default.
- W4361029908 cites W2098289335 @default.
- W4361029908 cites W2124265708 @default.
- W4361029908 cites W2134168066 @default.
- W4361029908 cites W2137572393 @default.
- W4361029908 cites W2153562738 @default.
- W4361029908 cites W2161368111 @default.
- W4361029908 cites W2178225550 @default.
- W4361029908 cites W2199385672 @default.
- W4361029908 cites W2203119275 @default.
- W4361029908 cites W2233803220 @default.
- W4361029908 cites W2238750598 @default.
- W4361029908 cites W2325741042 @default.
- W4361029908 cites W2529484566 @default.
- W4361029908 cites W2794244947 @default.
- W4361029908 cites W2802204075 @default.
- W4361029908 cites W2884662657 @default.
- W4361029908 cites W2930764114 @default.
- W4361029908 cites W2947439144 @default.
- W4361029908 cites W2969983156 @default.
- W4361029908 cites W2972436534 @default.
- W4361029908 cites W3016752284 @default.
- W4361029908 cites W3037878857 @default.
- W4361029908 cites W3047793515 @default.
- W4361029908 cites W3049661541 @default.
- W4361029908 cites W3121570198 @default.
- W4361029908 cites W3122354768 @default.
- W4361029908 cites W3124242984 @default.
- W4361029908 cites W3126057320 @default.
- W4361029908 cites W3180126525 @default.
- W4361029908 cites W4313281866 @default.
- W4361029908 doi "https://doi.org/10.1016/j.jenvman.2023.117687" @default.
- W4361029908 hasPubMedId "https://pubmed.ncbi.nlm.nih.gov/36996550" @default.
- W4361029908 hasPublicationYear "2023" @default.
- W4361029908 type Work @default.
- W4361029908 citedByCount "0" @default.
- W4361029908 crossrefType "journal-article" @default.
- W4361029908 hasAuthorship W4361029908A5064268028 @default.
- W4361029908 hasAuthorship W4361029908A5066229573 @default.
- W4361029908 hasAuthorship W4361029908A5085390495 @default.
- W4361029908 hasBestOaLocation W43610299081 @default.
- W4361029908 hasConcept C106159729 @default.
- W4361029908 hasConcept C106306483 @default.
- W4361029908 hasConcept C139719470 @default.
- W4361029908 hasConcept C144133560 @default.
- W4361029908 hasConcept C149782125 @default.
- W4361029908 hasConcept C160623529 @default.
- W4361029908 hasConcept C162324750 @default.
- W4361029908 hasConcept C183582576 @default.
- W4361029908 hasConcept C38935604 @default.
- W4361029908 hasConcept C556758197 @default.
- W4361029908 hasConceptScore W4361029908C106159729 @default.
- W4361029908 hasConceptScore W4361029908C106306483 @default.
- W4361029908 hasConceptScore W4361029908C139719470 @default.
- W4361029908 hasConceptScore W4361029908C144133560 @default.
- W4361029908 hasConceptScore W4361029908C149782125 @default.
- W4361029908 hasConceptScore W4361029908C160623529 @default.
- W4361029908 hasConceptScore W4361029908C162324750 @default.
- W4361029908 hasConceptScore W4361029908C183582576 @default.
- W4361029908 hasConceptScore W4361029908C38935604 @default.
- W4361029908 hasConceptScore W4361029908C556758197 @default.
- W4361029908 hasLocation W43610299081 @default.
- W4361029908 hasLocation W43610299082 @default.
- W4361029908 hasLocation W43610299083 @default.
- W4361029908 hasLocation W43610299084 @default.
- W4361029908 hasOpenAccess W4361029908 @default.
- W4361029908 hasPrimaryLocation W43610299081 @default.
- W4361029908 hasRelatedWork W1969259028 @default.
- W4361029908 hasRelatedWork W2007818742 @default.
- W4361029908 hasRelatedWork W2158646308 @default.