Assessing Time Varying Interconnectedness Between Clean Energy Market and Financial Stress in USA

Authors

Avik Sinha, Xi’an Jiaotong-Liverpool University, HeXie Management Research Centre, Suzhou, China
Narasingha Das, Advanced Research Centre, European University of Lefke, Northern Cyprus, Turkey
Arshian Sharif, Sunway Business School, Sunway University, Subang Jaya, Malaysia
Satish Kumar, Indian Institute of Management Nagpur, Nagpur, India

Abstract

This study examined the time-varying relationship of the USA’s clean energy stock market under the financial stress scenarios. We have employed the empirical mode decomposition-wavelet windowed cross-correlation technique to gauge interconnectivity. According to our study, the USA investors would not hedge clean energy stocks over the long term during severe financial stress.

Creative Commons License

This work is licensed under a Creative Commons Attribution-NonCommercial 4.0 International License

Recommended Citation

Sinha, Avik; Das, Narasingha; Sharif, Arshian; and Kumar, Satish (2025) "Assessing Time Varying Interconnectedness Between Clean Energy Market and Financial Stress in USA," American Business Review: Vol. 28: No. 1, Article 5.
DOI: 10.37625/abr.28.1.93-102
Available at: https://digitalcommons.newhaven.edu/americanbusinessreview/vol28/iss1/5

DOI

10.37625/abr.28.1.93-102