Examining connections between the fourth industrial revolution and energy markets

Ahmed Elsayed Ahmed, Mabruk Syed Billah Mabruk Syed, John W. Goodell and Sinda Hadhri ()
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Sinda Hadhri: UR CONFLUENCE : Sciences et Humanités (EA 1598) - UCLy - UCLy (Lyon Catholic University), ESDES - ESDES, Lyon Business School - UCLy - UCLy - UCLy (Lyon Catholic University)

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Abstract: We investigate the relationship between assets related to the fourth industrial revolution and alternatively dirty and clean energy markets. We examine portfolio diversification benefits and risk reduction gains based on three portfolio construction techniques. Results of static connectedness analysis indicate weak integration between the fourth industrial revolution assets and both clean and dirty energy markets with spillovers being mainly in the short term. Time-varying connectedness analysis shows that the connectedness is time-varying and responsive to external shocks Further, portfolio analysis shows that fourth industrial revolution assets are important for fixed-income portfolios that also comprise stocks and energy assets.

Keywords: Spillovers; Portfolio management; Connectedness; Dirty energy; Clean energy; Fourth industrial revolution (search for similar items in EconPapers)
Date: 2024-05
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Published in Energy economics, 2024, 133, pp.107476. ⟨10.1016/j.eneco.2024.107476⟩

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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-05240433

DOI: 10.1016/j.eneco.2024.107476

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