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

Avik Sinha, Narasingha Das, Arshian Sharif and Satish Kumar
Additional contact information
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

American Business Review, 2025, vol. 28, issue 1, 93-102

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.

Keywords: Clean Energy Index; Financial Stress Index; USA (search for similar items in EconPapers)
JEL-codes: O13 P18 P28 P48 Q40 (search for similar items in EconPapers)
Date: 2025
References: Add references at CitEc
Citations:

Downloads: (external link)
https://digitalcommons.newhaven.edu/americanbusinessreview/vol28/iss1/5/ Full text

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:ris:ambsrv:0128

Access Statistics for this article

American Business Review is currently edited by Subroto Roy

More articles in American Business Review from Pompea College of Business, University of New Haven Contact information at EDIRC.
Bibliographic data for series maintained by Amber Montano ().