International crude oil prices and the stock prices of clean energy and technology companies: Evidence from non-linear cointegration tests with unknown structural breaks

2016/03/24 by Ripsy Bondia, Sajal Ghosh, Kakali Kanjilal
Economics, Econometrics and Finance · Energy · #Energy, Environment, Economic Growth #Global Energy and Sustainability Research #Market Dynamics and Volatility

paper · doi:10.1016/j.energy.2016.02.031

openalex publication_date 2016/03/24 · openalex created_date 2025/10/10 · openalex updated_date 2026/08/01

Citations

• PRACTITIONERS CORNER: Tests for Cointegration in Models with Regime and Trend Shifts
• Bounds testing approaches to the analysis of level relationships
• Exogenous Oil Supply Shocks: How Big Are They and How Much Do They Matter for the U.S. Economy?
• Economic Forces and the Stock Market
• Statistical inference in vector autoregressions with possibly integrated processes
• Co-Integration and Error Correction: Representation, Estimation, and Testing