Can clean energy stock price rule oil price? New evidences from a regime-switching model at first and second moments

Energy Economics ◽

10.1016/j.eneco.2021.105116 ◽

2021 ◽

Vol 95 ◽

pp. 105116

Author(s):

Muhammad Yahya ◽

Kakali Kanjilal ◽

Anupam Dutta ◽

Gazi Salah Uddin ◽

Sajal Ghosh

Keyword(s):

Regime Switching ◽

Stock Price ◽

Clean Energy ◽

Oil Price ◽

Regime Switching Model ◽

Switching Model ◽

Second Moments ◽

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The impact of monetary policy on oil price persistence: An application of the smooth regime-switching model

Journal of International Trade & Economic Development ◽

10.1080/09638199.2013.848462 ◽

2013 ◽

Vol 24 (1) ◽

pp. 24-42

Author(s):

Po-Chin Wu ◽

Shiao-Yen Liu ◽

Sheng-Chieh Pan

Keyword(s):

Monetary Policy ◽

Regime Switching ◽

Oil Price ◽

Regime Switching Model ◽

Switching Model ◽

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Exploring the WTI crude oil price bubble process using the Markov regime switching model

Physica A Statistical Mechanics and its Applications ◽

10.1016/j.physa.2014.11.051 ◽

2015 ◽

Vol 421 ◽

pp. 377-387 ◽

Author(s):

Yue-Jun Zhang ◽

Jing Wang

Keyword(s):

Crude Oil ◽

Regime Switching ◽

Oil Price ◽

Crude Oil Price ◽

Markov Regime Switching ◽

Regime Switching Model ◽

Switching Model ◽

Price Bubble ◽

Markov Regime Switching Model

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Interpreting the crude oil price movements: Evidence from the Markov regime switching model

Applied Energy ◽

10.1016/j.apenergy.2015.01.005 ◽

2015 ◽

Vol 143 ◽

pp. 96-109 ◽

Author(s):

Yue-Jun Zhang ◽

Lu Zhang

Keyword(s):

Crude Oil ◽

Regime Switching ◽

Oil Price ◽

Crude Oil Price ◽

Markov Regime Switching ◽

Regime Switching Model ◽

Switching Model ◽

Price Movements ◽

Markov Regime Switching Model

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OIL PRICE AND FIJIAN TOURISM CYCLE: A MARKOV REGIME-SWITCHING MODEL

International Journal of Energy Economics and Policy ◽

10.32479/ijeep.8087 ◽

2019 ◽

Vol 9 (6) ◽

pp. 188-192

Author(s):

Ann-Ni Soh ◽

Chin-Hong Puah ◽

M. Affendy Arip ◽

Tai-Hock Kuek

Keyword(s):

Regime Switching ◽

Oil Price ◽

Markov Regime Switching ◽

Regime Switching Model ◽

Switching Model ◽

Markov Regime Switching Model

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A comparative analysis of independent director appointments on stock price behaviour: an empirical investigation based on the Markov regime-switching model

Applied Economics ◽

10.1080/00036846.2012.687093 ◽

2013 ◽

Vol 45 (20) ◽

pp. 2883-2893 ◽

Author(s):

Yung Chuan Lee ◽

Su-Lien Lu

Keyword(s):

Comparative Analysis ◽

Regime Switching ◽

Stock Price ◽

Empirical Investigation ◽

Independent Director ◽

Markov Regime Switching ◽

Regime Switching Model ◽

Switching Model ◽

Markov Regime Switching Model

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Research of market interest rates of the SHIBOR based on regime switching model

JOURNAL OF SHENZHEN UNIVERSITY SCIENCE AND ENGINEERING ◽

10.3724/sp.j.1249.2015.03317 ◽

2015 ◽

Vol 32 (3) ◽

pp. 317 ◽

Author(s):

Xiangdong Liu ◽

Hui Guo

Keyword(s):

Interest Rates ◽

Regime Switching ◽

Regime Switching Model ◽

Switching Model

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Properties of American options under a Markovian Regime Switching Model

Communications in Statistics Case Studies Data Analysis and Applications ◽

10.1080/23737484.2021.1958272 ◽

2021 ◽

pp. 1-17

Author(s):

Marko Dimitrov ◽

Lu Jin ◽

Ying Ni

Keyword(s):

Regime Switching ◽

American Options ◽

Regime Switching Model ◽

Switching Model ◽

Markovian Regime Switching ◽

Markovian Regime

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Nonlinear investigations of China's agricultural transformation based on the structural break regime switching model

China Agricultural Economic Review ◽

10.1108/17561371211196775 ◽

2012 ◽

Vol 4 (1) ◽

pp. 52-68 ◽

Author(s):

Jie Lu ◽

Angang Hu ◽

Yilong Yan

Keyword(s):

Regime Switching ◽

Structural Break ◽

Regime Switching Model ◽

Switching Model ◽

Agricultural Transformation

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Optimal investment–consumption strategy with liability and regime switching model under Value-at-Risk constraint

Applied Mathematics and Computation ◽

10.1016/j.amc.2017.04.034 ◽

2017 ◽

Vol 313 ◽

pp. 103-118 ◽

Author(s):

Fengxia Hu ◽

Rongming Wang

Keyword(s):

At Risk ◽

Regime Switching ◽

Value At Risk ◽

Optimal Investment ◽

Regime Switching Model ◽

Switching Model ◽

Risk Constraint

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Positivity Preserving Numerical Method for Optimal Portfolio in a Power Utility Two-Dimensional Regime-Switching Model

Numerical Methods and Applications - Lecture Notes in Computer Science ◽

10.1007/978-3-030-10692-8_48 ◽

2019 ◽

pp. 424-432 ◽

Author(s):

Miglena N. Koleva ◽

Lubin G. Vulkov

Keyword(s):

Numerical Method ◽

Regime Switching ◽

Optimal Portfolio ◽

Two Dimensional ◽

Positivity Preserving ◽

Power Utility ◽

Regime Switching Model ◽

Switching Model

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