Dependence between renewable energy related critical metal futures and producer equity markets across varying market conditions

نویسندگان

چکیده

We study the dependence of renewable energy production-related critical metal futures and producer equity returns, compared to non-renewable (oil natural gas) some other globally relevant commodity markets. find different asymmetric symmetric dependencies in these The is most important markets, i.e., silver, copper, platinum. Still, surprisingly, for example, oil market, relationship symmetric, no found gas market. Furthermore, agricultural markets have homogenous structures market conditions, so information transmission channels seem be highly efficient. inefficient this respect. short-term speculation effects from precious metals-related stock segment towards metals are strong others. suggest that future regulation sector should tighter reduce speculative spillovers metals.

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ژورنال

عنوان ژورنال: Renewable Energy

سال: 2022

ISSN: ['0960-1481', '1879-0682']

DOI: https://doi.org/10.1016/j.renene.2022.03.149