RENEWABLE ENERGY TRANSITION: EVIDENCE FROM SPILLOVER EFFECTS IN EXCHANGE-TRADED FUNDS

نویسندگان

چکیده

The article examines the spillover effect of transition to renewable energy on different financial markets: specifically, stock market. research paper analyzes prices and dynamics oil-related assets funds, as well reviews literature topic in order evaluate most important factors development these industries. utilizes methods correlation analysis, analysis variance, regression standards deviation error with intention test null hypotheses from previous research. study uses empirical data spanning majority last decade, which a decline oil market can be observed. This is juxtaposed by rapid intense – solar particular. As concluded article, there strong this growth onto other markets, emphasizing investments flowing into energy. Moreover, ambitious prospects it being competitor fossil fuels and, drawn result conducted Keywords: Spillover effect, energy, transition, investments. JEL Classifications: C12, C52, E23, Q41 DOI: https://doi.org/10.32479/ijeep.10899

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Pricing Exchange Traded Funds

Exchange Traded Funds are equity issues of companies whose assets consist entirely of cash and shares of stock approximating particular indexes. These companies resemble closed end funds except for the unique feature that additional shares can be created or redeemed by a number of registered entities. This paper investigates the extent and properties of the resulting premiums and discounts of E...

متن کامل

Tracking errors and their determinants: Evidence from Hong Kong exchange traded funds

This paper uses panel data to find the determinants of tracking errors in exchange traded funds (ETFs) in the Hong Kong stock market. A comparison of tracking errors between physical and synthetic ETFs also indicates that the synthetic ETFs have higher tracking errors. The magnitude of tracking errors is found to be negatively related to size but positively related to dividend yield, trading vo...

متن کامل

Natural Resources Exchange Traded Funds: Performance Appraisal using DEA Modeling

The purpose of this paper is to evaluate the performance of a sample of natural resources exchange traded funds (ETFs) by applying a two-stage procedure. In the first stage, the generalized proportional distance function (GPDF) in the data envelopment analysis (DEA) context is used for the first time to measure the relative efficiency of sectoral ETFs. In the second stage, a Tobit model is empl...

متن کامل

The Case for Country-specific Closed-end Funds Instead of Exchange-traded Funds

The performance of country exchange-traded funds and closed-end funds is investigated over the 2002 to 2011 period. Operating characteristics (i.e., expense ratios and portfolio turnover) and investment results (i.e., return, risk, and risk-adjusted return) are studied for investment funds with at least ten years of data. We find that although exchange-traded funds have significantly lower expe...

متن کامل

Where do I put my money? Mutual funds versus exchange-traded funds.

Let’s start with a disclaimer. Despite going to business school, neither of us is sitting on a beach living off investments; so please, take our comments bearing that in mind. In the current column, we explore two commonly used vehicles for investing in broad asset classes. They are exchange-traded funds (ETFs) and mutual funds. These assets are broadly held by plastic surgeons and by the inves...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: International Journal of Energy Economics and Policy

سال: 2021

ISSN: ['2146-4553']

DOI: https://doi.org/10.32479/ijeep.10899