Dynamic linkages and spillover effects between CET market, coal market and stock market of new energy companies: A case of Beijing CET market in China

Multivariate Simultaneous Generalized ARCH

Robert F. Engle, Kenneth F. Kroner · Econometric Theory · 1995 · 4.6K citations

Engineering, Mathematics, Statistical Modeling +16

Modeling Asymmetric Comovements of Asset Returns

Kenneth F. Kroner, Victor Ng · Review of Financial Studies · 1998 · 1.6K citations

Business, Economics, Finance +17

ASYMPTOTIC THEORY FOR A VECTOR ARMA-GARCH MODEL

Shiqing Ling, Michael McAleer · Econometric Theory · 2003 · 907 citations · Full text

Social Sciences, Economics, Econometrics +14

Correlations and volatility spillovers between oil prices and the stock prices of clean energy and technology companies

Perry Sadorsky · Energy Economics · 2011 · 868 citations

Natural Resources, Economics, Natural Resource Economics +17

Can environmental innovation facilitate carbon emissions reduction? Evidence from China

Yue‐Jun Zhang, Yulu Peng, Chaoqun Ma et al. · Energy Policy · 2016 · 862 citations

Management, Environmental Policy, Innovation Management +9