Assessing Time Varying Interconnectedness Between Clean Energy Market and Financial Stress in USA

Avik Sinha; Narasingha Das; Arshian Sharif; Satish Kumar

doi:10.37625/abr.28.1.93-102

Assessing Time Varying Interconnectedness Between Clean Energy Market and Financial Stress in USA

Avik Sinha, Narasingha Das^*, Arshian Sharif, Satish Kumar

^*Corresponding author for this work

Research output: Contribution to journal › Article › peer-review

Abstract

This study examined the time-varying relationship of the USA's clean energy stock market under the financial stress scenarios. We have employed the empirical mode decomposition-wavelet windowed cross-correlation technique to gauge interconnectivity. According to our study, the USA investors would not hedge clean energy stocks over the long term during severe financial stress.

Original language	English
Pages (from-to)	93-102
Number of pages	10
Journal	American Business Review
Volume	28
Issue number	1
DOIs	https://doi.org/10.37625/abr.28.1.93-102
Publication status	Published - 2025

Keywords

Clean Energy Index
Financial Stress Index
USA

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10.37625/abr.28.1.93-102

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title = "Assessing Time Varying Interconnectedness Between Clean Energy Market and Financial Stress in USA",

abstract = "This study examined the time-varying relationship of the USA's clean energy stock market under the financial stress scenarios. We have employed the empirical mode decomposition-wavelet windowed cross-correlation technique to gauge interconnectivity. According to our study, the USA investors would not hedge clean energy stocks over the long term during severe financial stress.",

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author = "Avik Sinha and Narasingha Das and Arshian Sharif and Satish Kumar",

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AU - Das, Narasingha

AU - Sharif, Arshian

AU - Kumar, Satish

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PY - 2025

Y1 - 2025

N2 - This study examined the time-varying relationship of the USA's clean energy stock market under the financial stress scenarios. We have employed the empirical mode decomposition-wavelet windowed cross-correlation technique to gauge interconnectivity. According to our study, the USA investors would not hedge clean energy stocks over the long term during severe financial stress.

AB - This study examined the time-varying relationship of the USA's clean energy stock market under the financial stress scenarios. We have employed the empirical mode decomposition-wavelet windowed cross-correlation technique to gauge interconnectivity. According to our study, the USA investors would not hedge clean energy stocks over the long term during severe financial stress.

KW - Clean Energy Index

KW - Financial Stress Index

KW - USA

UR - https://www.scopus.com/pages/publications/105005303652

U2 - 10.37625/abr.28.1.93-102

DO - 10.37625/abr.28.1.93-102

M3 - Article

AN - SCOPUS:105005303652

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SP - 93

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JO - American Business Review

JF - American Business Review

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Assessing Time Varying Interconnectedness Between Clean Energy Market and Financial Stress in USA

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