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A wavelet analysis of dynamic connectedness between geopolitical risk and renewable energy volatility during the COVID-19 pandemic and Ukraine-Russia conflicts

The study explores inter-relations between the geopolitical risk index and renewable energy volatility index at frequency dimensions from April 4, 2019, to June 13, 2022, using novel multivariate wavelet analysis approaches, such as partial wavelet coherency and partial wavelet gain. Our method allo...

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Detalles Bibliográficos
Autor principal: Ha, Le Thanh
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer Berlin Heidelberg 2023
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10010969/
https://www.ncbi.nlm.nih.gov/pubmed/36914932
http://dx.doi.org/10.1007/s11356-023-26033-1