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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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Formato: | Online Artículo Texto |
Lenguaje: | English |
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Springer Berlin Heidelberg
2023
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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 |