Exploring the nexus between sustainable energy tokens, electric vehicles, and the hydrogen economy

The aim of this research is to explore the transmission of tail risk between energy tokens and sustainable equity sectors, specifically focusing on the electric vehicle industry (EVI) and the hydrogen economy (HEI). To achieve this objective, we combine the Conditional Autoregressive Value at Risk (...

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Bibliographic Details
Published in:	Research in international business and finance Vol. 77; p. 102999
Main Author:	Mbarek, Marouene
Format:	Journal Article
Language:	English
Published:	Elsevier B.V 01.05.2025 Elsevier
Subjects:	CAViaR Downside risk transmission Electric vehicle industry Energy tokens Hydrogen economy Quantitative Finance Statistics Time-varying granger causality Energy tokens Hydrogen economy CAViaR G11 C58 Electric vehicle industry Downside risk transmission G15 G14 Time-varying granger causality
ISSN:	0275-5319, 1878-3384
Online Access:	Get full text
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