18-052/III - Latent Volatility Granger Causality and Spillovers in Renewable Energy and Crude Oil ETFs

• Authors
  Chia-Lin Chang, National Chung Hsing University; Michael McAleer, Asia University, University of Sydney Business School, EUR; Yu-Ann Wang, National Chung Hsing University
• Publication date
  May 25, 2018

• Keywords
  Renewable Energy, Latent Volatility, Granger Causality, Co-volatility Spillovers, Solar, Wind, Water, Nuclear Power.
• JEL
  C32, C58, G12, G15, Q42