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dc.contributor.authorBorg, Elin
dc.contributor.authorKits, Ilya
dc.contributor.authorJunttila, Juha
dc.contributor.authorUddin, Gazi Salah
dc.date.accessioned2022-04-26T07:43:00Z
dc.date.available2022-04-26T07:43:00Z
dc.date.issued2022
dc.identifier.citationBorg, E., Kits, I., Junttila, J., & Uddin, G. S. (2022). Dependence between renewable energy related critical metal futures and producer equity markets across varying market conditions. <i>Renewable Energy</i>, <i>190</i>, 879-892. <a href="https://doi.org/10.1016/j.renene.2022.03.149" target="_blank">https://doi.org/10.1016/j.renene.2022.03.149</a>
dc.identifier.otherCONVID_118826875
dc.identifier.urihttps://jyx.jyu.fi/handle/123456789/80715
dc.description.abstractWe study the dependence of renewable energy production-related critical metal futures and producer equity returns, compared to the non-renewable energy (oil and natural gas) and some other globally relevant commodity markets. We find different asymmetric and symmetric dependencies in these commodity markets. The dependence is asymmetric in the most important critical metal markets, i.e., of silver, copper, and platinum. Still, surprisingly, for example, in the oil market, the relationship is symmetric, and no relationship is found in the natural gas market. Furthermore, the oil and agricultural markets have homogenous dependence structures in most market conditions, so the information transmission channels in these markets seem to be highly efficient. Still, the critical metal markets seem inefficient in this respect. The short-term speculation effects from the precious metals-related stock market segment towards critical metals futures markets are strong compared to others. We suggest that the future regulation of the precious metals producer stock market sector should be tighter to reduce speculative spillovers from this market segment to the futures markets of these metals.en
dc.format.mimetypeapplication/pdf
dc.language.isoeng
dc.publisherElsevier
dc.relation.ispartofseriesRenewable Energy
dc.rightsCC BY 4.0
dc.subject.otherCritical metals
dc.subject.otherRenewable energy
dc.subject.otherCommodity futures
dc.subject.otherProducer stock markets
dc.subject.otherSpillover
dc.subject.otherTail conditions
dc.titleDependence between renewable energy related critical metal futures and producer equity markets across varying market conditions
dc.typearticle
dc.identifier.urnURN:NBN:fi:jyu-202204262390
dc.contributor.laitosKauppakorkeakoulufi
dc.contributor.laitosSchool of Business and Economicsen
dc.contributor.oppiainePolitiikkarelevantti taloustiede (painoala)fi
dc.contributor.oppiaineResurssiviisausyhteisöfi
dc.contributor.oppiaineJyväskylä International Macro & Financefi
dc.contributor.oppiaineTaloustiedefi
dc.contributor.oppiaineBasic or discovery scholarshipfi
dc.contributor.oppiainePolicy-Relevant Economics (focus area)en
dc.contributor.oppiaineSchool of Resource Wisdomen
dc.contributor.oppiaineJyväskylä International Macro & Financeen
dc.contributor.oppiaineEconomicsen
dc.contributor.oppiaineBasic or discovery scholarshipen
dc.type.urihttp://purl.org/eprint/type/JournalArticle
dc.description.reviewstatuspeerReviewed
dc.format.pagerange879-892
dc.relation.issn0960-1481
dc.relation.volume190
dc.type.versionpublishedVersion
dc.rights.copyright© 2022 the Authors
dc.rights.accesslevelopenAccessfi
dc.subject.ysohintakehitys
dc.subject.ysoraaka-aineet
dc.subject.ysofutuurit
dc.subject.ysouusiutuvat energialähteet
dc.subject.ysometallit
dc.subject.ysokeinottelu
dc.subject.ysopääomamarkkinat
dc.format.contentfulltext
jyx.subject.urihttp://www.yso.fi/onto/yso/p22236
jyx.subject.urihttp://www.yso.fi/onto/yso/p3443
jyx.subject.urihttp://www.yso.fi/onto/yso/p15927
jyx.subject.urihttp://www.yso.fi/onto/yso/p20762
jyx.subject.urihttp://www.yso.fi/onto/yso/p3097
jyx.subject.urihttp://www.yso.fi/onto/yso/p7170
jyx.subject.urihttp://www.yso.fi/onto/yso/p7535
dc.rights.urlhttps://creativecommons.org/licenses/by/4.0/
dc.relation.doi10.1016/j.renene.2022.03.149
jyx.fundinginformationGazi Salah Uddin is grateful for the funding obtained for his visit to JSBE, from the JYU Visiting Fellow Programme (Grant number 444/13.00.05.00/2021), during which part of this research was completed.


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