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Assessing Time Varying Interconnectedness Between Clean Energy Market and Financial Stress in USA

Avik Sinha et al.

American Business Review2025https://doi.org/10.37625/28.1.93-102article
ABDC B
Weight
0.50

Abstract

This study examined the time-varying relationship of the USA’s clean energy stock market under the financial stress scenarios. We have employed the empirical mode decomposition-wavelet windowed cross-correlation technique to gauge interconnectivity. According to our study, the USA investors would not hedge clean energy stocks over the long term during severe financial stress.

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https://doi.org/https://doi.org/10.37625/28.1.93-102

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@article{avik2025,
  title        = {{Assessing Time Varying Interconnectedness Between Clean Energy Market and Financial Stress in USA}},
  author       = {Avik Sinha et al.},
  journal      = {American Business Review},
  year         = {2025},
  doi          = {https://doi.org/https://doi.org/10.37625/28.1.93-102},
}

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Assessing Time Varying Interconnectedness Between Clean Energy Market and Financial Stress in USA

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Evidence weight

0.50

Balanced mode · F 0.40 / M 0.15 / V 0.05 / R 0.40

F · citation impact0.50 × 0.4 = 0.20
M · momentum0.50 × 0.15 = 0.07
V · venue signal0.50 × 0.05 = 0.03
R · text relevance †0.50 × 0.4 = 0.20

† Text relevance is estimated at 0.50 on the detail page — for your query’s actual relevance score, open this paper from a search result.