TY  - RPRT
AU  - Chang, Chia-Lin
AU  - McAleer, Michael
AU  - Wang, Yu-Ann
PY  - 2018
SN  - 2341-2356
UR  - https://hdl.handle.net/20.500.14352/17422
AB  - The purpose of the paper is to examine latent volatility Granger causality for four renewable energy Exchange Traded Funds (ETFs) and crude oil ETF (USO), namely solar (TAN), wind (FAN), water (PIO), and nuclear (NLR). Data on the renewable energy and...
LA  - spa
KW  - Renewable Energy
KW  - Latent Volatility
KW  - Granger Causality
KW  - Co-volatility Spillovers
KW  - Solar
KW  - Wind
KW  - Water
KW  - Nuclear Power.
TI  - Latent Volatility Granger Causality and Spillovers in Renewable Energy and Crude Oil ETFs
TY  - technical report
VL  - 2018
ER  -