Herd and causality dynamics between energy commodities and ethical investment: Evidence from the different phases of the COVID-19 pandemic

• Main Authors: Mohamad, Azhar, Fromentin, Vincent
• Format: Article
• Language: English; English
• Published: Elsevier 2023
• Subjects: HG4501 Stocks, investment, speculation
• Online Access: http://irep.iium.edu.my/106906/7/106906_Herd%20and%20causality%20dynamics%20between%20energy%20commodities_SCOPUS.pdf; http://irep.iium.edu.my/106906/8/106906_Herd%20and%20causality%20dynamics%20between%20energy%20commodities.pdf; http://irep.iium.edu.my/106906/; https://www.sciencedirect.com/science/article/abs/pii/S0140988323004991?via%3Dihub; https://doi.org/10.1016/j.eneco.2023.107001

This paper examines herd behaviour, causality dynamics and dynamic relationships among energy commodities, namely WTI, Brent, gasoline and natural gas, and ethical energy investment indices (S&P Global clean energy, WilderHill clean energy and NASDAQ clean edge green energy) in different phases...