Advanced
Please use this identifier to cite or link to this item: https://digital.lib.ueh.edu.vn/handle/UEH/68742
Full metadata record
DC FieldValueLanguage
dc.contributor.authorBoru Ren-
dc.contributor.otherBrian Lucey-
dc.date.accessioned2023-05-30T02:27:27Z-
dc.date.available2023-05-30T02:27:27Z-
dc.date.issued2023-
dc.identifier.issn0140-9883 (Print),1873-6181 (Online)-
dc.identifier.urihttps://digital.lib.ueh.edu.vn/handle/UEH/68742-
dc.description.abstractIn this paper, we examine the herd behaviour of the Chinese renewable energy sector using both static and time-varying coefficient models. Examining daily data from January 05, 2015 to April 29, 2022, we find strong evidence of herding behaviour changing over time in this market. We find that herding asymmetry is more pronounced during up markets and among smaller firms. When within-industry herding weakens, large price movements in the overall stock market provide additional trading signals for herding formation in this sector.en
dc.formatPortable Document Format (PDF)-
dc.languageeng-
dc.publisherElsevier-
dc.relation.ispartofEnergy Economics-
dc.relation.ispartofseriesVol. 119-
dc.rightsElseviervi
dc.subjectHerd behaviour-
dc.subjectNew energy-
dc.subjectClean energy-
dc.subjectTime-varying-
dc.subjectStock market effect-
dc.titleHerding in the Chinese renewable energy market: Evidence from a bootstrapping time-varying coefficient autoregressive model-
dc.typeJournal Article-
dc.identifier.doihttps://doi.org/10.1016/j.eneco.2023.106526-
ueh.JournalRankingISI, Scopus-
item.fulltextOnly abstracts-
item.openairetypeJournal Article-
item.grantfulltextnone-
item.openairecristypehttp://purl.org/coar/resource_type/c_18cf-
item.cerifentitytypePublications-
Appears in Collections:INTERNATIONAL PUBLICATIONS
Show simple item record

Google ScholarTM

Check

Altmetric


Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.