Feverish sentiment, lockdown stringency, oil volatility, and clean energy stocks during COVID-19 pandemic

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dc.authoridYilanci, Veli/0000-0001-5738-690X
dc.authoridadebola, Sakiru/0000-0001-7722-1029
dc.authoridGorus, Muhammed Sehid/0000-0002-7614-4567
dc.contributor.authorSolarin, Sakiru Adebola
dc.contributor.authorGorus, Muhammed Sehid
dc.contributor.authorYilanci, Veli
dc.date.accessioned2025-01-27T20:52:03Z
dc.date.available2025-01-27T20:52:03Z
dc.date.issued2022
dc.departmentÇanakkale Onsekiz Mart Üniversitesi
dc.description.abstractPurpose - This study seeks to investigate role of the coronavirus disease 2019 (COVID-19) pandemic on clean energy stocks for the United States for the period 21 January 2020-16 August 2021. Design/methodology/approach - At the empirical stage, the Fourier-augmented vector autoregression approach has been used. Findings - According to the empirical results, the response of the clean energy stocks to the feverish sentiment, lockdown stringency, oil volatility, dirty assets, and monetary policy dies out within a short period of time. In addition, the authors find that there is a unidirectional causality from the feverish sentiment index and the lockdown stringency index to the clean energy stock returns; and from the monetary policy to the clean energy stocks. At the same time, there is a bidirectional causality between the lockdown stringency index and the feverish sentiment index. The empirical findings can be helpful to both practitioners and policy-makers. Originality/value - Among the COVID-19 variables used in this study is a new feverish sentiment index, which has been constructed using principal component analysis. The importance of the feverish sentiment index is that it allows us to examine the impact of the aggregate level of fear in the economy on clean energy stocks.
dc.identifier.doi10.1108/IJMF-09-2021-0457
dc.identifier.issn1743-9132
dc.identifier.issn1758-6569
dc.identifier.scopus2-s2.0-85135866727
dc.identifier.scopusqualityQ2
dc.identifier.urihttps://doi.org/10.1108/IJMF-09-2021-0457
dc.identifier.urihttps://hdl.handle.net/20.500.12428/25638
dc.identifier.wosWOS:000840022500001
dc.identifier.wosqualityN/A
dc.indekslendigikaynakWeb of Science
dc.indekslendigikaynakScopus
dc.language.isoen
dc.publisherEmerald Group Publishing Ltd
dc.relation.ispartofInternational Journal of Managerial Finance
dc.relation.publicationcategoryinfo:eu-repo/semantics/openAccess
dc.rightsinfo:eu-repo/semantics/closedAccess
dc.snmzKA_WoS_20250125
dc.subjectClean energy stocks
dc.subjectCOVID-19 feverish sentiment
dc.subjectCausality
dc.subjectLockdown stringency
dc.subjectOil price volatility
dc.titleFeverish sentiment, lockdown stringency, oil volatility, and clean energy stocks during COVID-19 pandemic
dc.typeArticle

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