Examining risk and return profiles of renewable energy investment in developing countries: the case of the Philippines

Saculsan, Phoebe Grace; Kanamura, Takashi

doi:10.3934/gf.2020008

Cited by 15 publications

(14 citation statements)

References 9 publications

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“…However, the incompatibility of decisionmaking goals between online and offline channels will lead to intensified conflicts, and there will be problems such as price competition and resource allocation. This is contrary to the original intention of forming an online and offline complementary collaboration channel model (Phoebe and Takashi, 2020;Li et al, 2021). Therefore, it is necessary to study the competition and behavior of participants in the dual-channel supply chain.…”

Section: Introductionmentioning

confidence: 87%

Study on Emission Reduction Strategies of Dual-Channel Supply Chain Considering Green Finance

Cheng

Chen

Zhang

et al. 2021

Front. Environ. Sci.

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As a weapon for economic development, green finance plays an important supporting and promoting role in the economic recovery and transformation of enterprises in the post-epidemic era. By constructing a dual-channel supply chain model, this paper considers two situations in which manufacturers participate in carbon trading and green finance loans, and uses Stackelberg game to study the impact of different situations on participants’ profits and emission reduction decisions. The results show that: under the carbon trading mechanism, the carbon emission reduction level of the manufacturer is inversely proportional to the relevant price, and the demand and profit of the two channels increase with the increase in emission reduction; when carbon trading and green financial loans are carried out at the same time, participants have lower profits, but with the increase in emission reductions, it is still a growing trend.

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Section: Introductionmentioning

confidence: 87%

Study on Emission Reduction Strategies of Dual-Channel Supply Chain Considering Green Finance

Cheng

Chen

Zhang

et al. 2021

Front. Environ. Sci.

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“…HIT mainly examines the difference between returns and risk measurement results. The representation of HIT test statistics is shown in Equation (11).…”

Section: Risk Measurement Methods Of International Crude Oil Marketmentioning

confidence: 99%

“…With the development of the information revolution and the wide application of information technology, investors' ability to obtain information is enhanced, and then investors' expectations are more vulnerable, thus changing the decision of market participants in the crude oil futures market and finally affecting the national crude oil market contract transactions. On the other hand, the risk of the international crude oil market is related to the changing degree of market returns [9][10][11]. It can be seen from Figure 1 that the changing degree of returns in the international crude oil market is the same as that in the crude oil futures market.…”

Section: Introductionmentioning

confidence: 95%

Asymmetry of Risk Evolution in Crude Oil Market: From the Perspective of Dual Attributes of Oil

Liu

Yao

et al. 2021

Energies

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Investor emotional heterogeneity and oil dual attributes are the key factors that cause the asymmetry of risks in the international crude oil market. This paper uses the monthly data from April 2003 to October 2020 to identify the dynamic characteristics of oil’s commodity attribute and financial attribute, and this paper also analyzes the asymmetric characteristics of risk evolution and risk degree in the international crude oil market under the condition of oil returns heterogeneity. The empirical results show that: first, there is heterogeneity in the influence of oil attributes on the risk evolution and risk degree of the international crude oil market; second, the alternation of oil dual attributes has a significant asymmetric impact on the risk evolution of international crude oil market; third, the sudden change of international crude oil market risk caused by oil attributes is asymmetric under different oil returns trends. Based on the empirical conclusion, this paper puts forward the corresponding policy recommendations.

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“…Secondly, it is due to the fact that risks from factors like investors' psychological expectations and cross-market capital flows are spilling over (Ballco and Gracia, 2020;Meng et al, 2020). The rising and falling returns of the crude oil market will cause price volatility of the international crude oil market to different degrees, which leads to its instability (Saculsan and Kanamura, 2020). Attention and sentiment of market participants may lead to different investor expectations in response to different return trends.…”

Section: Hypothesesmentioning

confidence: 99%

Asymmetric Risk Spillover of the International Crude Oil Market in the Perspective of Crude Oil Dual Attributes

Jia

Dong²,

Yang

2021

Front. Environ. Sci.

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The heterogeneity of investor sentiment plays a key role in causing the asymmetry of information transmission patterns and transmission intensity between markets. This paper analyzes the asymmetric risk spillover between the international crude oil market and other markets, including commodity market and financial market, using monthly data from June 2006 to October 2020. The risk from the international crude oil market is separated into upside and downside risks. The empirical results suggest that, first, from the perspective of static spillover, the risk spillover between the international oil market and commodity market or financial market enhances significantly in response to rising return; second, from the perspective of dynamic spillover, the asymmetric risk spillover of international crude oil market manifests the key roles played by important events happening in the crude oil market and alternating attributes of crude oil. Some policy suggestions are proposed in light of these empirical results.

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Examining risk and return profiles of renewable energy investment in developing countries: the case of the Philippines

Cited by 15 publications

References 9 publications

Study on Emission Reduction Strategies of Dual-Channel Supply Chain Considering Green Finance

Study on Emission Reduction Strategies of Dual-Channel Supply Chain Considering Green Finance

Asymmetry of Risk Evolution in Crude Oil Market: From the Perspective of Dual Attributes of Oil

Asymmetric Risk Spillover of the International Crude Oil Market in the Perspective of Crude Oil Dual Attributes

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