Time‐Quantile and Frequency Response of Green Growth to Energy Vulnerability, Energy Uncertainty, and Geopolitical Risks
Emmanuel Uche
Abstract:The study explains the time‐quantile‐frequency adjustments of green growth to energy vulnerability, energy uncertainties, and geopolitical risks (GPR) in the United States (US). Novel insights with notable policy implications emerged following the empirical analysis of monthly data spanning 2000 m1–2022 m12. The study implemented the Wavelet Quantile Correlation (WQC), Wavelet Quantile Granger Causality, and the Rolling Windows Wavelet Quantile Granger Causality to understand the dynamics among the variables. … Show more
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