Artificial intelligence and clean/dirty energy markets: tail-based pairwise connectedness and portfolio implications
Abstract This study investigates the return and volatility connectedness between artificial intelligence (AI) stock ETF and each segment of the energy markets, namely clean energy, dirty energy, and WTI oil. Using a quantile-on-quantile connectedness approach on daily data from 14 September 2016 to...
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| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
SpringerOpen
2025-03-01
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| Series: | Future Business Journal |
| Subjects: | |
| Online Access: | https://doi.org/10.1186/s43093-025-00451-8 |
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