{"title":"Residential Photovoltaics Adopters Versus Considerers in the United States","authors":"Mahelet G. Fikru","doi":"10.46557/001c.28129","DOIUrl":"https://doi.org/10.46557/001c.28129","url":null,"abstract":"Despite rising interest in residential photovoltaics (PV), the percentage of homeowners who have installed them remains low. This study seeks to understand systematic behavioral differences between *PV adopters* and *PV considerers*. PV considerers have talked to an installer but have not yet installed PV. Our results suggest that, compared to adopters, considerers have a lower degree of risk aversion, higher scores in terms of pro-environmental norms, and higher levels of novelty seeking and independent decision making.","PeriodicalId":348903,"journal":{"name":"Energy RESEARCH LETTERS","volume":"289 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2021-09-22","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"133821716","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Oil Price–Stock Market Nexus During the COVID-19 Pandemic: Evidence From China","authors":"Zhengfu Shi, Dongmin Kong","doi":"10.46557/001c.28131","DOIUrl":"https://doi.org/10.46557/001c.28131","url":null,"abstract":"This study focuses on the relation between the fluctuation of international oil prices and China’s energy stock market during the COVID-19 pandemic, using a dynamic conditional correlation generalized autoregressive conditional heteroskedasticity model. We confirm the spillover effect of volatility between oil price returns and energy stock returns and determine that price leadership has been heavily influenced during the pandemic.","PeriodicalId":348903,"journal":{"name":"Energy RESEARCH LETTERS","volume":"65 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2021-09-22","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"132626980","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Petrol Prices and Subjective Well-Being: Longitudinal Data Evidence From China","authors":"Yanhong Qian, Lei Yan","doi":"10.46557/001c.28125","DOIUrl":"https://doi.org/10.46557/001c.28125","url":null,"abstract":"This paper studies the effects of petrol prices on individuals’ subjective well-being (SWB). Three waves of household data from the China Health and Retirement Longitudinal Study and petrol prices at the province level are used and ordered probit models are applied. The empirical results show that petrol prices are negatively associated with SWB due to income effects. The findings are robust to alternative independent variable measures and clustered standard errors.","PeriodicalId":348903,"journal":{"name":"Energy RESEARCH LETTERS","volume":"86 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2021-09-22","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"114848749","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Are Spillover Effects Between Oil and Gold Prices Asymmetric? Evidence From the COVID-19 Pandemic","authors":"Wenli Huang, Mian Wu","doi":"10.46557/001c.28127","DOIUrl":"https://doi.org/10.46557/001c.28127","url":null,"abstract":"Our research explores how the COVID-19 pandemic has influenced the asymmetric spillover effects in the oil and gold markets. Through a VAR(p)-BEKK-AGARCH(1,1) model fitted to daily gold and oil price data, 1) we find evidence of spillover only from the oil to the gold market and that this effect is stronger during the pandemic and 2) we conclude that a negative information shock in the oil market has a larger impact on gold return volatility compared to a positive shock and that this asymmetric spillover effect intensified during the pandemic.","PeriodicalId":348903,"journal":{"name":"Energy RESEARCH LETTERS","volume":"96 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2021-09-22","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"134643705","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Economic Policy Uncertainty and the Energy Stock Market: Evidence From China","authors":"Yu-Min Wang, Dongmin Kong","doi":"10.46557/001c.28171","DOIUrl":"https://doi.org/10.46557/001c.28171","url":null,"abstract":"This paper focuses on the relation between China’s economic policy uncertainty and the energy stock market. Based on monthly data from July 2007 to June 2021, we use a structural vector autoregression model to investigate the effect of economic policy uncertainty. We find that economic policy uncertainty has a negative effect on the energy stock market in China. In addition, the energy stock market is positively affected by the country’s overall stock market.","PeriodicalId":348903,"journal":{"name":"Energy RESEARCH LETTERS","volume":"53 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2021-09-22","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"129830884","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Impact of Environmental Stringency on Energy Efficiency","authors":"Haoshi Yang","doi":"10.46557/001c.25727","DOIUrl":"https://doi.org/10.46557/001c.25727","url":null,"abstract":"This paper investigates the impact of environment policy stringency on energy efficiency by using the unbalanced data of 23 countries from 1990 to 2015. The regression results show that increased stringency of environmental policy implementation has a negative impact on energy intensity, as well as a lagging effect. This finding illustrates that strict environmental protection policies can effectively reduce unit resource energy consumption, reduce resource waste, and promote energy efficiency.","PeriodicalId":348903,"journal":{"name":"Energy RESEARCH LETTERS","volume":"12 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2021-08-13","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"132642717","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Impact of Natural Disasters on Energy Consumption: Evidence From Indian States","authors":"Bijoy Rakshit","doi":"10.46557/001c.27017","DOIUrl":"https://doi.org/10.46557/001c.27017","url":null,"abstract":"This study investigates the impact of natural disasters on energy consumption across selected Indian states from 1996 to 2019. Using the system generalized method of moments, we examine whether the frequent occurrence of floods and droughts alters India’s energy demand. Our findings show considerable variation in the relation between natural disasters and energy consumption. Generally, we find that natural disasters, as measured by the magnitude of floods and a drought dummy, have an adverse impact on per capita energy consumption.","PeriodicalId":348903,"journal":{"name":"Energy RESEARCH LETTERS","volume":"72 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2021-08-13","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"124037881","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"The Dynamics of Oil Prices, Exchange Rates, and the Stock Market Under COVID-19 Uncertainty: Evidence From India","authors":"K. Prabheesh, Sanjiv Kumar","doi":"10.46557/001c.27015","DOIUrl":"https://doi.org/10.46557/001c.27015","url":null,"abstract":"This study empirically analyzes the dynamic relation between oil price returns, exchange rates, stock returns, and uncertainty shocks. Utilizing daily data, we employ a structural vector autoregression econometric technique to explore the impact of uncertainty in the Indian context. The study finds that COVID-19–induced uncertainty dampened the oil and stock markets. Further, findings suggest that COVID-19–induced uncertainty distorted the dynamics between oil and stock prices in the initial periods, due to the cautionary approach followed by investors.","PeriodicalId":348903,"journal":{"name":"Energy RESEARCH LETTERS","volume":"55 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2021-08-13","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"114788713","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"The COVID-19 Outbreak and Oil Stock Price Fluctuations: Evidence From China","authors":"Yue Zhang","doi":"10.46557/001c.27019","DOIUrl":"https://doi.org/10.46557/001c.27019","url":null,"abstract":"This study explores the relation between Chinese oil stock price volatility and the COVID-19 pandemic using an autoregressive conditional heteroskedasticity model and its generalization. We show that the COVID-19 outbreak has a positive and weakly persistent impact on oil stock volatility.","PeriodicalId":348903,"journal":{"name":"Energy RESEARCH LETTERS","volume":"98 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2021-08-13","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"115795343","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Uncertainty in the Pandemic and the Energy Stock Market: Evidence From China","authors":"Mengxu Xiong","doi":"10.46557/001c.27021","DOIUrl":"https://doi.org/10.46557/001c.27021","url":null,"abstract":"This study probes the relation between uncertainty, the Chinese stock market, and the Chinese energy stock market during the COVID-19 pandemic period, using a structural vector autoregressive model. This paper shows that uncertainty negatively shocks both the energy and A-share markets. The impulse response results suggest that the adverse influence of uncertainty on the energy stock market lasts longer","PeriodicalId":348903,"journal":{"name":"Energy RESEARCH LETTERS","volume":"132 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2021-08-13","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"114615982","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}