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dc.contributor.advisorAssaf, Ataen_US
dc.contributor.authorIbrahim, Myriamen_US
dc.descriptionIncludes bibliographical references (p. 37-40)en_US
dc.description.abstractIn this research paper, we will study the connectedness between rare earth market and renewable energy stocks before and after Covid-19. Rare earth materials are used in the production of wind turbines, solar panels, and other renewable energy technologies, which can help to reduce our reliance on fossil fuels and decrease our carbon footprint. Thus, to study the relationship between these two markets we have used the Time Varying Parameter (TVP-VAR) and the Vector autoregressive (VAR) models to analyze the connectedness between five different renewable energy indices (SOL, WIN, GEO, DEV, FUEL) and one rare earth index (REMX), from March 31, 2011, to December 21, 2021. Nonetheless, these models will help us identify the net receivers and transmitter of shocks between the indices through different time periods and conditions. Throughout the study we divided our analysis: at first, we analyzed the relationship between the REMX index and the clean energy indices throughout the whole period and then we divided our analysis for before and after COVID-19 period. We report that the TCI between renewable energy and rare earths increased significantly as a result of COVID-19. While the clean energy stocks are net receivers of return and volatility spillovers, the rare earths serve as net transmitters of both; even though these results different from after detailed analyzation for before and after the pandemic; There is no doubt that the rare earth market and clean energy stocks are interrelated.en_US
dc.description.statementofresponsibilityby Myriam Ibrahimen_US
dc.format.extent1 online resource (viii, 46 pages) : ill., tablesen_US
dc.rightsThis object is protected by copyright, and is made available here for research and educational purposes. Permission to reuse, publish, or reproduce the object beyond the personal and educational use exceptions must be obtained from the copyright holderen_US
dc.subjectClean energy, rare earth, TVP-VAR, VAR, oil, fossil fuels, transmitter, receiver, COVID-19en_US
dc.subject.lcshClean energyen_US
dc.subject.lcshCOVID-19 (Disease)--Economic aspectsen_US
dc.subject.lcshUniversity of Balamand--Dissertationsen_US
dc.subject.lcshDissertations, Academicen_US
dc.titleRare earth markets and clean energy : connectedness and the impact of COVID-19 outbreaken_US
dc.contributor.corporateUniversity of Balamanden_US
dc.contributor.departmentDepartment of Business Administrationen_US
dc.contributor.facultyFaculty of Business and Managementen_US
dc.contributor.institutionUniversity of Balamanden_US
dc.description.degreeMaster in Business Administration (MBA)en_US
Appears in Collections:UOB Theses and Projects
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