https://socictopen.socict.org/files/original/f6ef0132b17cd5e27a6b3f3c46f1ed1d.pdf 72ac2026b57319dd8f7418e0512c7633 Dublin Core The Dublin Core metadata element set is common to all Omeka records, including items, files, and collections. For more information see, http://dublincore.org/documents/dces/. Title A name given to the resource Coronavirus Description An account of the resource Dominio científico: Coronavirus Text A resource consisting primarily of words for reading. Examples include books, letters, dissertations, poems, newspapers, articles, archives of mailing lists. Note that facsimiles or images of texts are still of the genre Text. Dublin Core The Dublin Core metadata element set is common to all Omeka records, including items, files, and collections. For more information see, http://dublincore.org/documents/dces/. Title A name given to the resource Volatility Connectedness between Clean Energy Firms and Crude Oil in the COVID-19 Era Creator An entity primarily responsible for making the resource Matteo Foglia, Eliana Angelini Description An account of the resource The work investigates the volatility connectedness between oil price and clean energy firms over the period 2011–2020 (including the COVID-19 outbreak). Using the volatility spillover models, and dynamic conditional correlation, we are able to identify the volatility spillover effect between these financial markets and its implications for portfolio diversification. The results indicate a significant change in both static and dynamic volatility connectedness around the COVID-19 outbreak. For instance, total connectedness index changes from 21.36% (pre-COVID-19) to 61.23% (COVID-19). This finding shows the strong effect of the COVID-19 pandemic on these financial markets. Furthermore, we show how the WTI oil from the volatility transmitter (before the outbreak of the pandemic) becomes a risk receiver after the start of the global pandemic COVID-19. Our findings indicate that recent pandemic intensified volatility spillovers, supporting the financial contagion effects. Finally, we determine the optimal hedge ratios and portfolio weights. The estimates provided suggest the need for active portfolio management, taking into account the distinct characteristics of each sector and thus, the firm. For example, the optimal weight analysis shows how the clean sector has become important in optimal diversification strategies. Our results can be used for portfolio decisions and regulatory policymaking, particularly in the current context of high uncertainty. Date A point or period of time associated with an event in the lifecycle of the resource 2020 Subject The topic of the resource covid-19, volatility spillover, oil price, Hedging, clean energy firms, portfolio weights Identifier An unambiguous reference to the resource within a given context 10.3390/su12239863 Source A related resource from which the described resource is derived Biotemas Publisher An entity responsible for making the resource available Universidade Federal de Santa Catarina Coverage The spatial or temporal topic of the resource, the spatial applicability of the resource, or the jurisdiction under which the resource is relevant Environmental effects of industries and plants, Renewable energy sources, Environmental sciences