Asymmetric relationship between climate policy uncertainty and energy metals: Evidence from cross-quantilogram
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DOI: 10.1016/j.frl.2023.103728
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- Sun, Yanpeng & Song, Yuru & Long, Chi & Qin, Meng & Lobonţ, Oana-Ramona, 2023. "How to improve global environmental governance? Lessons learned from climate risk and climate policy uncertainty," Economic Analysis and Policy, Elsevier, vol. 80(C), pages 1666-1676.
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- Boubaker, Sabri & Karim, Sitara & Naeem, Muhammad Abubakr & Sharma, Gagan Deep, 2023.
"Financial markets, energy shocks, and extreme volatility spillovers,"
Energy Economics, Elsevier, vol. 126(C).
- S. Boubaker & S. Karim & M.A. Naeem & G.D. Sharma, 2023. "Financial Markets, Energy Shocks, and Extreme Volatility Spillovers," Post-Print hal-04435469, HAL.
- Siddique, Md Abubakar & Nobanee, Haitham & Karim, Sitara & Naz, Farah, 2023. "Do green financial markets offset the risk of cryptocurrencies and carbon markets?," International Review of Economics & Finance, Elsevier, vol. 86(C), pages 822-833.
- Jin, Daxiang & Yu, Jize, 2023. "Predicting cryptocurrency market volatility: Novel evidence from climate policy uncertainty," Finance Research Letters, Elsevier, vol. 58(PC).
- Naeem, Muhammad Abubakr & Sadorsky, Perry & Karim, Sitara, 2023. "Sailing across climate-friendly bonds and clean energy stocks: An asymmetric analysis with the Gulf Cooperation Council Stock markets," Energy Economics, Elsevier, vol. 126(C).
- Zhang, Dongyang & Guo, Yumei & Taghizadeh-Hesary, Farhad, 2023. "Green finance and energy transition to achieve net-zero emission target," Energy Economics, Elsevier, vol. 126(C).
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- Srivastava, Praveen Ranjan & Mangla, Sachin Kumar & Eachempati, Prajwal & Tiwari, Aviral Kumar, 2023. "An explainable artificial intelligence approach to understanding drivers of economic energy consumption and sustainability," Energy Economics, Elsevier, vol. 125(C).
- Naeem, Muhammad Abubakr & Hamouda, Foued & Karim, Sitara & Vigne, Samuel A., 2023. "Return and volatility spillovers among global assets: Comparing health crisis with geopolitical crisis," International Review of Economics & Finance, Elsevier, vol. 87(C), pages 557-575.
- Siddique, Md. Abubakar & Nobanee, Haitham & Hasan, Md. Bokhtiar & Uddin, Gazi Salah & Hossain, Md. Naiem & Park, Donghyun, 2023. "How do energy markets react to climate policy uncertainty? Fossil vs. renewable and low-carbon energy assets," Energy Economics, Elsevier, vol. 128(C).
- Naeem, Muhammad Abubakr & Iqbal, Najaf & Karim, Sitara & Lucey, Brian M., 2023. "From forests to faucets to fuel: Investigating the domino effect of extreme risk in timber, water, and energy markets," Finance Research Letters, Elsevier, vol. 55(PB).
- Zhang, Dongyang & Kong, Qunxi & Wang, Yizhi & Vigne, Samuel A., 2023. "Exquisite workmanship through net-zero emissions? The effects of carbon emission trading policy on firms' export product quality," Energy Economics, Elsevier, vol. 123(C).
- Shobande, Olatunji A. & Ogbeifun, Lawrence & Tiwari, Aviral Kumar, 2024. "Unlocking information technology infrastructure for promoting climate resilience and environmental quality," Technological Forecasting and Social Change, Elsevier, vol. 198(C).
- Zhou, Ying & Zhou, Xiaofeng, 2023. "Role of environmental emissions on work engagement in industrial sectors: An exploratory study of the workforce, resource planning, and environmental performance in sustainable development," Resources Policy, Elsevier, vol. 85(PB).
- Ghosh, Bikramaditya & Pham, Linh & Gubareva, Mariya & Teplova, Tamara, 2023. "Energy transition metals and global sentiment: Evidence from extreme quantiles," Resources Policy, Elsevier, vol. 86(PA).
- Amin, Md Ruhul & Akindayomi, Akinloye & Sarker, Md Showaib Rahman & Bhuyan, Rafiqul, 2023. "Climate policy uncertainty and corporate tax avoidance," Finance Research Letters, Elsevier, vol. 58(PD).
- Naeem, Muhammad Abubakr & Karim, Sitara & Abrar, Afsheen & Yarovaya, Larisa & Shah, Adil Ahmad, 2023. "Non-linear relationship between oil and cryptocurrencies: Evidence from returns and shocks," International Review of Financial Analysis, Elsevier, vol. 89(C).
- Raza, Syed Ali & Khan, Komal Akram, 2024. "Climate policy uncertainty and its relationship with precious metals price volatility: Comparative analysis pre and during COVID-19," Resources Policy, Elsevier, vol. 88(C).
- Choudhury, Tonmoy & Kayani, Umar Nawaz & Gul, Azeem & Haider, Syed Arslan & Ahmad, Sareer, 2023. "Carbon emissions, environmental distortions, and impact on growth," Energy Economics, Elsevier, vol. 126(C).
- Liu, Min & Liu, Hong-Fei & Lee, Chien-Chiang, 2024. "An empirical study on the response of the energy market to the shock from the artificial intelligence industry," Energy, Elsevier, vol. 288(C).
- Naeem, Muhammad Abubakr & Gul, Raazia & Farid, Saqib & Karim, Sitara & Lucey, Brian M., 2023. "Assessing linkages between alternative energy markets and cryptocurrencies," Journal of Economic Behavior & Organization, Elsevier, vol. 211(C), pages 513-529.
- Naeem, Muhammad Abubakr & Chatziantoniou, Ioannis & Gabauer, David & Karim, Sitara, 2024. "Measuring the G20 stock market return transmission mechanism: Evidence from the R2 connectedness approach," International Review of Financial Analysis, Elsevier, vol. 91(C).
- Naeem, Muhammad Abubakr & Nguyen, Thi Thu Ha & Karim, Sitara & Lucey, Brian M., 2023. "Extreme downside risk transmission between green cryptocurrencies and energy markets: The diversification benefits," Finance Research Letters, Elsevier, vol. 58(PA).
- Chishti, Muhammad Zubair & Arfaoui, Nadia & Cheong, Calvin W.H., 2023. "Exploring the time-varying asymmetric effects of environmental regulation policies and human capital on sustainable development efficiency: A province level evidence from China," Energy Economics, Elsevier, vol. 126(C).
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More about this item
Keywords
Carbon footprint; Climate policy uncertainty; Cross-quantilogram; Energy metals;All these keywords.
JEL classification:
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- Q43 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Energy - - - Energy and the Macroeconomy
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