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Extreme spillovers among fossil energy, clean energy, and metals markets: Evidence from a quantile-based analysis

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Cited by:

  1. Qiao, Sen & Guo, Zi Xin & Tao, Zhang & Ren, Zheng Yu, 2023. "Analyzing the network structure of risk transmission among renewable, non-renewable energy and carbon markets," Renewable Energy, Elsevier, vol. 209(C), pages 206-217.
  2. Lee, Chien-Chiang & Olasehinde-Williams, Godwin & Özkan, Oktay, 2023. "Geopolitical oil price uncertainty transmission into core inflation: Evidence from two of the biggest global players," Energy Economics, Elsevier, vol. 126(C).
  3. Urom, Christian & Ndubuisi, Gideon & Guesmi, Khaled, 2024. "Global macroeconomic factors and the connectedness among NFTs and (un)conventional assets," Research in International Business and Finance, Elsevier, vol. 71(C).
  4. Li, Hailing & Li, Yuxin & Zhang, Hua, 2023. "The spillover effects among the traditional energy markets, metal markets and sub-sector clean energy markets," Energy, Elsevier, vol. 275(C).
  5. Zhang, Hongwei & Li, Zongzhen & Song, Huiling & Gao, Wang, 2024. "Insight into clean energy market’s role in the connectedness between joint-consumption metals," Energy, Elsevier, vol. 302(C).
  6. Ouyang, Ruolan & Pei, Tiancheng & Fang, Yi & Zhao, Yang, 2024. "Commodity systemic risk and macroeconomic predictions," Energy Economics, Elsevier, vol. 138(C).
  7. Abricha, Amal & Ben Amar, Amine & Bellalah, Makram, 2024. "Commodity futures markets under stress and stress-free periods: Further insights from a quantile connectedness approach," The Quarterly Review of Economics and Finance, Elsevier, vol. 93(C), pages 229-246.
  8. Chen, Jinyu & Liang, Zhipeng & Ding, Qian & Liu, Zhenhua, 2022. "Quantile connectedness between energy, metal, and carbon markets," International Review of Financial Analysis, Elsevier, vol. 83(C).
  9. Syuhada, Khreshna & Hakim, Arief, 2024. "Risk quantification and validation for green energy markets: New insight from a credibility theory approach," Finance Research Letters, Elsevier, vol. 62(PA).
  10. Noureddine Benlagha & Wafa Abdelmalek, 2024. "Dynamic connectedness between energy and agricultural commodities: insights from the COVID-19 pandemic and Russia–Ukraine conflict," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 14(3), pages 781-825, September.
  11. Wang, Zhuo & Chen, Xiaodan & Zhou, Chunyan & Zhang, Yifeng & Wei, Yu, 2024. "Examining the quantile cross-coherence between fossil energy and clean energy: Is the dependence structure changing with the COVID-19 outbreak?," International Review of Financial Analysis, Elsevier, vol. 94(C).
  12. Cagli, Efe Caglar, 2023. "The volatility spillover between battery metals and future mobility stocks: Evidence from the time-varying frequency connectedness approach," Resources Policy, Elsevier, vol. 86(PA).
  13. Sohag, Kazi & Hassan, M. Kabir & Bakhteyev, Stepan & Mariev, Oleg, 2023. "Do green and dirty investments hedge each other?," Energy Economics, Elsevier, vol. 120(C).
  14. Erdoğan, Seyfettin & Gedikli, Ayfer & Çevik, Emrah İsmail & Erdoğan, Fatma & Çevik, Emre, 2022. "Precious metals as safe-haven for clean energy stock investment: Evidence from nonparametric Granger causality in distribution test," Resources Policy, Elsevier, vol. 79(C).
  15. Ye, Yingjin & Lin, Boqiang & Que, DingFei & Cai, Sijie & Wang, Chonghao, 2024. "COVID-19, the Russian-Ukrainian conflict and the extreme spillovers between fossil energy, electricity, and carbon markets," Energy, Elsevier, vol. 311(C).
  16. Liao, Qijun & Li, Shaoyuan & Xi, Fengshuo & Tong, Zhongqiu & Chen, Xiuhua & Wan, Xiaohan & Ma, Wenhui & Deng, Rong, 2023. "High-performance silicon carbon anodes based on value-added recycling strategy of end-of-life photovoltaic modules," Energy, Elsevier, vol. 281(C).
  17. Su, Xianfang & Zhao, Yachao, 2023. "What has the strongest connectedness with clean energy? Technology, substitutes, or raw materials," Energy Economics, Elsevier, vol. 128(C).
  18. Jin Chen & Yue Chen & Wei Zhou, 2024. "Relation exploration between clean and fossil energy markets when experiencing climate change uncertainties: substitutes or complements?," Palgrave Communications, Palgrave Macmillan, vol. 11(1), pages 1-17, December.
  19. Fernandes, Leonardo H.S. & Silva, José W.L. & de Araujo, Fernando H.A. & Ferreira, Paulo & Aslam, Faheem & Tabak, Benjamin Miranda, 2022. "Interplay multifractal dynamics among metal commodities and US-EPU," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 606(C).
  20. Palomba, Giulio & Tedeschi, Marco, 2024. "Contagion among European financial indices, evidence from a quantile VAR approach," Economic Systems, Elsevier, vol. 48(2).
  21. Silva, Thiago Christiano & Braz, Tercio & Tabak, Benjamin Miranda, 2024. "Mapping the landscape of energy markets research: A bibliometric analysis and predictive assessment using machine learning," Energy Economics, Elsevier, vol. 136(C).
  22. Wang, Kai-Hua & Wang, Zu-Shan & Yunis, Manal & Kchouri, Bilal, 2023. "Spillovers and connectedness among climate policy uncertainty, energy, green bond and carbon markets: A global perspective," Energy Economics, Elsevier, vol. 128(C).
  23. Ali, Shoaib & Ijaz, Muhammad Shahzad & Yousaf, Imran & Li, Yanshuang, 2023. "Connectedness and portfolio management between renewable energy tokens and metals: Evidence from TVP-VAR approach," Energy Economics, Elsevier, vol. 127(PA).
  24. Huang, Xiaoling & Tian, Peng, 2023. "Polluting thy neighbor or benefiting thy neighbor: Effects of the clean energy development on haze pollution in China," Energy, Elsevier, vol. 268(C).
  25. Lu, Xunfa & Huang, Nan & Mo, Jianlei, 2024. "Time-varying causalities from the COVID-19 media coverage to the dynamic spillovers among the cryptocurrency, the clean energy, and the crude oil," Energy Economics, Elsevier, vol. 132(C).
  26. Urom, Christian & Ndubuisi, Gideon, 2023. "Do geopolitical risks and global market factors influence the dynamic dependence among regional sustainable investments and major commodities?," The Quarterly Review of Economics and Finance, Elsevier, vol. 91(C), pages 94-111.
  27. Si Mohammed, Kamel & Khalfaoui, Rabeh & Doğan, Buhari & Sharma, Gagan Deep & Mentel, Urszula, 2023. "The reaction of the metal and gold resource planning in the post-COVID-19 era and Russia-Ukrainian conflict: Role of fossil fuel markets for portfolio hedging strategies," Resources Policy, Elsevier, vol. 83(C).
  28. Restrepo, Natalia & Ceballos, Juan Camilo & Uribe, Jorge M., 2023. "Risk spillovers of critical metals firms," Resources Policy, Elsevier, vol. 86(PB).
  29. Zhou, Xiaoran & Enilov, Martin & Parhi, Mamata, 2024. "Does oil spin the commodity wheel? Quantile connectedness with a common factor error structure across energy and agricultural markets," Energy Economics, Elsevier, vol. 132(C).
  30. Chen, Yu & Lin, Boqiang, 2022. "Quantifying the extreme spillovers on worldwide ESG leaders' equity," International Review of Financial Analysis, Elsevier, vol. 84(C).
  31. Zeng, Hongjun & Abedin, Mohammad Zoynul & Zhou, Xiangjing & Lu, Ran, 2024. "Measuring the extreme linkages and time-frequency co-movements among artificial intelligence and clean energy indices," International Review of Financial Analysis, Elsevier, vol. 92(C).
  32. Liuguo Shao & Hua Zhang & Senfeng Chang & Ziyang Wang, 2024. "Dynamic connectedness between China's commodity markets and China's sectoral stock markets: A multidimensional analysis," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 29(1), pages 903-926, January.
  33. Li, Houjian & Huang, Xinya & Guo, Lili, 2023. "Extreme risk dependence and time-varying spillover between crude oil, commodity market and inflation in China," Energy Economics, Elsevier, vol. 127(PB).
  34. Lu, Xunfa & Huang, Nan & Mo, Jianlei & Ye, Zhitao, 2023. "Dynamics of the return and volatility connectedness among green finance markets during the COVID-19 pandemic," Energy Economics, Elsevier, vol. 125(C).
  35. Considine, Jennifer & Galkin, Phillip & Hatipoglu, Emre & Aldayel, Abdullah, 2023. "The effects of a shock to critical minerals prices on the world oil price and inflation," Energy Economics, Elsevier, vol. 127(PB).
  36. Spyros Papathanasiou & Dimitris Kenourgios & Drosos Koutsokostas & Georgios Pergeris, 2023. "Can treasury inflation-protected securities safeguard investors from outward risk spillovers? A portfolio hedging strategy through the prism of COVID-19," Journal of Asset Management, Palgrave Macmillan, vol. 24(3), pages 198-211, May.
  37. Cheng, Tingting & Liu, Fei & Liu, Junli & Yao, Wenying, 2024. "Tail connectedness: Measuring the volatility connectedness network of equity markets during crises," Pacific-Basin Finance Journal, Elsevier, vol. 87(C).
  38. Ghosh, Bikramaditya & Pham, Linh & Teplova, Tamara & Umar, Zaghum, 2023. "COVID-19 and the quantile connectedness between energy and metal markets," Energy Economics, Elsevier, vol. 117(C).
  39. Ren, Xiaohang & Xiao, Ya & Duan, Kun & Urquhart, Andrew, 2024. "Spillover effects between fossil energy and green markets: Evidence from informational inefficiency," Energy Economics, Elsevier, vol. 131(C).
  40. Syuhada, Khreshna & Hakim, Arief & Suprijanto, Djoko, 2024. "Assessing systemic risk and connectedness among dirty and clean energy markets from the quantile and expectile perspectives," Energy Economics, Elsevier, vol. 129(C).
  41. Liu, Yanqiong & Lu, Jinjin & Shi, Fengyuan, 2023. "Spillover relationship between different oil shocks and high- and low-carbon assets: An analysis based on time-frequency spillover effects," Finance Research Letters, Elsevier, vol. 58(PC).
  42. Zhongzheng, Wang, 2023. "Extreme risk transmission mechanism between oil, green bonds and new energy vehicles," Innovation and Green Development, Elsevier, vol. 2(3).
  43. Naeem, Muhammad Abubakr & Husain, Afzol & Bossman, Ahmed & Karim, Sitara, 2024. "Assessing the linkage of energy cryptocurrency with clean and dirty energy markets," Energy Economics, Elsevier, vol. 130(C).
  44. Wang, Lu & Guan, Li & Ding, Qian & Zhang, Hongwei, 2023. "Asymmetric impact of COVID-19 news on the connectedness of the green energy, dirty energy, and non-ferrous metal markets," Energy Economics, Elsevier, vol. 126(C).
  45. Ding, Qian & Huang, Jianbai & Zhang, Hongwei, 2022. "Time-frequency spillovers among carbon, fossil energy and clean energy markets: The effects of attention to climate change," International Review of Financial Analysis, Elsevier, vol. 83(C).
  46. Hammed Oluwaseyi Musibau & Maria Belen Yanotti & Joaquin Vespignani & Rabindra Nepal, 2024. "Environmental Performance and Economic Growth in the West African Economies," CAMA Working Papers 2024-75, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  47. Inglesi-Lotz, R. & Dogan, Eyup & Nel, J. & Tzeremes, Panayiotis, 2023. "Connectedness and spillovers in the innovation network of green transportation," Energy Policy, Elsevier, vol. 180(C).
  48. Zhang, Jiahao & Chen, Xiaodan & Wei, Yu & Bai, Lan, 2023. "Does the connectedness among fossil energy returns matter for renewable energy stock returns? Fresh insights from the Cross-Quantilogram analysis," International Review of Financial Analysis, Elsevier, vol. 88(C).
  49. Jiang, Wei & Chen, Yunfei, 2022. "The time-frequency connectedness among metal, energy and carbon markets pre and during COVID-19 outbreak," Resources Policy, Elsevier, vol. 77(C).
  50. Gao, Yang & Liu, Xiaoyi, 2024. "Time and frequency spillovers and drivers between rare earth and energy, metals, green, and agricultural markets," The North American Journal of Economics and Finance, Elsevier, vol. 72(C).
  51. Boqiang Lin & Tianxu Lan, 2024. "The time‐varying volatility spillover effects between China's coal and metal market," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 44(5), pages 699-719, May.
  52. Duan, Xiaoping & Xiao, Ya & Ren, Xiaohang & Taghizadeh-Hesary, Farhad & Duan, Kun, 2023. "Dynamic spillover between traditional energy markets and emerging green markets: Implications for sustainable development," Resources Policy, Elsevier, vol. 82(C).
  53. Dai, Zhifeng & Zhang, Xiaotong & Yin, Zhujia, 2023. "Extreme time-varying spillovers between high carbon emission stocks, green bond and crude oil: Evidence from a quantile-based analysis," Energy Economics, Elsevier, vol. 118(C).
  54. Fu, Yaping & Qi, Haozhi & Chen, Yanan & Wang, Yuzhan, 2024. "Short-term impacts vs. long-term contributions: The role of clean energy and ESG investments in China," Renewable Energy, Elsevier, vol. 233(C).
  55. Xie, Qichang & Bai, Yu & Jia, Nanfei & Xu, Xin, 2024. "Do macroprudential policies reduce risk spillovers between energy markets?: Evidence from time-frequency domain and mixed-frequency methods," Energy Economics, Elsevier, vol. 134(C).
  56. Yousaf, Imran & Ijaz, Muhammad Shahzad & Umar, Muhammad & Li, Yanshuang, 2024. "Exploring volatility interconnections between AI tokens, AI stocks, and fossil fuel markets: evidence from time and frequency-based connectedness analysis," Energy Economics, Elsevier, vol. 133(C).
  57. Reboredo, Juan C. & Ugolini, Andrea, 2024. "The impact of uncertainty shocks on energy transition metal prices," Resources Policy, Elsevier, vol. 95(C).
  58. Su, Chi-Wei & Pang, Li-Dong & Qin, Meng & Lobonţ, Oana-Ramona & Umar, Muhammad, 2023. "The spillover effects among fossil fuel, renewables and carbon markets: Evidence under the dual dilemma of climate change and energy crises," Energy, Elsevier, vol. 274(C).
  59. Xiaohong Qi & Guofu Zhang & Yuqi Wang, 2022. "Distributional Predictability and Quantile Connectedness of New Energy, Steam Coal, and High-Tech in China," Sustainability, MDPI, vol. 14(21), pages 1-16, October.
  60. Tiantian Liu & Yulian Zhang & Wenting Zhang & Shigeyuki Hamori, 2024. "Quantile Connectedness of Uncertainty Indices, Carbon Emissions, Energy, and Green Assets: Insights from Extreme Market Conditions," Energies, MDPI, vol. 17(22), pages 1-24, November.
  61. Dongming Jiang & Fang Jia, 2022. "Extreme Spillover between Green Bonds and Clean Energy Markets," Sustainability, MDPI, vol. 14(10), pages 1-15, May.
  62. Karkowska, Renata & Urjasz, Szczepan, 2023. "How does the Russian-Ukrainian war change connectedness and hedging opportunities? Comparison between dirty and clean energy markets versus global stock indices," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 85(C).
  63. Chen, Jinyu & Liang, Zhipeng & Ding, Qian & Ren, Xiaohang & Wu, Anbing, 2023. "Dynamic connectedness across energy and metal futures markets during the COVID-19 pandemic: New evidence from a time-varying spillover index," Resources Policy, Elsevier, vol. 86(PA).
  64. Chu, Wen-Jun & Fan, Li-Wei & Zhou, P., 2024. "Extreme spillovers across carbon and energy markets: A multiscale higher-order moment analysis," Energy Economics, Elsevier, vol. 138(C).
  65. Chen, Yanan & Qi, Haozhi, 2024. "Dynamic interplay between Chinese energy, renewable energy stocks, and commodity markets: Time-frequency causality study," Renewable Energy, Elsevier, vol. 228(C).
  66. Deng, Jing & Xu, Zihan & Xing, Xiaoyun, 2023. "Dynamic spillovers between clean energy and non-ferrous metals markets in China: A network-based analysis during the COVID-19 pandemic," Resources Policy, Elsevier, vol. 83(C).
  67. Urom, C. & Ndubuisi, Gideon & Guesmi, K., 2022. "Quantile return and volatility connectedness among Non-Fungible Tokens (NFTs) and (un)conventional asset," MERIT Working Papers 2022-017, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT).
  68. Rizvi, Syed Kumail Abbas & Naqvi, Bushra & Mirza, Nawazish & Umar, Muhammad, 2022. "Safe haven properties of green, Islamic, and crypto assets and investor's proclivity towards treasury and gold," Energy Economics, Elsevier, vol. 115(C).
  69. Basher, Syed Abul & Sadorsky, Perry, 2024. "Do climate change risks affect the systemic risk between the stocks of clean energy, electric vehicles, and critical minerals? Analysis under changing market conditions," Energy Economics, Elsevier, vol. 138(C).
  70. Zhu, Bo & Deng, Yuanyue & Hu, Xin, 2023. "Global energy security: Do internal and external risk spillovers matter? A multilayer network method," Energy Economics, Elsevier, vol. 126(C).
  71. El Khoury, Rim & Alshater, Muneer M. & Li, Yanshuang & Xiong, Xiong, 2024. "Quantile time-frequency connectedness among G7 stock markets and clean energy markets," The Quarterly Review of Economics and Finance, Elsevier, vol. 93(C), pages 71-90.
  72. Chen, Ying & Zhu, Xuehong & Chen, Jinyu, 2022. "Spillovers and hedging effectiveness of non-ferrous metals and sub-sectoral clean energy stocks in time and frequency domain," Energy Economics, Elsevier, vol. 111(C).
  73. Zhang, Hongwei & Zhang, Yubo & Gao, Wang & Li, Yingli, 2023. "Extreme quantile spillovers and drivers among clean energy, electricity and energy metals markets," International Review of Financial Analysis, Elsevier, vol. 86(C).
  74. Zhang, Jiahao & Zhang, Yifeng & Wei, Yu & Wang, Zhuo, 2024. "Normal and extreme impact and connectedness between fossil energy futures markets and uncertainties: Does El Niño-Southern Oscillation matter?," International Review of Economics & Finance, Elsevier, vol. 89(PB), pages 188-215.
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