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Green bond and financial markets: Co-movement, diversification and price spillover effects
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Cited by:
- Kamal, Javed Bin & Hassan, M. Kabir, 2022. "Asymmetric connectedness between cryptocurrency environment attention index and green assets," The Journal of Economic Asymmetries, Elsevier, vol. 25(C).
- Yousaf, Imran & Mensi, Walid & Vo, Xuan Vinh & Kang, Sang Hoon, 2024. "Dynamic spillovers and connectedness between crude oil and green bond markets," Resources Policy, Elsevier, vol. 89(C).
- Ringstad, Ingrid Emilie Flessum & Tselika, Kyriaki, 2023. "Time and frequency dynamics of connectedness between green bonds, clean energy markets and carbon prices," Discussion Papers 2023/18, Norwegian School of Economics, Department of Business and Management Science.
- Bai, Xiwen & Lam, Jasmine Siu Lee, 2021. "Freight rate co-movement and risk spillovers in the product tanker shipping market: A copula analysis," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 149(C).
- Mbarki, Imen & Khan, Muhammad Arif & Karim, Sitara & Paltrinieri, Andrea & Lucey, Brian M., 2023. "Unveiling commodities-financial markets intersections from a bibliometric perspective," Resources Policy, Elsevier, vol. 83(C).
- Antonio Lombardi Netto & Valerio Antonio Pamplona Salomon & Miguel Angel Ortiz Barrios, 2021. "Multi-Criteria Analysis of Green Bonds: Hybrid Multi-Method Applications," Sustainability, MDPI, vol. 13(19), pages 1-20, September.
- Guo, Dong & Zhou, Peng, 2021.
"Green bonds as hedging assets before and after COVID: A comparative study between the US and China,"
Energy Economics, Elsevier, vol. 104(C).
- Guo, Dong & Zhou, Peng, 2021. "Green Bonds as Hedging Assets before and after COVID: A Comparative Study between the US and China," Cardiff Economics Working Papers E2021/28, Cardiff University, Cardiff Business School, Economics Section.
- Wu, Yue, 2022. "Are green bonds priced lower than their conventional peers?," Emerging Markets Review, Elsevier, vol. 52(C).
- Agoraki, Maria-Eleni K. & Aslanidis, Nektarios & Kouretas, Georgios P., 2023. "How has COVID-19 affected the performance of green investment funds?," Journal of International Money and Finance, Elsevier, vol. 131(C).
- Tiwari, Aviral Kumar & Aikins Abakah, Emmanuel Joel & Gabauer, David & Dwumfour, Richard Adjei, 2022. "Dynamic spillover effects among green bond, renewable energy stocks and carbon markets during COVID-19 pandemic: Implications for hedging and investments strategies," Global Finance Journal, Elsevier, vol. 51(C).
- Arif, Muhammad & Naeem, Muhammad Abubakr & Farid, Saqib & Nepal, Rabindra & Jamasb, Tooraj, 2022.
"Diversifier or more? Hedge and safe haven properties of green bonds during COVID-19,"
Energy Policy, Elsevier, vol. 168(C).
- Arif, Muhammad & Naeem, Muhammad Abubakr & Farid, Saqib & Nepal, Rabindra & Jamasb, Tooraj, 2020. "Diversifier or More? Hedge and Safe Haven Properties of Green Bonds During COVID-19," Working Papers 1-2021, Copenhagen Business School, Department of Economics.
- Muhammad Arif & Muhammad Abubakr Naeem & Saqib Farid & Rabindra Nepal & Tooraj Jamasb, 2021. "Diversifier or more? Hedge and safe haven properties of green bonds during COVID-19," CAMA Working Papers 2021-20, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Zhao, Qian & Qin, Chuan & Ding, Longfei & Cheng, Ying-Yue & Vătavu, Sorana, 2023. "Can green bond improve the investment efficiency of renewable energy?," Energy Economics, Elsevier, vol. 127(PB).
- Akhtaruzzaman, Md & Banerjee, Ameet Kumar & Ghardallou, Wafa & Umar, Zaghum, 2022. "Is greenness an optimal hedge for sectoral stock indices?," Economic Modelling, Elsevier, vol. 117(C).
- Migliavacca, Milena & Goodell, John W. & Paltrinieri, Andrea, 2023. "A bibliometric review of portfolio diversification literature," International Review of Financial Analysis, Elsevier, vol. 90(C).
- 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).
- Lin, Boqiang & Su, Tong, 2022. "Green bond vs conventional bond: Outline the rationale behind issuance choices in China," International Review of Financial Analysis, Elsevier, vol. 81(C).
- Ana-Belén Alonso-Conde & Javier Rojo-Suárez, 2020. "On the Effect of Green Bonds on the Profitability and Credit Quality of Project Financing," Sustainability, MDPI, vol. 12(16), pages 1-19, August.
- Boqiang Lin & Tong Su, 2023. "Uncertainties and green bond markets: Evidence from tail dependence," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(4), pages 4458-4475, October.
- Janda, Karel & Kristoufek, Ladislav & Zhang, Binyi, 2022.
"Return and volatility spillovers between Chinese and U.S. clean energy related stocks,"
Energy Economics, Elsevier, vol. 108(C).
- Karel Janda & Ladislav Kristoufek & Binyi Zhang, 2022. "Return and volatility spillovers between Chinese and US clean energy related stocks," CAMA Working Papers 2022-17, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Juan Camilo Mejía-Escobar & Juan David González-Ruiz & Giovanni Franco-Sepúlveda, 2021. "Current State and Development of Green Bonds Market in the Latin America and the Caribbean," Sustainability, MDPI, vol. 13(19), pages 1-25, September.
- Ngoepe, Letlhogonolo Kearabilwe & Bonga-Bonga, Lumengo, 2024. "The connectedness of financial risk and green financial instruments: a dynamic and frequency analysis," MPRA Paper 121091, University Library of Munich, Germany.
- Wang, Moran & Li, Xuerong & Wang, Shouyang, 2021. "Discovering research trends and opportunities of green finance and energy policy: A data-driven scientometric analysis," Energy Policy, Elsevier, vol. 154(C).
- Lorenzo Mercuri & Andrea Perchiazzo & Edit Rroji, 2023. "Investigating Short-Term Dynamics in Green Bond Markets," Papers 2308.12179, arXiv.org.
- Lee, Chi-Chuan & Tang, Huayun & Li, Ding, 2022. "The roles of oil shocks and geopolitical uncertainties on China’s green bond returns," Economic Analysis and Policy, Elsevier, vol. 74(C), pages 494-505.
- Azhgaliyeva, Dina & Mishra, Ranjeeta & Kapsalyamova, Zhanna, 2021. "Oil Price Shocks and Green Bonds: A Longitudinal Multilevel Model," ADBI Working Papers 1278, Asian Development Bank Institute.
- Qi, Xiaohong & Zhang, Guofu, 2022. "Dynamic connectedness of China’s green bonds and asset classes," The North American Journal of Economics and Finance, Elsevier, vol. 63(C).
- Niu, Hongli & Zhang, Shasha, 2024. "Asymmetric effects of commodity and stock market on Chinese green market: Evidence from wavelet-based quantile-on-quantile approach," Renewable Energy, Elsevier, vol. 230(C).
- Mariana Reis Maria & Rosangela Ballini & Roney Fraga Souza, 2023. "Evolution of Green Finance: A Bibliometric Analysis through Complex Networks and Machine Learning," Sustainability, MDPI, vol. 15(2), pages 1-23, January.
- Tiwari, Aviral Kumar & Abakah, Emmanuel Joel Aikins & Doğan, Buhari & Ghosh, Sudeshna, 2023. "Sustainable debt and gas markets: A new look using the time-varying wavelet-windowed cross-correlation approach," Energy Economics, Elsevier, vol. 120(C).
- Zhao, Mingguo & Park, Hail, 2024. "Quantile time-frequency spillovers among green bonds, cryptocurrencies, and conventional financial markets," International Review of Financial Analysis, Elsevier, vol. 93(C).
- Wang, Kai-Hua & Zhao, Yan-Xin & Jiang, Cui-Feng & Li, Zheng-Zheng, 2022. "Does green finance inspire sustainable development? Evidence from a global perspective," Economic Analysis and Policy, Elsevier, vol. 75(C), pages 412-426.
- Arfaoui, Nadia & Naeem, Muhammad Abubakr & Boubaker, Sabri & Mirza, Nawazish & Karim, Sitara, 2023.
"Interdependence of clean energy and green markets with cryptocurrencies,"
Energy Economics, Elsevier, vol. 120(C).
- N. Arfaoui & M.A. Naeem & S. Boubaker & N. Mirza & S. Karim, 2023. "Interdependence of Clean Energy and Green Markets with Cryptocurrencies," Post-Print hal-04435467, HAL.
- Silva, Florinda & Ferreira, André & Cortez, Maria Céu, 2024. "The performance of green bond portfolios under climate uncertainty: A comparative analysis with conventional and black bond portfolios," Research in International Business and Finance, Elsevier, vol. 70(PA).
- Patel, Ritesh & Gubareva, Mariya & Chishti, Muhammad Zubair, 2024. "Assessing the connectedness between cryptocurrency environment attention index and green cryptos, energy cryptos, and green financial assets," Research in International Business and Finance, Elsevier, vol. 70(PA).
- Zirek, Duygu & Unsal, Omer, 2023. "Green bonds: Do investors benefit from third-party certification?," Global Finance Journal, Elsevier, vol. 58(C).
- Qinghua Wang & Yaning Zhou & Li Luo & Junping Ji, 2019. "Research on the Factors Affecting the Risk Premium of China’s Green Bond Issuance," Sustainability, MDPI, vol. 11(22), pages 1-14, November.
- Xiaoguang Zhou & Yadi Cui, 2019. "Green Bonds, Corporate Performance, and Corporate Social Responsibility," Sustainability, MDPI, vol. 11(23), pages 1-27, December.
- Bhatnagar, S. & Sharma, D., 2022. "Evolution of green finance and its enablers: A bibliometric analysis," Renewable and Sustainable Energy Reviews, Elsevier, vol. 162(C).
- Sohag, Kazi & Hassan, M. Kabir & Bakhteyev, Stepan & Mariev, Oleg, 2023. "Do green and dirty investments hedge each other?," Energy Economics, Elsevier, vol. 120(C).
- Banerjee, Ameet Kumar & Akhtaruzzaman, Md & Sensoy, Ahmet & Goodell, John W., 2024. "Volatility spillovers and hedging strategies between impact investing and agricultural commodities," International Review of Financial Analysis, Elsevier, vol. 94(C).
- Reboredo, Juan C. & Ugolini, Andrea, 2020. "Price connectedness between green bond and financial markets," Economic Modelling, Elsevier, vol. 88(C), pages 25-38.
- Maria Jua Bachelet & Leonardo Becchetti & Stefano Manfredonia, 2019. "The Green Bonds Premium Puzzle: The Role of Issuer Characteristics and Third-Party Verification," Sustainability, MDPI, vol. 11(4), pages 1-22, February.
- Lin, Boqiang & Su, Tong, 2020. "Mapping the oil price-stock market nexus researches: A scientometric review," International Review of Economics & Finance, Elsevier, vol. 67(C), pages 133-147.
- Zhou, Yang & Xie, Chi & Wang, Gang-Jin & Zhu, You & Uddin, Gazi Salah, 2023. "Analysing and forecasting co-movement between innovative and traditional financial assets based on complex network and machine learning," Research in International Business and Finance, Elsevier, vol. 64(C).
- Ziadat, Salem Adel & Mensi, Walid & Al-Kharusi, Sami & Vo, Xuan Vinh & Kang, Sang Hoon, 2024. "Are clean energy markets hedges for stock markets? A tail quantile connectedness regression," Energy Economics, Elsevier, vol. 136(C).
- Tiwari, Aviral Kumar & Aikins Abakah, Emmanuel Joel & Adekoya, Oluwasegun B. & Hammoudeh, Shawkat, 2023. "What do we know about the price spillover between green bonds and Islamic stocks and stock market indices?," Global Finance Journal, Elsevier, vol. 55(C).
- Athanasios Tsagkanos & Aarzoo Sharma & Bikramaditya Ghosh, 2022. "Green Bonds and Commodities: A New Asymmetric Sustainable Relationship," Sustainability, MDPI, vol. 14(11), pages 1-16, June.
- Vilija Aleknevičien & Asta Bendoraityt, 2023. "Role of Green Finance in Greening the Economy: Conceptual Approach," Central European Business Review, Prague University of Economics and Business, vol. 2023(2), pages 105-130.
- Bhattacherjee, Purba & Mishra, Sibanjan & Kang, Sang Hoon, 2024. "Extreme time-frequency connectedness across U.S. sector stock and commodity futures markets," International Review of Economics & Finance, Elsevier, vol. 93(PB), pages 1176-1197.
- Pedini, Luca & Severini, Sabrina, 2022. "Exploring the hedge, diversifier and safe haven properties of ESG investments: A cross-quantilogram analysis," MPRA Paper 112339, University Library of Munich, Germany.
- Shi, Ning & Wang, Ying & Chen, Wenzhe, 2022. "Many hands make light work: Evidence from China’s anti-epidemic bonds," Economics Letters, Elsevier, vol. 214(C).
- Lee, Chi-Chuan & Lee, Chien-Chiang & Li, Yong-Yi, 2021. "Oil price shocks, geopolitical risks, and green bond market dynamics," The North American Journal of Economics and Finance, Elsevier, vol. 55(C).
- Louis T. W. Cheng & Piyush Sharma & David C. Broadstock, 2023. "Interactive effects of brand reputation and ESG on green bond issues: A sustainable development perspective," Business Strategy and the Environment, Wiley Blackwell, vol. 32(1), pages 570-586, January.
- Mirza, Nawazish & Naeem, Muhammad Abubakr & Ha Nguyen, Thi Thu & Arfaoui, Nadia & Oliyide, Johnson A., 2023. "Are sustainable investments interdependent? The international evidence," Economic Modelling, Elsevier, vol. 119(C).
- Mensi, Walid & Rehman, Mobeen Ur & Vo, Xuan Vinh, 2021. "Risk spillovers and diversification between oil and non-ferrous metals during bear and bull market states," Resources Policy, Elsevier, vol. 72(C).
- Wang, Zhuqing & Wang, Xinyu & Cheng, Qiuying & Shi, Song, 2024. "Heterogeneous impact of economic and political uncertainty on green bond volatility: Evidence from the MRS-GARCH-MIDAS-Skewed T model," International Review of Financial Analysis, Elsevier, vol. 95(PB).
- Pham, Linh, 2021. "Frequency connectedness and cross-quantile dependence between green bond and green equity markets," Energy Economics, Elsevier, vol. 98(C).
- Flavin, Thomas & Sheenan, Lisa, 2023. "Can Green Bonds be a Safe Haven for Equity Investors?," QBS Working Paper Series 2023/06, Queen's University Belfast, Queen's Business School.
- Reboredo, Juan C. & Ugolini, Andrea & Aiube, Fernando Antonio Lucena, 2020. "Network connectedness of green bonds and asset classes," Energy Economics, Elsevier, vol. 86(C).
- Umar, Zaghum & Hadhri, Sinda & Abakah, Emmanuel Joel Aikins & Usman, Muhammad & Umar, Muhammad, 2024. "Return and volatility spillovers among oil price shocks and international green bond markets," Research in International Business and Finance, Elsevier, vol. 69(C).
- Fernandes, Leonardo H.S. & Silva, José W.L. & de Araujo, Fernando H.A. & Tabak, Benjamin M., 2023. "Multifractal cross-correlations between green bonds and financial assets," Finance Research Letters, Elsevier, vol. 53(C).
- Han, Yingwei & Li, Jie, 2022. "Should investors include green bonds in their portfolios? Evidence for the USA and Europe," International Review of Financial Analysis, Elsevier, vol. 80(C).
- Kocaarslan, Baris & Soytas, Ugur, 2023. "The role of major markets in predicting the U.S. municipal green bond market performance: New evidence from machine learning models," Technological Forecasting and Social Change, Elsevier, vol. 196(C).
- Ren, Penghan & Cheng, Zhonghua & Dai, Qingling, 2024. "Can green bond issuance promote enterprise green technological innovation?," The North American Journal of Economics and Finance, Elsevier, vol. 69(PA).
- Huynh, Toan Luu Duc & Hille, Erik & Nasir, Muhammad Ali, 2020. "Diversification in the age of the 4th industrial revolution: The role of artificial intelligence, green bonds and cryptocurrencies," Technological Forecasting and Social Change, Elsevier, vol. 159(C).
- Adekoya, Oluwasegun B. & Oliyide, Johnson A. & Asl, Mahdi Ghaemi & Jalalifar, Saba, 2021. "Financing the green projects: Market efficiency and volatility persistence of green versus conventional bonds, and the comparative effects of health and financial crises," International Review of Financial Analysis, Elsevier, vol. 78(C).
- Selmi, Refk & Hammoudeh, Shawkat & Kasmaoui, Kamal & Sousa, Ricardo M. & Errami, Youssef, 2022. "The dual shocks of the COVID-19 and the oil price collapse: A spark or a setback for the circular economy?," Energy Economics, Elsevier, vol. 109(C).
- Pan, Xiongfeng & Xu, Haitao & Li, Mengna & Zong, Tianjiao & Lee, Chew Tin & Lu, Yuduo, 2020. "Environmental expenditure spillovers: Evidence from an estimated multi-area DSGE model," Energy Economics, Elsevier, vol. 86(C).
- Agliardi, Elettra & Agliardi, Rossella, 2021. "Pricing climate-related risks in the bond market," Journal of Financial Stability, Elsevier, vol. 54(C).
- Yuan, Xi & Qin, Meng & Zhong, Yifan & Nicoleta-Claudia, Moldovan, 2023. "Financial roles in green investment based on the quantile connectedness," Energy Economics, Elsevier, vol. 117(C).
- Patel, Ritesh & Goodell, John W. & Oriani, Marco Ercole & Paltrinieri, Andrea & Yarovaya, Larisa, 2022. "A bibliometric review of financial market integration literature," International Review of Financial Analysis, Elsevier, vol. 80(C).
- Wang, Jialu & Mishra, Shekhar & Sharif, Arshian & Chen, Huangen, 2024. "Dynamic spillover connectedness among green finance and policy uncertainty: Evidence from QVAR network approach," Energy Economics, Elsevier, vol. 131(C).
- Jiang, Yonghong & Wang, Jieru & Ao, Zhiming & Wang, Yujou, 2022. "The relationship between green bonds and conventional financial markets: Evidence from quantile-on-quantile and quantile coherence approaches," Economic Modelling, Elsevier, vol. 116(C).
- Muhammad Abubakr Naeem & Sitara Karim & Tooraj Jamasb & Rabindra Nepal, 2022.
"Risk transmission between green markets and commodities,"
CAMA Working Papers
2022-18, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Naeem, Muhammad Abubakr & Karim, Sitara & Jamasb, Tooraj & Nepal, Rabindra, 2022. "Risk Transmission between Green Markets and Commodities," Working Papers 2-2022, Copenhagen Business School, Department of Economics.
- Sharma, Gagan Deep & Shahbaz, Muhammad & Singh, Sanjeet & Chopra, Ritika & Cifuentes-Faura, Javier, 2023. "Investigating the nexus between green economy, sustainability, bitcoin and oil prices: Contextual evidence from the United States," Resources Policy, Elsevier, vol. 80(C).
- Nekhili, Ramzi & Ziadat, Salem Adel & Mensi, Walid, 2023. "Frequency interdependence and portfolio management between gold, oil and sustainability stock markets," International Economics, Elsevier, vol. 176(C).
- Kocaarslan, Baris, 2023. "Funding liquidity risk and the volatility of U.S. municipal green bonds during the COVID-19 pandemic," Finance Research Letters, Elsevier, vol. 58(PD).
- Su, Xianfang & Guo, Dawei & Dai, Liang, 2023. "Do green bond and green stock markets boom and bust together? Evidence from China," International Review of Financial Analysis, Elsevier, vol. 89(C).
- Maghyereh, Aktham I. & Awartani, Basel & Abdoh, Hussein, 2019. "The co-movement between oil and clean energy stocks: A wavelet-based analysis of horizon associations," Energy, Elsevier, vol. 169(C), pages 895-913.
- Liu, Min, 2022. "The driving forces of green bond market volatility and the response of the market to the COVID-19 pandemic," Economic Analysis and Policy, Elsevier, vol. 75(C), pages 288-309.
- Emmanuel Joel Aikins Abakah & Aviral Kumar Tiwari & Aarzoo Sharma & Dorika Jeremiah Mwamtambulo, 2022. "Extreme Connectedness between Green Bonds, Government Bonds, Corporate Bonds and Other Asset Classes: Insights for Portfolio Investors," JRFM, MDPI, vol. 15(10), pages 1-17, October.
- Angeloantonio Russo & Massimo Mariani & Alessandra Caragnano, 2021. "Exploring the determinants of green bond issuance: Going beyond the long‐lasting debate on performance consequences," Business Strategy and the Environment, Wiley Blackwell, vol. 30(1), pages 38-59, January.
- Xu, Danyang & Hu, Yang & Corbet, Shaen & Lang, Chunlin, 2024. "Return connectedness of green bonds and financial investment channels in China: Implications for hedging and regulation," Research in International Business and Finance, Elsevier, vol. 70(PA).
- Dong, Xiao & Yu, Mingzhe, 2024. "Green bond issuance and green innovation: Evidence from China's energy industry," International Review of Financial Analysis, Elsevier, vol. 94(C).
- Dahlen, Niklas & Fehrenkötter, Rieke & Schreiter, Maximilian, 2024. "The new bond on the block — Designing a carbon-linked bond for sustainable investment projects," The Quarterly Review of Economics and Finance, Elsevier, vol. 95(C), pages 316-325.
- Ibrahim D. Raheem & Oluyele Akinkugbe & Agboola H. Yusuf & Mahdi Ghaemi Asl, 2023. "Hedging strategies among financial markets: the case of green and brown assets," Empirical Economics, Springer, vol. 65(2), pages 831-873, August.
- Sheenan, Lisa & Schweers, Koen & Klein, Tony, 2024. "Interactions between sustainable bonds, renewable energy and other financial markets: A macroprudential perspective," Energy Economics, Elsevier, vol. 138(C).
- Imran, Zulfiqar Ali & Ahad, Muhammad, 2023. "Safe-haven properties of green bonds for industrial sectors (GICS) in the United States: Evidence from Covid-19 pandemic and Global Financial Crisis," Renewable Energy, Elsevier, vol. 210(C), pages 408-423.
- Mensi, Walid & Rehman, Mobeen Ur & Maitra, Debasish & Al-Yahyaee, Khamis Hamed & Vo, Xuan Vinh, 2021. "Oil, natural gas and BRICS stock markets: Evidence of systemic risks and co-movements in the time-frequency domain," Resources Policy, Elsevier, vol. 72(C).
- Jia, Miaoyin & Lu, Gan & Yan, Youliang & Nazir, Sidra, 2024. "Resilience through mineral resource development, oil, and natural resource efficiency: Strengthening economies," Resources Policy, Elsevier, vol. 91(C).
- Xu, Danyang & Hu, Yang & Corbet, Shaen & Hou, Yang (Greg) & Oxley, Les, 2024. "Green bonds and traditional and emerging investments: Understanding connectedness during crises," The North American Journal of Economics and Finance, Elsevier, vol. 72(C).
- Zhou, Yang & Xie, Chi & Wang, Gang-Jin & Gong, Jue & Li, Zhao-Chen & Zhu, You, 2024. "Who dominate the information flowing between innovative and traditional financial assets? A multiscale entropy-based approach," International Review of Economics & Finance, Elsevier, vol. 93(PB), pages 329-358.
- Zhen Sun & Jianfen Feng & Rongxi Zhou & Yue Yu & Yaojian Deng, 2022. "Can Labeled Green Bonds Reduce Financing Cost in China?," Sustainability, MDPI, vol. 14(20), pages 1-14, October.
- Siddique, Md. Abubakar & Nobanee, Haitham & Hasan, Md. Bokhtiar & Uddin, Gazi Salah & Nahiduzzaman, Md., 2024. "Is investing in green assets costlier? Green vs. non-green financial assets," International Review of Economics & Finance, Elsevier, vol. 92(C), pages 1460-1481.
- Naeem, Muhammad Abubakr & Farid, Saqib & Ferrer, Román & Shahzad, Syed Jawad Hussain, 2021. "Comparative efficiency of green and conventional bonds pre- and during COVID-19: An asymmetric multifractal detrended fluctuation analysis," Energy Policy, Elsevier, vol. 153(C).
- Richter, Sylvia & Heyde, Frank & Horsch, Andreas & Wünsche, Andreas, 2021. "Determinants of project bond prices – Insights into infrastructure and energy capital markets," Energy Economics, Elsevier, vol. 97(C).
- Jiongye Jin & Jianing Zhang, 2023. "The Stock Performance of Green Bond Issuers During COVID-19 Pandemic: The Case of China," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 30(1), pages 211-230, March.
- Tan, Xiujie & Dong, Hanmin & Liu, Yishuang & Su, Xin & Li, Zixian, 2022. "Green bonds and corporate performance: A potential way to achieve green recovery," Renewable Energy, Elsevier, vol. 200(C), pages 59-68.
- Ben Ameur, Hachmi & Ftiti, Zied & Louhichi, Waël & Yousfi, Mohamed, 2024. "Do green investments improve portfolio diversification? Evidence from mean conditional value-at-risk optimization," International Review of Financial Analysis, Elsevier, vol. 94(C).
- Doğan, Buhari & Trabelsi, Nader & Tiwari, Aviral Kumar & Ghosh, Sudeshna, 2023. "Dynamic dependence and causality between crude oil, green bonds, commodities, geopolitical risks, and policy uncertainty," The Quarterly Review of Economics and Finance, Elsevier, vol. 89(C), pages 36-62.
- Lucey, Brian & Ren, Boru, 2023. "Time-varying tail risk connectedness among sustainability-related products and fossil energy investments," Energy Economics, Elsevier, vol. 126(C).
- Akhtaruzzaman, Md & Banerjee, Ameet Kumar & Boubaker, Sabri & Moussa, Faten, 2023.
"Does green improve portfolio optimisation?,"
Energy Economics, Elsevier, vol. 124(C).
- M. Akhtaruzzaman & A.K. Banerjee & S. Boubaker & F. Moussa, 2023. "Does Green Improve Portfolio Optimisation?," Post-Print hal-04435509, HAL.
- Yuan, Mingqing, 2024. "Beyond green bonds: Stock market reactions to ESG bond announcements and issuances in Japan," MPRA Paper 120943, University Library of Munich, Germany.
- Guorong Chen & Shiyi Fang & Qibo Chen & Yun Zhang, 2023. "Risk Spillovers and Network Connectedness between Clean Energy Stocks, Green Bonds, and Other Financial Assets: Evidence from China," Energies, MDPI, vol. 16(20), pages 1-21, October.
- Helmi, Mohamad Husam & Elsayed, Ahmed H. & Khalfaoui, Rabeh, 2024. "The impact of geopolitical risk on sustainable markets: A quantile-time-frequency analysis," Finance Research Letters, Elsevier, vol. 64(C).
- Yousaf, Imran & Suleman, Muhammad Tahir & Demirer, Riza, 2022. "Green investments: A luxury good or a financial necessity?," Energy Economics, Elsevier, vol. 105(C).
- Nguyen, Thi Thu Ha & Naeem, Muhammad Abubakr & Balli, Faruk & Balli, Hatice Ozer & Vo, Xuan Vinh, 2021. "Time-frequency comovement among green bonds, stocks, commodities, clean energy, and conventional bonds," Finance Research Letters, Elsevier, vol. 40(C).
- Braga, Joao Paulo & Semmler, Willi & Grass, Dieter, 2021. "De-risking of green investments through a green bond market – Empirics and a dynamic model," Journal of Economic Dynamics and Control, Elsevier, vol. 131(C).
- Wei, Yu & Shi, Chunpei & Zhou, Chunyan & Wang, Qian & Liu, Yuntong & Wang, Yizhi, 2024. "Market volatilities vs oil shocks: Which dominate the relative performance of green bonds?," Energy Economics, Elsevier, vol. 136(C).
- Dutta, Anupam & Bouri, Elie & Noor, Md Hasib, 2021. "Climate bond, stock, gold, and oil markets: Dynamic correlations and hedging analyses during the COVID-19 outbreak," Resources Policy, Elsevier, vol. 74(C).
- Hao Dong & Tao Li, 2023. "Climate Economics and Finance: A Literature Review," Climate Economics and Finance, Anser Press, vol. 1(1), pages 29-45, November.
- Vasundhara Saravade & Olaf Weber, 2020. "An Institutional Pressure and Adaptive Capacity Framework for Green Bonds: Insights from India’s Emerging Green Bond Market," World, MDPI, vol. 1(3), pages 1-25, November.
- Rim El Khoury & Nohad Nasrallah & Khaled Hussainey & Rima Assaf, 2023. "Spillover analysis across FinTech, ESG, and renewable energy indices before and during the Russia–Ukraine war: International evidence," Post-Print hal-04564870, HAL.
- Al Mamun, Md & Boubaker, Sabri & Hossain, Md Zakir & Manita, Riadh, 2024.
"Female political empowerment and green finance,"
Energy Economics, Elsevier, vol. 131(C).
- Md Al Mamun & Sabri Boubaker & Md Zakir Hossain & Riadh Manita, 2024. "Female political empowerment and green finance," Post-Print hal-04454783, HAL.
- Tang, Yumei & Chen, Xihui Haviour & Sarker, Provash Kumer & Baroudi, Sarra, 2023. "Asymmetric effects of geopolitical risks and uncertainties on green bond markets," Technological Forecasting and Social Change, Elsevier, vol. 189(C).
- Chaofeng Tang & Kentaka Aruga & Yi Hu, 2023. "The Dynamic Correlation and Volatility Spillover among Green Bonds, Clean Energy Stock, and Fossil Fuel Market," Sustainability, MDPI, vol. 15(8), pages 1-23, April.
- Uddin, Gazi Salah & Jayasekera, Ranadeva & Park, Donghyun & Luo, Tianqi & Tian, Shu, 2022. "Go green or stay black: Bond market dynamics in Asia," International Review of Financial Analysis, Elsevier, vol. 81(C).
- Guglielmo Maria Caporale & Nicola Spagnolo, 2024.
"US municipal green bonds and financial integration,"
Chapters, in: Guglielmo M. Caporale (ed.), Handbook of Financial Integration, chapter 8, pages 192-205,
Edward Elgar Publishing.
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