IDEAS home Printed from https://ideas.repec.org/r/eee/glofin/v51y2022ics1044028321000909.html
   My bibliography  Save this item

Dynamic spillover effects among green bond, renewable energy stocks and carbon markets during COVID-19 pandemic: Implications for hedging and investments strategies

Citations

Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
as


Cited by:

  1. 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).
  2. Pham, Son D. & Nguyen, Thao T.T. & Do, Hung X., 2024. "Impact of climate policy uncertainty on return spillover among green assets and portfolio implications," Energy Economics, Elsevier, vol. 134(C).
  3. 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.
  4. Sohag, Kazi & Sokolova, Yulia & Vilamová, Šárka & Blueschke, Dmitri, 2023. "Volatility transmission from critical minerals prices to green investments," Resources Policy, Elsevier, vol. 82(C).
  5. Yugang He & Ziqian Zhang, 2022. "Energy and Economic Effects of the COVID-19 Pandemic: Evidence from OECD Countries," Sustainability, MDPI, vol. 14(19), pages 1-13, September.
  6. Zhou, Yuqin & Wu, Shan & Zhang, Zeyi, 2022. "Multidimensional risk spillovers among carbon, energy and nonferrous metals markets: Evidence from the quantile VAR network," Energy Economics, Elsevier, vol. 114(C).
  7. Wei, Yu & Wang, Yizhi & Vigne, Samuel A. & Ma, Zhenyu, 2023. "Alarming contagion effects: The dangerous ripple effect of extreme price spillovers across crude oil, carbon emission allowance, and agriculture futures markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 88(C).
  8. Lee, Chien-Chiang & Wang, Fuhao & Lou, Runchi, 2022. "Digital financial inclusion and carbon neutrality: Evidence from non-linear analysis," Resources Policy, Elsevier, vol. 79(C).
  9. Billah, Mabruk & Hadhri, Sinda & Balli, Faruk & Sahabuddin, Mohammad, 2024. "Exploring the dynamic links, implications for hedging and investment strategies between Sukuk and commodity market volatility: Evidence from country level analysis," International Review of Economics & Finance, Elsevier, vol. 93(PA), pages 350-371.
  10. Ozkan, Oktay & Sunday Adebayo, Tomiwa & Usman, Ojonugwa, 2024. "Dynamic connectedness of clean energy markets, green markets, and sustainable markets: The role of climate policy uncertainty," Energy, Elsevier, vol. 303(C).
  11. 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).
  12. Liu, Fangying & Qin, Chuan & Qin, Meng & Stefea, Petru & Norena-Chavez, Diego, 2024. "Geopolitical risk: An opportunity or a threat to the green bond market?," Energy Economics, Elsevier, vol. 131(C).
  13. Emmanuel Joel Aikins Abakah & Aviral Kumar Tiwari & Imhotep Paul Alagidede & Shawkat Hammoudeh, 2023. "Nonlinearity in the causality and systemic risk spillover between the OPEC oil and GCC equity markets: a pre- and post-financial crisis analysis," Empirical Economics, Springer, vol. 65(3), pages 1027-1103, September.
  14. Wang, Zi-Xin & Liu, Bing-Yue & Fan, Ying, 2023. "Network connectedness between China's crude oil futures and sector stock indices," Energy Economics, Elsevier, vol. 125(C).
  15. Bai, Lan & Wei, Yu & Zhang, Jiahao & Wang, Yizhi & Lucey, Brian M., 2023. "Diversification effects of China's carbon neutral bond on renewable energy stock markets: A minimum connectedness portfolio approach," Energy Economics, Elsevier, vol. 123(C).
  16. Chang, Lei & Moldir, Mukan & Zhang, Yuan & Nazar, Raima, 2023. "Asymmetric impact of green bonds on energy efficiency: Fresh evidence from quantile estimation," Utilities Policy, Elsevier, vol. 80(C).
  17. Mensi, Walid & Ko, Hee-Un & Sensoy, Ahmet & Kang, Sang Hoon, 2024. "Higher-order moment connectedness between stock and commodity markets and portfolio management," Resources Policy, Elsevier, vol. 89(C).
  18. Zhao, Congyu & Wang, Jianda & Dong, Kangyin & Wang, Kun, 2023. "How does renewable energy encourage carbon unlocking? A global case for decarbonization," Resources Policy, Elsevier, vol. 83(C).
  19. Charalampos Basdekis & Apostolos G. Christopoulos & Ioannis Katsampoxakis & Stylianos Xanthopoulos, 2024. "Trends and Challenges after the Impact of COVID-19 and the Energy Crisis on Financial Markets," Energies, MDPI, vol. 17(15), pages 1-14, August.
  20. Dogan, Eyup & Madaleno, Mara & Taskin, Dilvin & Tzeremes, Panayiotis, 2022. "Investigating the spillovers and connectedness between green finance and renewable energy sources," Renewable Energy, Elsevier, vol. 197(C), pages 709-722.
  21. Ben Amar, Amine & Bouattour, Mondher & Bellalah, Makram & Goutte, Stéphane, 2023. "Shift contagion and minimum causal intensity portfolio during the COVID-19 and the ongoing Russia-Ukraine conflict," Finance Research Letters, Elsevier, vol. 55(PA).
  22. Banerjee, Ameet Kumar & Pradhan, H.K. & Sensoy, Ahmet & Goodell, John W., 2024. "Assessing the US financial sector post three bank collapses: Signals from fintech and financial sector ETFs," International Review of Financial Analysis, Elsevier, vol. 91(C).
  23. 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).
  24. Jiang, Wei & Dong, Lingfei & Liu, Xinyi, 2023. "How does COVID-19 affect the spillover effects of green finance, carbon markets, and renewable/non-renewable energy markets? Evidence from China," Energy, Elsevier, vol. 281(C).
  25. Munir Khamis & Dalal Aassouli, 2023. "The Eligibility of Green Bonds as Safe Haven Assets: A Systematic Review," Sustainability, MDPI, vol. 15(8), pages 1-27, April.
  26. 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).
  27. Jiasheng Yu & Maojun Zhang & Ruoyu Liu & Guodong Wang, 2023. "Dynamic Effects of Climate Policy Uncertainty on Green Bond Volatility: An Empirical Investigation Based on TVP-VAR Models," Sustainability, MDPI, vol. 15(2), pages 1-17, January.
  28. Guo, Xiaozhu & Wang, Yi & Hao, Yixue & Zhang, Wenwen, 2023. "Spillover effect among carbon bond market, carbon stock market and energy stock market: Evidence from China," Finance Research Letters, Elsevier, vol. 58(PC).
  29. Gabauer, David & Chatziantoniou, Ioannis & Stenfors, Alexis, 2023. "Model-free connectedness measures," Finance Research Letters, Elsevier, vol. 54(C).
  30. Nur Dwiana Sari Saudi & Indraswati Tri Abdi Reviane & Abdul Hamid Paddu & Grisvia Agustin & Fitriwati Djam'an & Sabbar Dahham Sabbar, 2024. "Carbon Neutrality and Sustainable Development: An Empirical Study of Indonesia’s Renewable Energy Adoption," International Journal of Energy Economics and Policy, Econjournals, vol. 14(4), pages 526-537, July.
  31. Huang, Zishan & Zhu, Huiming & Hau, Liya & Deng, Xi, 2023. "Time-frequency co-movement and network connectedness between green bond and financial asset markets: Evidence from multiscale TVP-VAR analysis," The North American Journal of Economics and Finance, Elsevier, vol. 67(C).
  32. Gao, Yang & Zhou, Yueyi & Zhao, Longfeng, 2024. "Quantile interdependence and network connectedness between China's green financial and energy markets," Economic Analysis and Policy, Elsevier, vol. 81(C), pages 1148-1177.
  33. Chang, Lei & Taghizadeh-Hesary, Farhad & Chen, Huangen & Mohsin, Muhammad, 2022. "Do green bonds have environmental benefits?," Energy Economics, Elsevier, vol. 115(C).
  34. Chen, Yongfei & Wei, Yu & Bai, Lan & Zhang, Jiahao & Wang, Zhuo, 2023. "Connectedness and hedging effects among China's nonferrous metal, crude oil and green bond markets: An extreme perspective," Finance Research Letters, Elsevier, vol. 58(PA).
  35. Haiwen Zhao & Miao Yu & Juan Meng & Yonghong Jiang, 2024. "Examining the Spillover Effects of Renewable Energy Policies on China’s Traditional Energy Industries and Stock Markets," Energies, MDPI, vol. 17(11), pages 1-18, May.
  36. Ahmed, Walid M.A. & Sleem, Mohamed A.E., 2023. "Short- and long-run determinants of the price behavior of US clean energy stocks: A dynamic ARDL simulations approach," Energy Economics, Elsevier, vol. 124(C).
  37. Abakah, Emmanuel Joel Aikins & Tiwari, Aviral Kumar & Adekoya, Oluwasegun B. & Oteng-Abayie, Eric Fosu, 2023. "An analysis of the time-varying causality and dynamic correlation between green bonds and US gas prices," Technological Forecasting and Social Change, Elsevier, vol. 186(PA).
  38. Wei Jiang & Yanyu Zhang, 2023. "Carbon assets and Bitcoin: Hedging roles in global stock markets during the tranquil and turbulent periods?," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 43(9), pages 1183-1203, September.
  39. 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).
  40. Khalfaoui, Rabeh & Mefteh-Wali, Salma & Dogan, Buhari & Ghosh, Sudeshna, 2023. "Extreme spillover effect of COVID-19 pandemic-related news and cryptocurrencies on green bond markets: A quantile connectedness analysis," International Review of Financial Analysis, Elsevier, vol. 86(C).
  41. Huang, Xinya & Wang, Yufeng & Li, Houjian, 2024. "Exploring the asymmetric influence of economic policy uncertainty on the nonlinear relationship between exchange rate and carbon prices in China," The North American Journal of Economics and Finance, Elsevier, vol. 73(C).
  42. 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).
  43. 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).
  44. Zhao, Yihang & Zhou, Zhenxi & Zhang, Kaiwen & Huo, Yaotong & Sun, Dong & Zhao, Huiru & Sun, Jingqi & Guo, Sen, 2023. "Research on spillover effect between carbon market and electricity market: Evidence from Northern Europe," Energy, Elsevier, vol. 263(PF).
  45. 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).
  46. Emmanuel Joel Aikins Abakah & Aviral Kumar Tiwari & Chi‐Chuan Lee & Matthew Ntow‐Gyamfi, 2023. "Quantile price convergence and spillover effects among Bitcoin, Fintech, and artificial intelligence stocks," International Review of Finance, International Review of Finance Ltd., vol. 23(1), pages 187-205, March.
  47. Amedeo Argentiero & Giovanni Bonaccolto & Giulio Pedrini, 2024. "Green finance: Evidence from large portfolios and networks during financial crises and recessions," Corporate Social Responsibility and Environmental Management, John Wiley & Sons, vol. 31(3), pages 2474-2495, May.
  48. Jing Liu & Xin Ding & Xiaoqian Song & Tao Dong & Aiwen Zhao & Mi Tan, 2023. "Research on the Spillover Effect of China’s Carbon Market from the Perspective of Regional Cooperation," Energies, MDPI, vol. 16(2), pages 1-17, January.
  49. Zhang, Xinyue & Guo, Xiaopeng & Zhang, Xingping, 2023. "Bidding modes for renewable energy considering electricity-carbon integrated market mechanism based on multi-agent hybrid game," Energy, Elsevier, vol. 263(PA).
  50. Nini Johana Marín-Rodríguez & Juan David González-Ruiz & Alejandro Valencia-Arias, 2023. "Incorporating Green Bonds into Portfolio Investments: Recent Trends and Further Research," Sustainability, MDPI, vol. 15(20), pages 1-32, October.
  51. Cheng, Hui-Ching & Shu, Ming-Hung & Huang, Jui-Chan, 2024. "Economic strategies for efficient use of natural resources: The impact of carbon taxation and fiscal policy," Resources Policy, Elsevier, vol. 92(C).
  52. Tian, Tingting & Lai, Kee-hung & Wong, Christina W.Y., 2022. "Connectedness mechanisms in the “Carbon-Commodity-Finance” system: Investment and management policy implications for emerging economies," Energy Policy, Elsevier, vol. 169(C).
  53. Sofia Karagiannopoulou & Grigoris Giannarakis & Emilios Galariotis & Constantin Zopounidis & Nikolaos Sariannidis, 2022. "The Impact of Dow Jones Sustainability Index, Exchange Rate and Consumer Sentiment Index on Carbon Emissions," Sustainability, MDPI, vol. 14(19), pages 1-19, September.
  54. Abakah, Emmanuel Joel Aikins & Nasreen, Samia & Tiwari, Aviral Kumar & Lee, Chien-Chiang, 2023. "U.S. leveraged loan and debt markets: Implications for optimal portfolio and hedging," International Review of Financial Analysis, Elsevier, vol. 87(C).
  55. Naeem, Muhammad Abubakr & Karim, Sitara & Uddin, Gazi Salah & Junttila, Juha, 2022. "Small fish in big ponds: Connections of green finance assets to commodity and sectoral stock markets," International Review of Financial Analysis, Elsevier, vol. 83(C).
  56. Tiago Trancoso & Sofia Gomes, 2024. "Green Shocks: The Spillover Effects of Green Equity Indices on Global Market Dynamics," Economies, MDPI, vol. 12(4), pages 1-16, April.
  57. Jing Deng & Jingxuan Lu & Yujie Zheng & Xiaoyun Xing & Cheng Liu & Tao Qin, 2022. "The Impact of the COVID-19 Pandemic on the Connectedness between Green Industries and Financial Markets in China: Evidence from Time-Frequency Domain with Portfolio Implications," Sustainability, MDPI, vol. 14(20), pages 1-24, October.
  58. Kong, Fanna & Gao, Zhuoqiong & Oprean-Stan, Camelia, 2023. "Green bond in China: An effective hedge against global supply chain pressure?," Energy Economics, Elsevier, vol. 128(C).
  59. Wang, Benke & Li, Chunhua & Ban, Yongshuang & Zhao, Zeming & Wang, Zengxu, 2024. "A two-tier bidding model considering a multi-stage offer‑carbon joint incentive clearing mechanism for coupled electricity and carbon markets," Applied Energy, Elsevier, vol. 368(C).
  60. Adekoya, Oluwasegun B. & Oliyide, Johnson A. & Yaya, OlaOluwa S. & Al-Faryan, Mamdouh Abdulaziz Saleh, 2022. "Does oil connect differently with prominent assets during war? Analysis of intra-day data during the Russia-Ukraine saga," Resources Policy, Elsevier, vol. 77(C).
  61. Andrés Alonso-Robisco & José Manuel Carbó & José Manuel Marqués, 2023. "Machine Learning methods in climate finance: a systematic review," Working Papers 2310, Banco de España.
  62. Wang, Kai-Hua & Wen, Cui-Ping & Liu, Hong-Wen & Liu, Lu, 2023. "Promotion or hindrance? Exploring the bidirectional causality between geopolitical risk and green bonds from an energy perspective," Resources Policy, Elsevier, vol. 85(PB).
  63. Xiao, Xunyong & Li, Aixi & Kchouri, Bilal & Shan, Shan, 2024. "Tracing the dynamic impact of energy transitions on equity market volatility in an era of financial turbulence," Energy Economics, Elsevier, vol. 133(C).
  64. Li, Jianfeng & Yao, Xiaoyang & Sun, Guanglin & Li, Jinning & Le, Wei, 2023. "The impact of international carbon-related factors on China's new energy market: Based on different market conditions," Finance Research Letters, Elsevier, vol. 58(PB).
  65. Chen, Zhonglu & Zhang, Li & Weng, Chen, 2023. "Does climate policy uncertainty affect Chinese stock market volatility?," International Review of Economics & Finance, Elsevier, vol. 84(C), pages 369-381.
  66. Long, Shaobo & Tian, Hao & Li, Zixuan, 2022. "Dynamic spillovers between uncertainties and green bond markets in the US, Europe, and China: Evidence from the quantile VAR framework," International Review of Financial Analysis, Elsevier, vol. 84(C).
  67. Liu, Fangying & Su, Chi Wei & Tao, Ran & Umar, Muhammad, 2023. "The instability of U.S. economic policy: A hindrance or a stimulus to green financing?," Economic Analysis and Policy, Elsevier, vol. 80(C), pages 33-46.
  68. Mensi, Walid & Rehman, Mobeen Ur & Vo, Xuan Vinh, 2022. "Impacts of COVID-19 outbreak, macroeconomic and financial stress factors on price spillovers among green bond," International Review of Financial Analysis, Elsevier, vol. 81(C).
  69. 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).
  70. Lorente, Daniel Balsalobre & Mohammed, Kamel Si & Cifuentes-Faura, Javier & Shahzad, Umer, 2023. "Dynamic connectedness among climate change index, green financial assets and renewable energy markets: Novel evidence from sustainable development perspective," Renewable Energy, Elsevier, vol. 204(C), pages 94-105.
  71. 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.
  72. Su, Xianfang & Zhao, Yachao, 2023. "What has the strongest connectedness with clean energy? Technology, substitutes, or raw materials," Energy Economics, Elsevier, vol. 128(C).
  73. Wang, Xiong & Li, Jingyao & Ren, Xiaohang, 2022. "Asymmetric causality of economic policy uncertainty and oil volatility index on time-varying nexus of the clean energy, carbon and green bond," International Review of Financial Analysis, Elsevier, vol. 83(C).
  74. David Iheke Okorie & Boqiang Lin, 2024. "Global shocks and fiscal stimulus: a tale of an oil-dependent-exporting country," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 10(1), pages 1-37, December.
  75. Mesut Doğan & Sutbayeva Raikhan & Nurbossynova Zhanar & Bodaukhan Gulbagda, 2023. "Analysis of Dynamic Connectedness Relationships among Clean Energy, Carbon Emission Allowance, and BIST Indexes," Sustainability, MDPI, vol. 15(7), pages 1-13, March.
  76. 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).
  77. Wu, Ruirui & Qin, Zhongfeng, 2024. "Asymmetric volatility spillovers among new energy, ESG, green bond and carbon markets," Energy, Elsevier, vol. 292(C).
  78. Abakah, Emmanuel Joel Aikins & Brahim, Mariem & Carlotti, Jean-Etienne & Tiwari, Aviral Kumar & Mensi, Walid, 2024. "Extreme downside risk connectedness and portfolio hedging among the G10 currencies," International Economics, Elsevier, vol. 178(C).
  79. Banerjee, Ameet Kumar & Sensoy, Ahmet & Goodell, John W., 2024. "Connectivity and spillover during crises: Highlighting the prominent and growing role of green energy," Energy Economics, Elsevier, vol. 129(C).
  80. Lei, Heng & Xue, Minggao & Ye, Jing, 2024. "The nexus between ReFi, carbon, fossil energy, and clean energy assets: Quantile time–frequency connectedness and portfolio implications," Energy Economics, Elsevier, vol. 132(C).
  81. 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).
  82. Qi, Shaozhou & Pang, Lidong & Qi, Tianbai & Zhang, Xiaoling & Pirtea, Marilen Gabriel, 2024. "The correlation between the green bond market and carbon trading markets under climate change: Evidence from China," Technological Forecasting and Social Change, Elsevier, vol. 203(C).
  83. Cui, Jinxin & Maghyereh, Aktham, 2023. "Higher-order moment risk connectedness and optimal investment strategies between international oil and commodity futures markets: Insights from the COVID-19 pandemic and Russia-Ukraine conflict," International Review of Financial Analysis, Elsevier, vol. 86(C).
  84. Cui, Jinxin & Alshater, Muneer M. & Mensi, Walid, 2023. "Higher-order moment risk spillovers and optimal portfolio strategies in global oil markets," Resources Policy, Elsevier, vol. 86(PA).
  85. Wen, Fenghua & Wang, Kangsheng & Zeng, Aiqing, 2024. "Return spillover across the carbon market and financial markets: A quantile-based approach," Research in International Business and Finance, Elsevier, vol. 69(C).
  86. Emmanuel Joel Aikins Abakah & Guglielmo Maria Caporale & Luis A. Gil-Alana, 2022. "Cryptocurrencies, Technology Stocks, Covid-19 and US Policy Responses: A Fractional Integration Analysis," CESifo Working Paper Series 9624, CESifo.
  87. Guangxi Cao & Fei Xie, 2024. "Extreme risk spillovers across energy and carbon markets: Evidence from the quantile extended joint connectedness approach," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 29(2), pages 2155-2175, April.
  88. Raza, Syed Ali & Khan, Komal Akram & Benkraiem, Ramzi & Guesmi, Khaled, 2024. "The importance of climate policy uncertainty in forecasting the green, clean and sustainable financial markets volatility," International Review of Financial Analysis, Elsevier, vol. 91(C).
  89. Billah, Mabruk & Alam, Md Rafayet & Hoque, Mohammad Enamul, 2024. "Global uncertainty and the spillover of tail risk between green and Islamic markets: A time-frequency domain approach with portfolio implications," International Review of Economics & Finance, Elsevier, vol. 92(C), pages 1416-1433.
  90. 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).
  91. Anwer, Zaheer & Farid, Saqib & Khan, Ashraf & Benlagha, Noureddine, 2023. "Cryptocurrencies versus environmentally sustainable assets: Does a perfect hedge exist?," International Review of Economics & Finance, Elsevier, vol. 85(C), pages 418-431.
  92. Rao, Amar & Kumar, Satish & Gupta, Prashant & Dash, Saumya Ranjan, 2024. "Quantifying the impact of interest rate volatility on Asian energy companies: A comparative study of fossil and renewable sectors," Energy Economics, Elsevier, vol. 133(C).
  93. 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).
  94. Zhang, Wenting & He, Xie & Hamori, Shigeyuki, 2023. "The impact of the COVID-19 pandemic and Russia-Ukraine war on multiscale spillovers in green finance markets: Evidence from lower and higher order moments," International Review of Financial Analysis, Elsevier, vol. 89(C).
  95. 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).
  96. Banerjee, Ameet Kumar, 2024. "Environmental sustainability and the time-varying changing dynamics of green and brown energy ETFs," Finance Research Letters, Elsevier, vol. 62(PB).
  97. 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).
  98. 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).
  99. Daniel Stefan Armeanu & Stefan Cristian Gherghina & Jean Vasile Andrei & Camelia Catalina Joldes, 2022. "Modeling the impact of the COVID‐19 outbreak on environment, health sector and energy market," Sustainable Development, John Wiley & Sons, Ltd., vol. 30(5), pages 1387-1416, October.
  100. Zhang, Wenting & He, Xie & Hamori, Shigeyuki, 2022. "Volatility spillover and investment strategies among sustainability-related financial indexes: Evidence from the DCC-GARCH-based dynamic connectedness and DCC-GARCH t-copula approach," International Review of Financial Analysis, Elsevier, vol. 83(C).
  101. Shang, Jin & Hamori, Shigeyuki, 2024. "Quantile time-frequency connectedness analysis between crude oil, gold, financial markets, and macroeconomic indicators: Evidence from the US and EU," Energy Economics, Elsevier, vol. 132(C).
  102. Inzamam UI Haq & Hira Nadeem & Apichit Maneengam & Saowanee Samantreeporn & Nhan Huynh & Thasporn Kettanom & Worakamol Wisetsri, 2022. "Do Rare Earths and Energy Commodities Drive Volatility Transmission in Sustainable Financial Markets? Evidence from China, Australia, and the US," IJFS, MDPI, vol. 10(3), pages 1-22, September.
  103. Benlagha, Noureddine & Karim, Sitara & Naeem, Muhammad Abubakr & Lucey, Brian M. & Vigne, Samuel A., 2022. "Risk connectedness between energy and stock markets: Evidence from oil importing and exporting countries," Energy Economics, Elsevier, vol. 115(C).
  104. Naeem, Muhammad Abubakr & Karim, Sitara & Farid, Saqib & Tiwari, Aviral Kumar, 2022. "Comparing the asymmetric efficiency of dirty and clean energy markets pre and during COVID-19," Economic Analysis and Policy, Elsevier, vol. 75(C), pages 548-562.
  105. 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).
  106. 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.
  107. Banerjee, Ameet Kumar & Özer, Zeynep Sueda & Rahman, Molla Ramizur & Sensoy, Ahmet, 2024. "How does the time-varying dynamics of spillover between clean and brown energy ETFs change with the intervention of climate risk and climate policy uncertainty?," International Review of Economics & Finance, Elsevier, vol. 93(PA), pages 442-468.
  108. Abakah, Emmanuel Joel Aikins & Wali Ullah, GM & Adekoya, Oluwasegun B. & Osei Bonsu, Christiana & Abdullah, Mohammad, 2023. "Blockchain market and eco-friendly financial assets: Dynamic price correlation, connectedness and spillovers with portfolio implications," International Review of Economics & Finance, Elsevier, vol. 87(C), pages 218-243.
  109. 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.
  110. 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).
  111. Song, Feng & Cui, Jian & Yu, Yihua, 2022. "Dynamic volatility spillover effects between wind and solar power generations: Implications for hedging strategies and a sustainable power sector," Economic Modelling, Elsevier, vol. 116(C).
  112. Piotr Żuk & Paweł Żuk, 2024. "The role of trust, information and legal stability in the development of renewable energy: the analysis of non-economic factors affecting entrepreneurs’ investments in green energy in Poland," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, vol. 26(7), pages 18499-18534, July.
  113. Zhao, Zhen & Li, Xiangmin, 2024. "Social media and family investment behavior," Finance Research Letters, Elsevier, vol. 61(C).
  114. Lyu, Chenyan & Scholtens, Bert, 2022. "Is the Global Carbon Market Integrated? Return and Volatility Connectedness in ETS Systems," Working Papers 7-2022, Copenhagen Business School, Department of Economics, revised 08 Jun 2022.
  115. Zheng, Xiangjie, 2024. "Driving green transformation: Innovations and green innovations in natural resource markets," Resources Policy, Elsevier, vol. 89(C).
  116. Andreas Lichtenberger & Joao Paulo Braga & Willi Semmler, 2022. "Green Bonds for the Transition to a Low-Carbon Economy," Econometrics, MDPI, vol. 10(1), pages 1-31, March.
  117. 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.
  118. 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.
  119. 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).
  120. Nini Johana Marín-Rodríguez & Juan David González-Ruiz & Sergio Botero, 2023. "A Wavelet Analysis of the Dynamic Connectedness among Oil Prices, Green Bonds, and CO 2 Emissions," Risks, MDPI, vol. 11(1), pages 1-21, January.
  121. 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).
  122. Lee, Chi-Chuan & Zhang, Jian & Hou, Shanshuai, 2023. "The impact of regional renewable energy development on environmental sustainability in China," Resources Policy, Elsevier, vol. 80(C).
  123. 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.
  124. Yousaf, Imran & Jareño, Francisco & Martínez-Serna, María-Isabel, 2023. "Extreme spillovers between insurance tokens and insurance stocks: Evidence from the quantile connectedness approach," Journal of Behavioral and Experimental Finance, Elsevier, vol. 39(C).
  125. Oliyide, Johnson A. & Adekoya, Oluwasegun B. & Marie, Mohamed & Al-Faryan, Mamdouh Abdulaziz Saleh, 2023. "Green finance and commodities: Cross-market connectedness during different COVID-19 episodes," Resources Policy, Elsevier, vol. 85(PA).
IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.