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Connectedness among El Niño-Southern Oscillation, carbon emission allowance, crude oil and renewable energy stock markets: Time- and frequency-domain evidence based on TVP-VAR model
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- 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.
- 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).
- Xie, Henglang & Bui, Wency Kher Thinng, 2024. "Impact of globalization and energy consumption on CO2 emissions in China: Implications for energy transition," Finance Research Letters, Elsevier, vol. 67(PB).
- Shi, Chunpei & Wei, Yu & Li, Xiafei & Liu, Yuntong, 2023. "Combination forecasts of China's oil futures returns based on multiple uncertainties and their connectedness with oil," Energy Economics, Elsevier, vol. 126(C).
- Zhang, Dongyang & Wang, Jinli & Wang, Yizhi, 2023. "Greening through centralization of environmental monitoring?," Energy Economics, Elsevier, vol. 123(C).
- 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).
- 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).
- Chu, Yihe & Li, Yujia & Che, Ming, 2024. "Population aging and the dynamics of the skill income gap: An analysis of a multiple mediation effect," Finance Research Letters, Elsevier, vol. 62(PB).
- 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).
- Yan, Wan-Lin & Cheung, Adrian (Wai Kong), 2024. "Connectedness among Chinese climate policy uncertainty, exchange rate, Chinese and international crude oil markets: Insights from time and frequency domain analyses of high order moments," The North American Journal of Economics and Finance, Elsevier, vol. 73(C).
- Huang, Wenyang & Zhao, Jianyu & Wang, Xiaokang, 2024. "Model-driven multimodal LSTM-CNN for unbiased structural forecasting of European Union allowances open-high-low-close price," Energy Economics, Elsevier, vol. 132(C).
- 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).
- Wang, Kai-Hua & Wen, Cui-Ping & Long, Hai & Moldovan, Nicoleta-Claudia, 2024. "Towards sustainable development: Exploring the spillover effects of green technology innovation on energy markets and economic cycles," Technological Forecasting and Social Change, Elsevier, vol. 203(C).
- Yu, Zhichao & Xie, Wenlan & Guo, Junjie & Yang, Zhongyu, 2024. "Green effect of energy transition policy: A quasi-natural experiment based on new energy demonstration cities," Finance Research Letters, Elsevier, vol. 66(C).
- Liang, Chao & Goodell, John W. & Li, Xiafei, 2024. "Impacts of carbon market and climate policy uncertainties on financial and economic stability: Evidence from connectedness network analysis," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 92(C).
- Gong, Zhenting & Chen, Yanbei & Zhang, He & Chen, Fan, 2024. "Tail risk connectedness in the Carbon-Finance nexus: Evidence from a quantile spillover approach in China," Finance Research Letters, Elsevier, vol. 67(PB).
- Huang, Wenyang & Gao, Tianxiao & Hao, Yun & Wang, Xiuqing, 2023. "Transformer-based forecasting for intraday trading in the Shanghai crude oil market: Analyzing open-high-low-close prices," Energy Economics, Elsevier, vol. 127(PA).
- Si Mohammed, K. & Mellit, A., 2023. "The relationship between oil prices and the indices of renewable energy and technology companies based on QQR and GCQ techniques," Renewable Energy, Elsevier, vol. 209(C), pages 97-105.
- 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).
- 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).
- Dai, Zhifeng & Hu, Juan & Liu, Xinheng & Yang, Mi, 2024. "ynamic time-domain and frequency-domain spillovers and portfolio strategies between climate change attention and energy-relevant markets," Energy Economics, Elsevier, vol. 134(C).
- Choi, Sun-Yong, 2024. "Sectoral responses to economic policy uncertainty and geopolitical risk in the US stock market," Journal of Multinational Financial Management, Elsevier, vol. 76(C).
- Liu, Siyuan & Zhang, Hanwen, 2024. "Governance quality and green growth: New empirical evidence from BRICS," Finance Research Letters, Elsevier, vol. 65(C).
- Ahmed, Walid M.A., 2024. "Attention to climate change and eco-friendly financial-asset prices: A quantile ARDL approach," Energy Economics, Elsevier, vol. 136(C).
- 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).
- Wang, Yunxiao & He, Ziwen & Zou, Jianke & Xie, Henglang & Bao, Junsong, 2024. "Energy transition for sustainable economy: What is the role of government governance and public concern?," Finance Research Letters, Elsevier, vol. 69(PA).
- He, Zhifang & Dong, Tianqi & Qian, Wanchuan & Xu, Wei, 2024. "Dynamic interactions among trade policy uncertainty, climate policy uncertainty, and crude oil prices," International Review of Economics & Finance, Elsevier, vol. 95(C).
- 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).
- Chen, Qianqian, 2024. "From concept to capital: Investigating the influence of green innovation on equity financing in BRICS economies," International Review of Financial Analysis, Elsevier, vol. 93(C).
- 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).
- 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).
- 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).
- Ghaemi Asl, Mahdi & Ben Jabeur, Sami, 2024. "Could the Russia-Ukraine war stir up the persistent memory of interconnectivity among Islamic equity markets, energy commodities, and environmental factors?," Research in International Business and Finance, Elsevier, vol. 69(C).
- Wang, Min & Su, Yuquan, 2023. "How Russian-Ukrainian geopolitical risks affect Chinese commodity and financial markets?," Finance Research Letters, Elsevier, vol. 56(C).