[HTML][HTML] Integration of the international carbon market: A time-varying analysis

C Lyu, B Scholtens - Renewable and Sustainable Energy Reviews, 2024 - Elsevier
Abstract Emission Trading Schemes (ETSs) have become vital for meeting global emission
reduction targets. They are gaining momentum, as witnessed by increasing market size and …

[HTML][HTML] Independent policy, dependent outcomes: A game of cross-country dominoes across European yield curves

A Stenfors, I Chatziantoniou, D Gabauer - Journal of International Financial …, 2022 - Elsevier
This study investigates the dynamic transmission mechanism between 2Y, 5Y and 10Y
interest rate swaps (IRS) for six European currencies (CHF, DKK, EUR, GBP, NOK and SEK) …

Asymmetric interactions among cutting-edge technologies and pioneering conventional and Islamic cryptocurrencies: fresh evidence from intra-day-based good and …

M Ghaemi Asl, D Roubaud - Financial Innovation, 2024 - Springer
This study examines the nexus between the good and bad volatilities of three technological
revolutions—financial technology (FinTech), the Internet of Things, and artificial intelligence …

The Volatility Relationship Among Financial Assets: TVP-VAR Model

B Erdoğan - International Journal of Business and Economic …, 2023 - dergipark.org.tr
In the post-pandemic period, intense fluctuations in interest rates, inflation, and prices were
observed in many countries around the world. This study was conducted to analyze the …

What drives the return and volatility spillover between DeFis and cryptocurrencies?

A Assaf, E Demir, O Ersan - International Journal of Finance & …, 2024 - Wiley Online Library
In this paper, we study the return and volatility connectedness between cryptocurrencies and
DeFi Tokens, considering the impact of different uncertainty indices on their connectivity …

Asymmetric Return Connectedness Among Indian Equity Sectors: Insights from Recent Global Disruptions

P Kushwaah, J Symss - Global Business Review, 2024 - journals.sagepub.com
This article aims to study asymmetric shock transmission among India's National Stock
Exchange sectoral indexes before and amid the COVID-19 crisis and the Russian–Ukraine …

Dynamic Interlinkages Between Precious Metal, Exchange Rate and Crude Oil: Evidence from an Extended TVP‑VAR Analysis

HM Ertugrul, O Polat, DÇ Yıldırım, A Açık - Computational Economics, 2024 - Springer
In this study, we examine the dynamic connectedness among precious metals, exchange
rates, and crude oil using daily data spanning from January 4, 2010, to May 10, 2023. To …

Is the Global Carbon Market Integrated? Return and Volatility Connectedness in ETS Systems

C Lyu, B Scholtens - Return and Volatility Connectedness in ETS …, 2022 - papers.ssrn.com
Emission trading Scheme (ETS) is gaining momentum with its increasing market size and
constantly improving information transmission mechanisms. With carbon assets becoming …