[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 …
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
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) …
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 …
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 …
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?
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 …
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 …
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
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 …
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 …
constantly improving information transmission mechanisms. With carbon assets becoming …