Hedging the climate change risks of China's brown assets: Green assets or precious metals?
J Li, X Yao, H Wang, W Le - International Review of Economics & Finance, 2024 - Elsevier
A large discrepancy exists between the dire impact of climate change projected by most
natural scientists and the modest estimates of damages calculated by mainstream …
natural scientists and the modest estimates of damages calculated by mainstream …
[HTML][HTML] ESG stock markets and clean energy prices prediction: Insights from advanced machine learning
In the post-Paris agreement, the clean energy market has grown significantly due to its
undeniable environmental sustainability. Therefore, this study aims to predict clean energy …
undeniable environmental sustainability. Therefore, this study aims to predict clean energy …
Dynamic spillovers between Shanghai crude oil futures and China's green markets: Evidence from quantile-on-quantile connectedness approach
M Liu, H Liu, W Ping - Economic Analysis and Policy, 2025 - Elsevier
This paper provides a preliminary investigation of the dynamic relationship between crude
oil and different green assets by examining the spillover effects between the Shanghai crude …
oil and different green assets by examining the spillover effects between the Shanghai crude …
Unraveling asymmetrical spillover effects originating from China's green finance markets: Insights from asymmetric TVP-VAR and interpretable machine learning
D Zhang, C Tang, P Tang - Journal of Environmental Management, 2025 - Elsevier
This study combines an asymmetric TVP-VAR model with interpretable machine learning
algorithms to confirm the presence of asymmetries in spillover effects within China's green …
algorithms to confirm the presence of asymmetries in spillover effects within China's green …