Extreme return and volatility connectedness among real estate tokens, REITs, and other assets: The role of global factors and portfolio implications

M Abdullah, D Adeabah, EJA Abakah, CC Lee - Finance Research Letters, 2023 - Elsevier
This paper examines extreme return and volatility connectedness among real estate tokens,
REITs, and other assets while accounting for global uncertainties' effect on connectedness …

Time-varying asymmetric spillovers among cryptocurrency, green and fossil-fuel investments

L Pham, TLD Huynh, W Hanif - Global Finance Journal, 2023 - Elsevier
Cryptocurrency is a financial innovation that brings many potential benefits, yet it has been
criticized for its negative environmental impacts. To fully reap the benefits from this financial …

Promotion or hindrance? Exploring the bidirectional causality between geopolitical risk and green bonds from an energy perspective

KH Wang, CP Wen, HW Liu, L Liu - Resources Policy, 2023 - Elsevier
This paper discusses the time-varying causalities between global geopolitical risk (GPR)
and green bonds (GBs) from the energy market perspective, with a sample period of 2012 …

Bitcoin trading, economic growth, energy use, and CO2 emissions: An advanced panel study of emerging market economies

H Hong, C Zhang - International Review of Economics & Finance, 2023 - Elsevier
Carbon dioxide emissions pose a severe threat to the global eco-system and human health,
yet at the same time the exponential growth of Bitcoin trading, unsustainable mode of current …

ESG equities and Bitcoin: responsible investment and risk management perspective

Y Kakinuma - International Journal of Ethics and Systems, 2023 - emerald.com
Purpose While an increasing number of investors value socially responsible investment
practices, Bitcoin has faced criticism for its carbon footprint resulting from excessive mining …

Correlation structure between fiat currencies and blockchain assets

EJA Abakah, GMW Ullah, M Abdullah, CC Lee… - Finance Research …, 2024 - Elsevier
This study examines the correlation between fiat currencies of the G7 and BRICS economies
and non-fungible tokens (NFTs) and decentralized finance (DeFi). We use quantile-on …

Does environmental policy matter for renewable energy production and economic activity? Evidence from Granger causality in quantiles

CC Lee, YY Li - Economic Analysis and Policy, 2024 - Elsevier
The rapid development of renewable energy and the increasing significance of
environmental policy have spurred scholarly interest in their economic and environmental …

Asymmetric dynamics between the Baltic Dry Index and financial markets during major global economic events

EJA Abakah, M Abdullah, B Dankwah… - The North American …, 2024 - Elsevier
This research investigates the asymmetric dependence of the Baltic Dry Index on
conventional financial markets during major global economic events in the period 1995 …

Asymmetric dynamics between cryptocurrency uncertainty and the oil and gold markets: evidence from Granger causality in quantiles

J Zhang, J Zhao, CC Lee - Applied Economics, 2024 - Taylor & Francis
This research examines the causal relationships between cryptocurrency uncertainty, the
price of crude oil, and the price of gold using weekly data from 30 December 2013, to 21 …

[HTML][HTML] Assessing the connectedness between cryptocurrency environment attention index and green cryptos, energy cryptos, and green financial assets

R Patel, M Gubareva, MZ Chishti - Research in International Business and …, 2024 - Elsevier
Using the cross-quantile & wavelet quantile correlation methods, we investigate the
connectedness between cryptocurrency environment attention index (ICEA) and green …