We analyze return and volatility connectedness of the rising green asset and the well-
established US industry stock and commodity markets from September 2010 to July 2021 …

The surmounted environmental and energy challenges have motivated this study to explore
the connectedness nexus between oil/renewable energy and stock markets for oil-exporting …

In this study, I improve the assessment of asymmetry in volatility spillovers, and define six
asymmetric spillover indexes. Employing Diebold-Yilmaz spillover index, network analysis …

This paper examines whether green assets can hedge against economic policy uncertainty
(EPU) via asymmetric time-varying connectedness and EGARCH models. Using daily data …

We examine volatility connectedness of 11 sectoral indices in the US using daily data from
January 01, 2013 to December 31, 2020. We employ the connectedness measures of …

Focusing on raising climate concerns and sustaining a clean ecosystem, the current study
strives to examine the connectedness of clean energy markets with conventional energy …

This article is the first one to examine the moderating role of bitcoin sentiment indices on the
short term and long-term time–frequency-based good and bad network connectedness of all …

This article accounts for the impact of positive and negative shocks of the news-related
Climate Policy Uncertainty (CPU) and the novel Economist Intelligence Unit's report-based …

This paper aims to investigate the impacts of the COVID-19 pandemic and Russia-Ukraine
war on the interconnectedness between the US and China stock markets, major …

The study quantified the systemic risk spillovers between top 10 US industries using
conditional value-at-risk in a network context by calibrating the marginal effects of a quantile …