Environmental sustainability is jeopardized if global greenhouse gas pollution and
biodiversity depletion increase. Achieving sustainable production and greener growth has …

By combining the traditional Diebold–Yilmaz (2012, 2014) spillover index with the quantile
method, we study the extreme spillovers among fossil energy, clean energy, and metals …

Environmental taxes and pollution reduction have been the subject of several studies. By
factoring the costs of pollution and other environmental costs into pricing, environmental …

As global economic activities expand, ecological deterioration has become an increasingly
pressing issue. Achieving the Sustainable Development Goals (SDGs) require striking a …

This study explores the predictability of geopolitical risk (GPR) on oil market volatility using
autoregressive Markov-regime switching model, and obtains several remarkable findings …

The study investigates static and dynamic returns spillover effects between metal (gold,
silver, copper and aluminum), energy (oil, natural gas and coal) and carbon markets in …

In this paper, we examine the role of United States Economic Policy Uncertainty (US EPU)
on the connectedness between bitcoin and precious metals using both dynamic spillover …

Using daily price data for Bitcoin and 10 representative financial assets from the stock,
commodity, gold, foreign exchange and bond markets from 2011 to 2019, we study the tail …

Economic policies play a vital role in shaping economic development of an economy, and
any uncertainty in the policies slows down its development process. Several factors are …

Driven by the importance of oil price, exchange rate and gold price in the world economy,
we investigate asymmetric volatility spillovers and dynamic correlations between crude oil …