Are clean energy markets hedges for stock markets? A tail quantile connectedness regression
Acknowledging the long-term potential of alternative energy sources, this paper examines
the quantile frequency connectedness between clean energy markets and international …
the quantile frequency connectedness between clean energy markets and international …
Spillover and risk transmission between the term structure of the US interest rates and Islamic equities
This study examines the spillover between the US yield curve components and return and
volatility spillovers of ten Islamic equity sectoral indices. Our static analysis shows that level …
volatility spillovers of ten Islamic equity sectoral indices. Our static analysis shows that level …
From dotcom to Covid-19: A convergence analysis of Islamic investments
This paper goes beyond the extant comparisons of Islamic and conventional investments by
econometrically assessing their convergence dynamics, in a dataset spanning over 1996 …
econometrically assessing their convergence dynamics, in a dataset spanning over 1996 …
[HTML][HTML] Examining time–frequency quantile dependence between green bond and green equity markets
In the context of the rapidly growing demand for green investments and the need to combat
climate change, this study contributes to the emerging literature on green investments by …
climate change, this study contributes to the emerging literature on green investments by …
Connectedness between green bonds, conventional bonds, oil, heating oil, natural gas, and petrol: new evidence during bear and bull market scenarios
This study examines the spillovers between US green bonds, non-green bonds (10-year US
Treasuries) and four major energy markets-West Texas Intermediate (WTI) crude oil, heating …
Treasuries) and four major energy markets-West Texas Intermediate (WTI) crude oil, heating …
Oil, gold and international stock markets: Extreme spillovers, connectedness and its determinants
This study examines the lower and upper return spillovers and connectedness between
important commodity (crude oil and gold) and main international stock markets using the …
important commodity (crude oil and gold) and main international stock markets using the …
[HTML][HTML] Is the performance of the companies operating in the participation index in the Turkish economy affected by the macroeconomic perspective?
P Avcı, SS Sarıgül - Journal of Ekonomi, 2022 - dergipark.org.tr
This study aims to examine whether the participation index performance in the Turkish
economy is going well in terms of macroeconomic factors over the period of January …
economy is going well in terms of macroeconomic factors over the period of January …
Time-varying causality and correlations between spot and futures prices of natural gas, crude oil, heating oil, and gasoline
This paper examines the time-varying Granger causality between spot and futures prices of
petroleum (oil, gasoline, and heating oil) and natural gas markets. The methodology …
petroleum (oil, gasoline, and heating oil) and natural gas markets. The methodology …
Extreme dynamic connectedness and hedging strategy across commodity, bond, currency, and stock markets: Evidence from Asian Pacific, Canada, Mexico, and US …
This study investigates the interconnections among green bonds, non-green bonds, the US
Dollar Index, precious metals (gold and silver), the Dow Jones Commodity Index (DJCI), and …
Dollar Index, precious metals (gold and silver), the Dow Jones Commodity Index (DJCI), and …
Extreme Connectedness Across Chinese Stock and Commodity Futures Markets
This study examines the price spillovers and connectedness among stock markets, the
Shanghai Stock Exchange Composite (SSEC) index, Hang Seng index, Shenzhen Stock …
Shanghai Stock Exchange Composite (SSEC) index, Hang Seng index, Shenzhen Stock …