This paper aims to measure the impact of COVID‐19 and changes in economic policy
uncertainty (EPU) on the US stock market volatility using Event Study, Stepwise Regression …

With many studies highlighting the heterogeneous impact of the COVID-19 pandemic on
different commodity markets, this study provides evidence of quantile connectedness …

We explore the time-frequency spillovers among carbon, fossil energy and clean energy
markets, and consider the casual effects of climate change attention. The spillover effects …

GDP, monetary variables, corruption, and uncertainty are crucial to energy policy decisions
in today's interrelated world. The global energy crisis, aggravated by rising energy prices …

We empirically investigate the impact of economic uncertainty related to global pandemics
on the volatility of the broad commodity price index as well as on the sub-indexes of crude …

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 frequent occurrence and diverse nature of black swan events in recent years, has
stimulated explosive growth in studies on different types of uncertainties. We propose the …

This research examines the impact of Hofstede's six cultural dimensions on 122 countries'
green economy and finds strong evidence that individualism, uncertainty avoidance, and …

Using high frequency data and connectedness measures based on a time-varying
parameter vector autoregression (TVP-VAR) model, we study dynamic connectedness …

This paper examines return and volatility spillover effects among the clean energy (electric
vehicles, solar and wind), electricity and 8 energy metals (silver, tin, nickel, cobalt, lead, zinc …