[HTML][HTML] Investigating volatility spillover of energy commodities in the context of the Chinese and European stock markets

MP Yadav, T Sharif, S Ashok, D Dhingra… - Research in International …, 2023 - Elsevier
This paper investigates spillover from energy commodities to Shanghai stock exchange and
European Stock market, and identifies possible risks transmission and portfolio …

An investigation on dynamic connectedness of commodity market with financial market during the Russia–Ukraine invasion

G Malhotra, MP Yadav, P Tandon… - … : An International Journal, 2024 - emerald.com
Purpose This study unravels an attempt to investigate the dynamic connectedness of agri-
commodity (wheat) of Russia with 10 financial markets of wheat importing counties during …

The resilience dynamics of energy ETF accessibility and stock market sentiment in China during the post-pandemic era

HT Yin, J Wen, H Yang, Y He, CP Chang - Energy Economics, 2025 - Elsevier
This paper investigates the dynamic interaction between energy ETF accessibility and stock
market sentiment through the lens of resilience during the post COVID-19 pandemic period …

Demystifying the time varying linkage among ESG compliant, fintech and artificial intelligence stocks

S Tabassum, LK Dhillon, MP Yadav, K Khan… - Journal of Accounting …, 2024 - emerald.com
Purpose This paper aims to analyze the time-varying dynamic connectedness among
environmental, social and governance (ESG)-compliant firms, Fintech-based firms and …

Volatility spillover effects between Indian stock market and global stock markets: A DCC-GARCH model

N Yadav, AB Singh, P Tandon - FIIB Business Review, 2023 - journals.sagepub.com
The present article empirically estimates the volatility spillover transmission in Indian equity
market represented by Sensex from world economies composite index (Euro Stoxx 50) …

Spillover effect of green bond with metal and bullion market

K Panwar, MP Yadav, N Puri - Asia-Pacific Financial Markets, 2023 - Springer
This paper examines the spillover of green bond with metal market and bullion market using
the daily observation from 16/06/2014 to 25/02/2022. The S&P Green Bond (GBD) is used to …

Quantifying the quantile connectedness among Memecoin, Halal ETF and ESG index

S Tabassum, U Rashid, MR Rabbani… - Journal of Islamic …, 2024 - emerald.com
Purpose The purpose of this paper is to examine the connectedness among Memecoin,
Halal exchange traded funds (ETF) and environmental, social and governance (ESG) …

[HTML][HTML] Co-movement between carbon emissions and forex market: A tale of COVID-19 outbreak and Russia-Ukraine invasion

R Nepal, MP Yadav, R Katoch, H Gupta, A Kumar - Resources Policy, 2024 - Elsevier
Carbon emissions, a fast-moving environmental problem, is truly becoming an overarching
international financial sensation. The carbon emission challenges faced during the COVID …

Exploring environmental and managerial impacts of crude oil volatility on QUAD financial markets: Insights into dynamic connectedness

MP Yadav, N Puri, P Bhatia, AP Shore - Journal of Environmental …, 2025 - Elsevier
Abstract The QUAD nations'(United States, India, Japan, and Australia) financial markets are
deeply integrated with global markets. The burgeoning surge of risk in global markets …

[HTML][HTML] Evaluating Growth and Crisis Risk Dynamics of Sustainable Climate Exchange-Traded Funds

A Ullah, X Liu, M Zeeshan, WU Shah - Sustainability, 2024 - mdpi.com
This study evaluates the dynamic risk spillovers and interconnectedness of environmental,
social, and governance exchange-traded funds (ESG-ETFs) markets during two significant …