Dynamic connectedness among climate change index, green financial assets and renewable energy markets: Novel evidence from sustainable development …
This paper investigates the connectedness among the climate change index, green financial
assets, renewable energy markets, and geopolitical risk index from June 1, 2012 to June 13 …
assets, renewable energy markets, and geopolitical risk index from June 1, 2012 to June 13 …
Asymmetric effects of geopolitical risks and uncertainties on green bond markets
This paper examines the asymmetric effects of the United States Economic Policy
Uncertainty (USEPU), Geopolitical Threats (GPRT), Geopolitical Acts (GPRA), and the West …
Uncertainty (USEPU), Geopolitical Threats (GPRT), Geopolitical Acts (GPRA), and the West …
[HTML][HTML] The interrelationship between the carbon market and the green bonds market: Evidence from wavelet quantile-on-quantile method
The 26th edition of the United Nations climate change conference (COP26) underlines the
importance of financial products and markets related to “carbon”(eg, carbon and green bond …
importance of financial products and markets related to “carbon”(eg, carbon and green bond …
Dynamic spillover between traditional energy markets and emerging green markets: Implications for sustainable development
This study employs the time-varying vector parameter autoregression model and Diebold-
Yilmaz (2012, 2014) spillover approach to explore the static, net, dynamic and directional …
Yilmaz (2012, 2014) spillover approach to explore the static, net, dynamic and directional …
[HTML][HTML] Dependence structure and dynamic connectedness between green bonds and financial markets: Fresh insights from time-frequency analysis before and …
This paper examines the interdependence between green bonds and financial markets in
the time-frequency domain by utilizing the multivariate wavelet approach and dynamic …
the time-frequency domain by utilizing the multivariate wavelet approach and dynamic …
Do geopolitical risk, economic policy uncertainty, and oil implied volatility drive assets across quantiles and time-horizons?
This paper examines the impact of three global risk factors (geopolitical risk (GPR),
economic policy uncertainty (EPU), and crude oil volatility (OVX)) on the returns and …
economic policy uncertainty (EPU), and crude oil volatility (OVX)) on the returns and …
The role of the COVID-19 pandemic in time-frequency connectedness between oil market shocks and green bond markets: Evidence from the wavelet-based quantile …
This study contributes to the existing literature on the relationship between oil market shocks
and the green bond market by investigating the impact of the COVID-19 pandemic on their …
and the green bond market by investigating the impact of the COVID-19 pandemic on their …
Asymmetric effects of climate policy uncertainty, infectious diseases-related uncertainty, crude oil volatility, and geopolitical risks on green bond prices
H Tian, S Long, Z Li - Finance Research Letters, 2022 - Elsevier
Employing the nonlinear ARDL model, this paper examines the asymmetric effects of
Climate Policy Uncertainty (CPU), Infectious Disease Equity Market Volatility (IDEMV), the …
Climate Policy Uncertainty (CPU), Infectious Disease Equity Market Volatility (IDEMV), the …
Diversification effects of China's carbon neutral bond on renewable energy stock markets: A minimum connectedness portfolio approach
Socially responsible investment (SRI) is becoming increasingly popular in China, with the
announcement of carbon dioxide peaking by 2030 and carbon neutrality by 2060 (30–60 …
announcement of carbon dioxide peaking by 2030 and carbon neutrality by 2060 (30–60 …
Dynamic dependence and causality between crude oil, green bonds, commodities, geopolitical risks, and policy uncertainty
This study examines for the first time, to the best of our knowledge, the dynamic relationship
between crude oil market returns and four major indices from 2014M8 to 2021M2, namely …
between crude oil market returns and four major indices from 2014M8 to 2021M2, namely …