The environmental emergency and energy crisis are serious challenges exposed to Europe,
which results in a fundamental shift in the linkages regarding fossil fuel, renewable energy …

Motivated by lack of empirical research on volatility linkages among clean-energy stock
markets and fossil fuel markets during the recent Covid-19 pandemic, the study examines …

In the backdrop of the recent covid-19 pandemic there is a renewed interest to understand
the interlinkages between dirty and clean energies. In this regard, the study examines the co …

The academic literature on green energy equity markets has increased extensively over the
last decade due to growing concerns about climate change and the substantial flow of …

Previous studies point to the time-variation and asymmetry in the relationship between clean
energy stocks and crude oil markets, but there is a lack of evidence on the return spillovers …

This paper investigates the volatility spillover effects and the dynamic relationships among
WTI crude oil, gold and the Chinese stock markets of new energy vehicle, environmental …

The study in the age of the 4th industrial revolution examines the time and frequency domain
connectedness and spill-over among Fintech, green bonds, and cryptocurrencies. Using …

Investors' awareness of climate risks and attention to green investments are on the rise
especially after the Paris Agreement. It stands to reason that this rise in awareness has an …

Against the backdrop of the exponentially growing trend in green finance investments and
the calls for green recovery in the post-COVID world, this study presents the time-frequency …

This study investigates the determinants of the global renewable stocks index returns from
November 2003 to August 2022. The explanatory variables include global supply chain …