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 …

In this study, we propose a novel quantile frequency connectedness approach that enables
the investigation of propagation mechanisms by virtue of quantile and frequency. This …

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 …

This paper examines the aspect pertaining to the returns connectedness between
renewable energy tokens, namely, Powerledger-POWR and WePower-WPR, and the fossil …

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 …

Using the quantile connectedness approach for the median, lower, and upper quantiles, we
examine the return and volatility connectedness between energy and BRIC markets from …

This study intends to investigate the impact of geopolitical uncertainty, proxied by the
geopolitical risk (GPR) index, on the volatility of renewable energy exchange traded funds …

This study examines how adverse geopolitical events influence the dynamics of crude oil
and clean energy markets. A vector smooth transition regression model is implemented to …

The unexpected Russian invasion of Ukraine created greater uncertainty about unrestricted
access to fossil commodities. Therefore, in response to the growing challenges of energy …

This study, for the first time in the literature, investigates the relationship between the ESG
index and investor sentiment for an emerging economy, India. The study establishes that the …