COVID-19 and finance scholarship: A systematic and bibliometric analysis
COVID-19 has posed unprecedented challenges to global finances because of its
unparalleled global scope, with both concomitant shocks as well as the likely altering of risk …
unparalleled global scope, with both concomitant shocks as well as the likely altering of risk …
A bibliometric review of financial market integration literature
We undertake a meta-literature review on the topic of financial market integration (FMI),
covering 260 articles from 1981 to 2021. Our review consists of quantitative analysis of …
covering 260 articles from 1981 to 2021. Our review consists of quantitative analysis of …
Time-frequency connectedness among clean-energy stocks and fossil fuel markets: Comparison between financial, oil and pandemic crisis
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 …
markets and fossil fuel markets during the recent Covid-19 pandemic, the study examines …
Co-movement between dirty and clean energy: A time-frequency perspective
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 interlinkages between dirty and clean energies. In this regard, the study examines the co …
Causality of geopolitical risk on food prices: Considering the Russo–Ukrainian conflict
Abstract As the Russo–Ukrainian conflict obstructs the vast wheat production of Ukraine, we
investigate the relationship over crises between geopolitical risk and prices of essential food …
investigate the relationship over crises between geopolitical risk and prices of essential food …
Interdependence of clean energy and green markets with cryptocurrencies
The adverse effects of the high-power energy consumption by cryptocurrencies on the
environment and sustainability have raised the interest of a large body of policymakers and …
environment and sustainability have raised the interest of a large body of policymakers and …
COVID–19 media coverage and ESG leader indices
This study examines the dynamic connectedness between COVID–19 media coverage
index (MCI) and ESG leader indices. Our findings provide evidence that MCI plays a role in …
index (MCI) and ESG leader indices. Our findings provide evidence that MCI plays a role in …
Asymmetric spillover and network connectedness between gold, BRENT oil and EU subsector markets
This study examines the dynamic asymmetric return spillovers between gold and oil
commodity futures and 22 European equity sectors using the Diebold and Yilmaz (2012) …
commodity futures and 22 European equity sectors using the Diebold and Yilmaz (2012) …
Extreme spillovers among fossil energy, clean energy, and metals markets: Evidence from a quantile-based analysis
J Chen, Z Liang, Q Ding, Z Liu - Energy Economics, 2022 - Elsevier
By combining the traditional Diebold–Yilmaz (2012, 2014) spillover index with the quantile
method, we study the extreme spillovers among fossil energy, clean energy, and metals …
method, we study the extreme spillovers among fossil energy, clean energy, and metals …
Return and volatility spillovers between energy and BRIC markets: Evidence from quantile connectedness
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 …
examine the return and volatility connectedness between energy and BRIC markets from …