[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 …
Extreme connectedness between renewable energy tokens and fossil fuel markets
This paper examines the aspect pertaining to the returns connectedness between
renewable energy tokens, namely, Powerledger-POWR and WePower-WPR, and the fossil …
renewable energy tokens, namely, Powerledger-POWR and WePower-WPR, and the fossil …
[HTML][HTML] The effects of central bank digital currencies news on financial markets
Based on coverage of over 660m news stories from LexisNexis News & Business between
2015–2021, we provide two new indices around the growing area of Central Bank Digital …
2015–2021, we provide two new indices around the growing area of Central Bank Digital …
Nonlinear effects of climate policy uncertainty and financial speculation on the global prices of oil and gas
With the acceleration of global energy transition and financialization, intense climate policy
uncertainty and financial speculation have significant impacts on the global energy market …
uncertainty and financial speculation have significant impacts on the global energy market …
How do climate risk and clean energy spillovers, and uncertainty affect US stock markets?
R Khalfaoui, S Mefteh-Wali, JL Viviani… - … Forecasting and Social …, 2022 - Elsevier
In this study, we attempt to revisit how dependent the US stock market returns are on climate
change related risks (CCRR). In this regard, we use a spillover and connectedness network …
change related risks (CCRR). In this regard, we use a spillover and connectedness network …
Green innovation, resource price and carbon emissions during the COVID-19 times: New findings from wavelet local multiple correlation analysis
This paper investigates how oil price, COVID-19, and global energy innovation can affect
carbon emissions under time-and frequency-varying perspectives. We contribute to the …
carbon emissions under time-and frequency-varying perspectives. We contribute to the …
When bitcoin lost its position: cryptocurrency uncertainty and the dynamic spillover among cryptocurrencies before and during the COVID-19 pandemic
This paper examines the dynamic spillovers among the major cryptocurrencies under
different market conditions and accounts for the ongoing COVID-19 health crisis. We also …
different market conditions and accounts for the ongoing COVID-19 health crisis. We also …
Time and frequency domain connectedness analysis of the energy transformation under climate policy
On the issue of promoting energy structure transformation and response to climate changes,
the development of clean energy has also received more attention. Under the insufficient …
the development of clean energy has also received more attention. Under the insufficient …
Oil price shocks and exchange rate dynamics: Evidence from decomposed and partial connectedness measures for oil importing and exporting economies
This paper introduces a novel framework of partial connectedness measures to investigate
contagion dynamics between different types of oil price shocks and exchange rates. Oil price …
contagion dynamics between different types of oil price shocks and exchange rates. Oil price …
Dynamic spillovers between uncertainties and green bond markets in the US, Europe, and China: Evidence from the quantile VAR framework
S Long, H Tian, Z Li - International Review of Financial Analysis, 2022 - Elsevier
This paper investigates the quantile connectedness between uncertainties and green bonds
in the US, Europe, and China by using a quantile VAR model-based connectedness …
in the US, Europe, and China by using a quantile VAR model-based connectedness …