We examine co-movement between the green bond and financial markets, finding that the green bond market couples with corporate and treasury bond markets and weakly co-moves …
This paper aims at investigating the frequency connectedness and cross-quantile dependence between green bond and green equity markets. By decomposing green bond …
This research investigates the dynamic dependence and causality relationship of the S&P Kensho Clean Energy (CE) and Cleantech (CT) indices with two green bond indices …
Renewable energy sources have significant socio-economic benefits. Usually, the investment in such ventures is financed by the states. However, the growing scale warrants …
Carbon allowances are a new class of financial instrument which aim to assist in limiting the extent and impact of global warming and climate change. The feedback mechanism in the …
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 …
Z Fu, Z Chen, A Sharif, U Razi - Resources Policy, 2022 - Elsevier
Sustainable economic growth is the prime concern of each country without compromising environmental sustainability. Therefore investors seek the opportunities such as investment …
Against the backdrop of the COVID-19 pandemic, the study explores the hedging and safe- haven potential of green bonds for conventional equity, fixed income, commodity, and forex …
X Wang, J Li, X Ren, R Bu, F Jawadi - Energy Economics, 2023 - Elsevier
The objective of this study is twofold. On the one hand, we investigate the dynamic correlations among the energy, clean energy, crude oil, and carbon markets using a DCC …