This paper examines the time and frequency connectedness among electricity, carbon and
clean energy markets, and oil price demand and supply shocks. In doing so, we use the …

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 …

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 …

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 …