This paper examines the asymmetric effects of the United States Economic Policy
Uncertainty (USEPU), Geopolitical Threats (GPRT), Geopolitical Acts (GPRA), and the West …

Motivated by a lack of studies related to macro risk‐driven green bond markets, this paper
detects the tail dependence of the USA and China green bond markets on three uncertainty …

Employing the nonlinear ARDL model, this paper examines the asymmetric effects of
Climate Policy Uncertainty (CPU), Infectious Disease Equity Market Volatility (IDEMV), the …

This study investigates the long-and short-run effects of crude oil price (COP) and economic
policy uncertainty (EPU) on China's green bond index (GBI) using the quantile …

This research assesses the linkages among oil shocks, geopolitical uncertainties, and green
bond returns based on a structural vector autoregression framework for China from January …

The extant literature on green finance is mainly about its contribution to financing the
transition to a low-carbon economy and the benefits it has brought to financial market …

Economic policy uncertainty and particularly COVID-19 has stimulated the need to
investigate alternative avenues for policy risk management. In this context, this study …

This study investigates the effects of stock volatility, oil volatility, and economic policy
uncertainty (EPU) on green bonk returns, which would shed some light on the diversification …

Since its inception in 2007, the green bond market has experienced a compound growth
rate of 50% annually. In 2014, green bond issuance totaled USD 36.6 billion, more than …

This study examines the market for green bonds, which have been in the spotlight as an eco-
friendly investment product. We analyze the volatility dynamics and spillovers between the …