The spillover effects among fossil fuel, renewables and carbon markets: evidence under the dual dilemma of climate change and energy crises
The environmental emergency and energy crisis are serious challenges exposed to Europe,
which results in a fundamental shift in the linkages regarding fossil fuel, renewable energy …
which results in a fundamental shift in the linkages regarding fossil fuel, renewable energy …
Systemic risk spillover across global and country stock markets during the COVID-19 pandemic
Uncovering the tail risk spillover among global financial markets helps provide a more
comprehensive understanding of the information transmission in extreme market conditions …
comprehensive understanding of the information transmission in extreme market conditions …
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 …
Asymmetric volatility spillover among Chinese sectors during COVID-19
Inter-sectoral volatility linkages in the Chinese stock market are understudied, especially
asymmetries in realized volatility connectedness, accounting for the catastrophic event …
asymmetries in realized volatility connectedness, accounting for the catastrophic event …
A survey on volatility fluctuations in the decentralized cryptocurrency financial assets
NA Kyriazis - Journal of Risk and Financial Management, 2021 - mdpi.com
This study is an integrated survey of GARCH methodologies applications on 67 empirical
papers that focus on cryptocurrencies. More sophisticated GARCH models are found to …
papers that focus on cryptocurrencies. More sophisticated GARCH models are found to …
Do global factors drive the interconnectedness among green, Islamic and conventional financial markets?
Do global factors drive the interconnectedness among green, Islamic and conventional financial
markets? | Emerald Insight Books and journals Case studies Expert Briefings Open Access …
markets? | Emerald Insight Books and journals Case studies Expert Briefings Open Access …
[HTML][HTML] Small fish in big ponds: Connections of green finance assets to commodity and sectoral stock markets
We analyze return and volatility connectedness of the rising green asset and the well-
established US industry stock and commodity markets from September 2010 to July 2021 …
established US industry stock and commodity markets from September 2010 to July 2021 …
The source of financial contagion and spillovers: An evaluation of the covid-19 pandemic and the global financial crisis
This study investigates the reaction of stock markets to the Covid-19 pandemic and the
Global Financial Crisis of 2008 (GFC) and compares their influence in terms of risk …
Global Financial Crisis of 2008 (GFC) and compares their influence in terms of risk …
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 …
Extreme directional spillovers between investor attention and green bond markets
This paper studies how the spillovers between investor attention and green bond
performance vary across normal and extreme market conditions. Using the quantile …
performance vary across normal and extreme market conditions. Using the quantile …