This study has been inspired by the emergence of socially responsible investment practices
in mainstream investment activity as it examines the transmission of return patterns between …

With many studies highlighting the heterogeneous impact of the COVID-19 pandemic on
different commodity markets, this study provides evidence of quantile connectedness …

Using the quantile connectedness approach for the median, lower, and upper quantiles, we
examine the return and volatility connectedness between energy and BRIC markets from …

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 …

Several economic and financial crises, as well as the recent health crisis, have driven major
shock spillover channels over stock markets. While various empirical studies have explored …

This study examines returns and volatility connectedness and spillover among carbon,
climate, and energy futures using TPV-VAR frequency connectedness approach with daily …

In this study we advance the understanding of the spillovers and connectedness network
among conventional and Islamic BRICS stock markets, cryptos (Bitcoin, Ethereum, Litecoin) …

The main focus of this research is to investigate the potential spillover effects between AI-
based stocks and tokens by using the quantile connectedness approach developed by Ando …

This study investigated time-frequency transmission and connectedness among green
indexes dealing with clean energy, environmental preservation, and technological …

This paper explores a fresh topic about the tail connectedness between decentralized-
lending/borrowing tokens and centralized-commercial bank stocks, regarded as substitutes …