This study investigates the interconnections among green bonds, non-green bonds, the US
Dollar Index, precious metals (gold and silver), the Dow Jones Commodity Index (DJCI), and …

This study examines the spillover dynamics and interconnectedness amongst sustainability
indices, green bond markets, and oil price shocks. Using data from June 2013 to February …

The renewable energy market has developed into a distinct asset class that has garnered
significant attention from investors worldwide. This study investigates the connectedness …

This study investigates the sectoral expected uncertainty connectedness in emerging
markets across different frequencies and quantiles using the novel quantile time–frequency …

We used the quantile vector autoregressive (QVAR) dynamic connectedness framework to
examine whether leading stock markets in America and Europe would have any impact on …

This study utilizes data from the China Securities Index for the period from September 2017
to September 2022 and employs the quantile VAR model's connectedness measurement …

Purpose–The volatility spillover is crucial matter for policy makers and portfolio managers to
understand risk transmission between financial markets to understand where potential loss …

This study examines the volatility spillovers and the time-frequency dependence between
crude oil and stock sectors in the US and China using both wavelet coherence and …