Motivated by lack of empirical research on volatility linkages among clean-energy stock
markets and fossil fuel markets during the recent Covid-19 pandemic, the study examines …

In the backdrop of the recent covid-19 pandemic there is a renewed interest to understand
the interlinkages between dirty and clean energies. In this regard, the study examines the co …

The academic literature on green energy equity markets has increased extensively over the
last decade due to growing concerns about climate change and the substantial flow of …

This paper examines the aspect pertaining to the returns connectedness between
renewable energy tokens, namely, Powerledger-POWR and WePower-WPR, and the fossil …

Existing studies rely on exogenous drivers to improve the accuracy of the volatility
forecasting of the least polluting fossil fuels, natural gas. However, the academic literature …

The global energy sector is in a period of transition, during which time it is expected that
renewable and low-carbon energy sources, such as wind and solar, will replace traditional …

This study investigates the determinants of the global renewable stocks index returns from
November 2003 to August 2022. The explanatory variables include global supply chain …

This paper examines the return and volatility connectedness among green finance markets
including the green bonds, clean energy and socially responsible stocks, especially …

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 …

The war in Ukraine and new sanctions imposed on Russia have affected commodity prices
and induced historic moves in exchange rate markets. In this paper, we examine the impact …