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 …

China is one of the most rapidly growing economies in the world and this growth is
underpinned by growing demand for natural resources to meet base and precious metals …

This paper investigates the volatility spillover effects and the dynamic relationships among
WTI crude oil, gold and the Chinese stock markets of new energy vehicle, environmental …

This research explores the causal relation among oil price, geopolitical risks, and green
bond index in the United States from December 2013 to January 2019. Unlike the …

In the context of the 4th industrial revolution, artificial intelligence (AI) and environmental
challenges, this study investigates the role of AI, robotics stocks and green bonds in portfolio …

We study price connectedness between the green bond and financial markets using a
structural vector autoregressive (VAR) model that captures direct and indirect transmission …

We examine co-movement between the green bond and financial markets, finding that the
green bond market couples with corporate and treasury bond markets and weakly co-moves …

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 …

With the increasing severe pollution, the new energy industry is greatly favored by the
government and investors. Using the static network connectedness method of Diebold and …

Against the backdrop of the COVID-19 pandemic, the study explores the hedging and safe-
haven potential of green bonds for conventional equity, fixed income, commodity, and forex …