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

This paper studies the tail dependence among carbon prices, green and non-green
cryptocurrencies. Using daily closing prices of carbon, green and non-green …

Inter-sectoral volatility linkages in the Chinese stock market are understudied, especially
asymmetries in realized volatility connectedness, accounting for the catastrophic event …

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 …

In this study, we present the evidence of dramatic changes in the structure and time-varying
patterns of volatility connectedness across equities and major commodities (oil, gold, silver …

Owing to the growing importance of socially responsible investments in the wake of climate
change mitigation goals, we estimate the asymmetric time-and frequency-spillovers between …

Petroleum markets encountered exceptional challenges during the outbreak period. In this
backdrop, the price dynamics in petroleum markets were also significantly influenced by …

This main contribution of this study is to examine the asymmetric connectedness among
green bonds and commodities in time-and frequency-domain using the spillover frameworks …

Green bonds (GB) are gaining a prominent role in sustainable development because of their
ability to fund environment-friendly projects. This study aims to investigate if investors can …

Oil shocks demonstrate an effective economic event in the face of several unprecedented
financial challenges. The current study endeavors to investigate the nexus between oil …