[HTML][HTML] The impact of Covid-19 and Russia–Ukraine war on the financial asset volatility: Evidence from equity, cryptocurrency and alternative assets
This study investigates the volatility and external shock persistence within the financial and
alternative assets markets during times of crises triggered by Covid-19 and the war in …
alternative assets markets during times of crises triggered by Covid-19 and the war in …
Understanding energy poverty drivers in Europe
This paper tackles the issue of energy poverty in an attempt to identify the key factors that
would enhance the affordability of energy services. We implement a set of recent panel data …
would enhance the affordability of energy services. We implement a set of recent panel data …
Measuring the extreme linkages and time-frequency co-movements among artificial intelligence and clean energy indices
H Zeng, MZ Abedin, X Zhou, R Lu - International Review of Financial …, 2024 - Elsevier
This is the first study analyzing the volatility connectedness and time-frequency
interdependence between AI index and clean energy index. Specifically, we use the QVAR …
interdependence between AI index and clean energy index. Specifically, we use the QVAR …
Does ESG impact systemic risk? Evidencing an inverted U-shape relationship for major energy firms
Following recent financial, health, and geopolitical events, concerns are growing regarding
the systemic risk of global energy companies. We assess the impact of environmental …
the systemic risk of global energy companies. We assess the impact of environmental …
[HTML][HTML] Inter-and intra-connectedness between energy, gold, Bitcoin, and Gulf cooperation council stock markets: New evidence from various financial crises
This study analyzes the inter-dependence of the oil, gold, Bitcoin (BTC), and Gulf
Cooperation Council stock markets during the recent Russia–Ukraine and Israel–Palestine …
Cooperation Council stock markets during the recent Russia–Ukraine and Israel–Palestine …
Does geopolitical uncertainty matter for the diffusion of clean energy?
This study revisits the determinants of renewable energy (RE) deployment, with an
emphasis on the role of recent adverse geopolitical events. We implement a panel vector …
emphasis on the role of recent adverse geopolitical events. We implement a panel vector …
Financial inclusion and threshold effects in carbon emissions
Although financial inclusion would induce greater pollutant emissions through economic
activity, improved access to financial services may facilitate investment in clean …
activity, improved access to financial services may facilitate investment in clean …
Asymmetry in returns and volatility between green financial assets, sustainable investments, clean energy, and international stock markets
This paper presents empirical evidence on the asymmetric relationship between green
investments and international stock markets. We employ the asymmetric versions of Diebold …
investments and international stock markets. We employ the asymmetric versions of Diebold …
[HTML][HTML] Understanding the drivers of the renewable energy transition
Empirical evidence on renewable energy (RE) deployment remains controversial, and little
consensus exists on how empirical determinants can shape a country's transition to a low …
consensus exists on how empirical determinants can shape a country's transition to a low …
The emerging stock markets and their asymmetric response to infectious disease equity market volatility (ID-EMV) index
The infectious disease equity market volatility (ID-EMV) index, projected by Baker et
al.(Baker, SR, N Bloom, SJ Davis, KJ Kost, MC Sammon and T Viratyosin (2020). The …
al.(Baker, SR, N Bloom, SJ Davis, KJ Kost, MC Sammon and T Viratyosin (2020). The …