The role of green reputation, carbon trading and government intervention in determining the green bond pricing: An externality perspective

Y Hu, Y Tian - International Review of Economics & Finance, 2024 - Elsevier
Green bonds, due to their inherent externalities, pose challenges in achieving equilibrium
prices under optimal public resource allocation and social welfare without governmental …

[HTML][HTML] Carbon emission allowances and Nordic electricity markets: Linkages and hedging analysis

J Vaissalo, A Dutta, E Bouri, N Azoury - Energy Reports, 2024 - Elsevier
Unlike previous studies which tend to consider only return linkages between European
emission allowances and electricity markets, this paper examines return and volatility …

Green bond pricing and optimization based on carbon emission trading and subsidies: from the perspective of externalities

Y Hu, Y Tian, L Zhang - Sustainability, 2023 - mdpi.com
In this paper, we establish a model based on real options theory and fractional Brownian
motion (FBM) with jumps to price green bonds, and thus alleviate the externalities of green …

Islamic vs. Conventional equity markets: a multifractal cross-correlation analysis with economic policy uncertainty

F Aslam, P Ferreira, H Ali, Arifa, M Oliveira - Economies, 2023 - mdpi.com
There is ample evidence that Islamic stock markets perform differently from conventional
stock markets, particularly when economic policy uncertainty (EPU) or any other uncertainty …

Interplay of multifractal dynamics between shadow policy rates and stock markets

F Aslam, W Mohti, H Ali, P Ferreira - Heliyon, 2023 - cell.com
Stock markets are generally perceived as a barometer of the economy and respond to
international monetary policies even before economic activities. Many central banks have …

Bitcoin's multifractal influence: deciphering the relationship with conventional and renewable energy markets

A Rasool Malik, F Aslam, P Ferreira - Cogent Economics & …, 2024 - Taylor & Francis
The annual electricity consumption of cryptocurrency mining has witnessed significant
growth in recent years, fueled by an increase in market participation and the escalating …

Analysis of the impact of COVID-19 pandemic on the intraday efficiency of agricultural futures markets

F Aslam, P Ferreira, H Ali - Journal of Risk and Financial Management, 2022 - mdpi.com
The investigation of the fractal nature of financial data has been growing in the literature.
The purpose of this paper is to investigate the impact of the COVID-19 pandemic on the …

Navigating Choppy Waters: Interplay between Financial Stress and Commodity Market Indices

H Ahmed, F Aslam, P Ferreira - Fractal and Fractional, 2024 - mdpi.com
Financial stress can have significant implications for individuals, businesses, asset prices
and the economy as a whole. This study examines the nonlinear structure and dynamic …

A Novel Fault Diagnosis Framework for Industrial Production Processes Based on Causal Network Inference

J Zhang, GP Rangaiah, L Dong… - Industrial & …, 2024 - ACS Publications
With the advent of Industry 4.0, the introduction of data-driven approaches into industrial
processes for fault diagnosis has gained substantial attention due to their significant …

[HTML][HTML] Time-Varying Spillover Effects of Carbon Prices on China's Financial Risks

J Lyu, Z Li - Systems, 2024 - mdpi.com
As China's financial markets become increasingly integrated and the carbon market
undergoes financialization, the impact of carbon emission price fluctuations on financial …