[HTML][HTML] Socio-economic impacts and challenges of the coronavirus pandemic (COVID-19): an updated review
The coronavirus disease 2019 (COVID-19) pandemic has shaken up the socio-economic
order on a global scale with interventions designed to curb the spread of the disease …
order on a global scale with interventions designed to curb the spread of the disease …
Time-frequency connectedness and spillover among carbon, climate, and energy futures: Determinants and portfolio risk management implications
This study examines returns and volatility connectedness and spillover among carbon,
climate, and energy futures using TPV-VAR frequency connectedness approach with daily …
climate, and energy futures using TPV-VAR frequency connectedness approach with daily …
[HTML][HTML] Non-performing loans and macroeconomics factors: The Italian case
M Foglia - Risks, 2022 - mdpi.com
The purpose of this work is to investigate the influence of macroeconomics determinants on
non-performing loans (NPLs) in the Italian banking system over the period 2008Q3 …
non-performing loans (NPLs) in the Italian banking system over the period 2008Q3 …
[HTML][HTML] Tail risk connectedness in clean energy and oil financial market
This research investigates the connectedness and the tail risk spillover between clean
energy and oil firms, from January 2011 to October 2021. To this, we use the Tail-Event …
energy and oil firms, from January 2011 to October 2021. To this, we use the Tail-Event …
[HTML][HTML] Bank risk literature (1978–2022): A bibliometric analysis and research front mapping
This study maps the conceptual structure of the body of knowledge concerning bank risk to
understand this research strand better. A bibliometric analysis including 671 publications …
understand this research strand better. A bibliometric analysis including 671 publications …
Exploring interconnectedness between climate change, renewable energy, technological innovation, and G-17 banking stock markets
I Younis, WU Shah, I Missaoui, X Tang - Journal of Cleaner Production, 2024 - Elsevier
This study schemes to explore novel insights from crisis risk spillovers and volatility
connectedness among climate change, renewable energy, technological innovation, and …
connectedness among climate change, renewable energy, technological innovation, and …
Systemic risk propagation in the Eurozone: A multilayer network approach
In this paper, we study systemic risk propagation by exploring the dynamic mechanism of
financial contagion among Eurozone countries. Using a multilayer information spillover …
financial contagion among Eurozone countries. Using a multilayer information spillover …
The extreme risk connectedness of the new financial system: European evidence
The paper empirically analyses the tail risk connectedness between FinTech and the
banking sector in the European context over 2015–2022. For this purpose, we use the Tail …
banking sector in the European context over 2015–2022. For this purpose, we use the Tail …
[HTML][HTML] Financial earthquakes and aftershocks: From Brexit to Russia-Ukraine conflict and the stability of European banks
This study examines the impacts of recent turbulent events (Brexit, COVID-19 pandemic, and
the Russia–Ukraine conflict) on the European banks' resilience. Using the quarterly data of …
the Russia–Ukraine conflict) on the European banks' resilience. Using the quarterly data of …
[HTML][HTML] Does fossil fuel financing affect banks' ESG ratings?
The study was conducted on a sample of 60 of the world's biggest banks financing the
largest fossil fuel entities. The aim is to identify the determinants of ESG ratings of these …
largest fossil fuel entities. The aim is to identify the determinants of ESG ratings of these …