This study examines the relationship of extreme downside risk in various energy markets,
including electricity, clean/conventional energy, and carbon markets during several …

We investigate whether the failure of Silicon Valley Bank catalyzed financial contagion in the
G7 countries as well as Brazil, China, India, and South Africa. We compare four grou**s …

The crypto market has experienced several serious crises in recent years, the most
contemporary being the collapse of Terra and then FTX. Despite common belief that these …

In this paper, we constructed a volatility spillover index based on the time-varying parameter
vector autoregressions (TVP-VAR) model to study the asymmetric volatility spillover effect …

Purpose This study examine the response of liquidity of Bitcoin and Ethereum to the Russia-
Ukraine war in an event study context and investigate whether the war had a transitory or a …

Cryptocurrency has captured the interest of financial scholars and become a major research
topic in blockchain. In cryptocurrency research, the use of machine learning algorithms is …

The Investor Sentiment Index (ISI) is widely regarded as a useful measure to gauge the
overall mood of the market. Investor panic may result in contagion, causing failure in …

The paper examines the role of green bonds in hedging the risk against industry portfolios
and other major asset classes. It mainly focuses on how the greenness of the portfolio …

How influential are green energy instruments? We examine how green-and carbon-energy
assets differ regarding transmitting and receiving shocks between normal versus crises …

The role of big data in finance is pivotal, especially in forecasting stock prices, mitigating risk,
and assessing market anomalies. With the financial system becoming more interconnected …