Significant high levels of available waste tires in Brazil, which reached approximately 473
thousand tons in 2015, offer an attractive potential for their use as fuel in advanced thermal …

The purpose of this study is to provide insight into the lead-lag relationships between the
BRIC stock index and its constituents. In addition, we assess the comovements between the …

In this paper, we analyze the connectedness between the recent spread of COVID-19, oil
price volatility shock, the stock market, geopolitical risk and economic policy uncertainty in …

This paper analyses the volatility transmission between European Global Systemically
Important Banks (GSIBs) and implied stock market volatility. A Dynamic Conditional …

This study provides a preliminary investigation of the relationship between sustainability and
stability by investigating the impact of ESG investment on the return and volatility spillover …

With the development of Industry 4.0 and the urgency of transitioning to a low-carbon
economy, fintech and environmentally friendly financial instruments have been widely …

This study analyzes the volatility impact of the Chicago Board Options Exchange Volatility
Index (VIX) on the global banking sector during the Global Financial Crisis (GFC), COVID …

This paper examines the dependence structure between the emerging stock markets of the
BRICS countries and influential global factors. Using the quantile regression approach, our …

We study the cross-quantile dependence of renewable energy (RE) stock returns on
aggregate stock returns, changes in oil and gold prices, and exchange rates. Applying a …

This paper examines spillover effects among markets of crude oil and ten major agricultural
commodities by employing the Diebold and Yılmaz (2009, 2012) spillover frameworks to …