Motivated by lack of empirical research on volatility linkages among clean-energy stock
markets and fossil fuel markets during the recent Covid-19 pandemic, the study examines …

Green finance has emerged as a strategy that encompasses not only instruments for
mitigating greenhouse gas emissions and adapting to climate change, but also financial …

Motivated by the lack of research on price efficiency dynamics of green bonds and the
impact of the COVID-19 on the pricing of fixed-income securities, this study investigates the …

In this paper, we comprehensively investigate the multifractal scaling behavior and efficiency
of green finance markets, conventional equity indices and crude oil by index-based …

In this study, we examine the asymmetric efficiency of cryptocurrencies using 1-hour data of
Bitcoin, Ethereum, Litecoin, and Ripple. In doing so, we utilize the asymmetric multifractal …

This study examines frequency volatility spillovers, connectedness and the nonlinear
dependence between the European emission allowance (EUA) prices and renewable …

This paper builds an indicator of the market inefficiency degree by quantifying the extent of
the market deviation from an efficient status. From a novel perspective of informational …

In 2020, ESG funds that invest in companies that score higher on environmental, social, and
governance measures witnessed an increase in investment compared to 2019 …

After the inclusion of Green energy financing in the list of United Nations Sustainability Goals
(SDGs) as SDG 7, the role, importance, and visibility of green financial products; all have …

In the backdrop of the recent COVID-19 pandemic, the study examines the comparative
asymmetric efficiency of dirty and clean energy markets pre and during the COVID-19 …