Gold or Bitcoin, which is the safe haven during the COVID-19 pandemic?

F Wen, X Tong, X Ren - International Review of Financial Analysis, 2022 - Elsevier
This study compares the dynamic spillover effects of gold and Bitcoin prices on the oil and
stock market during the COVID-19 pandemic via time-varying parameter vector …

Nonlinear effects of climate policy uncertainty and financial speculation on the global prices of oil and gas

J Guo, S Long, W Luo - International Review of Financial Analysis, 2022 - Elsevier
With the acceleration of global energy transition and financialization, intense climate policy
uncertainty and financial speculation have significant impacts on the global energy market …

Higher-order moment risk connectedness and optimal investment strategies between international oil and commodity futures markets: Insights from the COVID-19 …

J Cui, A Maghyereh - International Review of Financial Analysis, 2023 - Elsevier
This paper investigates the higher-order moment risk connectedness between West Texas
Intermediate (WTI) oil futures, Brent oil futures, Chinese oil futures and commodity futures …

Climate risk and corporate environmental performance: Empirical evidence from China

X Ren, Y Li, M Shahbaz, K Dong, Z Lu - Sustainable Production and …, 2022 - Elsevier
This study creatively investigates the impact of extreme national climate risk on corporate
environmental performance in the context of China. An innovative approach based on an …

Unraveling the nexus: China's economic policy uncertainty and carbon emission efficiency through advanced multivariate quantile-on-quantile regression analysis

Y Yu, X Jian, H Wang, A Jahanger… - Energy Policy, 2024 - Elsevier
The pursuit of green economic development, coupled with the endeavor towards achieving
dual carbon objectives, has opened new pathways for sustainable progress in China …

[HTML][HTML] Do uncertainties affect clean energy markets? Comparisons from a multi-frequency and multi-quantile framework

Y Li, C Yan, X Ren - Energy Economics, 2023 - Elsevier
Clean energy market has great potential to promote the balance between economic
development and environmental protection, and has gradually become one of the vital …

Do green bonds and economic policy uncertainty matter for carbon price? New insights from a TVP-VAR framework

H Li, Q Li, X Huang, L Guo - International Review of Financial Analysis, 2023 - Elsevier
Green bond shocks and economic policy uncertainty are essential factors affecting
macroeconomic development and green finance. In this paper, the time-varying parameter …