The impact of the Russia-Ukraine conflict on the connectedness of financial markets

Z Umar, O Polat, SY Choi, T Teplova - Finance Research Letters, 2022 - Elsevier
We investigate the impact of geopolitical risks caused by the Russian-Ukrainian conflict on
Russia, European financial markets, and the global commodity markets. We measure the …

Return and volatility connectedness across global ESG stock indexes: Evidence from the time-frequency domain analysis

J Wan, L Yin, Y Wu - International Review of Economics & Finance, 2024 - Elsevier
To comprehensively investigate information transmission and risk contagion among global
environmental, social, and governance (ESG) stock markets, this paper employs the TVP …

Dynamic spillover effects among green bond, renewable energy stocks and carbon markets during COVID-19 pandemic: Implications for hedging and investments …

AK Tiwari, EJA Abakah, D Gabauer… - Global Finance Journal, 2022 - Elsevier
This study has been inspired by the emergence of socially responsible investment practices
in mainstream investment activity as it examines the transmission of return patterns between …

Does oil connect differently with prominent assets during war? Analysis of intra-day data during the Russia-Ukraine saga

OB Adekoya, JA Oliyide, OOS Yaya, MAS Al-Faryan - Resources policy, 2022 - Elsevier
Abstract The ongoing Russia-Ukraine war is obviously the most prominent war in Europe
since the second world war, changing the dynamics of the oil and other prominent markets …

Quantile time–frequency price connectedness between green bond, green equity, sustainable investments and clean energy markets

I Chatziantoniou, EJA Abakah, D Gabauer… - Journal of Cleaner …, 2022 - Elsevier
In this study, we propose a novel quantile frequency connectedness approach that enables
the investigation of propagation mechanisms by virtue of quantile and frequency. This …

[HTML][HTML] Integration of the international carbon market: A time-varying analysis

C Lyu, B Scholtens - Renewable and Sustainable Energy Reviews, 2024 - Elsevier
Abstract Emission Trading Schemes (ETSs) have become vital for meeting global emission
reduction targets. They are gaining momentum, as witnessed by increasing market size and …

Investigating the spillovers and connectedness between green finance and renewable energy sources

E Dogan, M Madaleno, D Taskin, P Tzeremes - Renewable Energy, 2022 - Elsevier
Although a few studies have analyzed the nexus of renewable energy and green finance,
the literature lacks the use of renewable energy by sources. The other major failure is that it …

Exploring downside risk dependence across energy markets: Electricity, conventional energy, carbon, and clean energy during episodes of market crises

MA Naeem, N Arfaoui - Energy Economics, 2023 - Elsevier
This study examines the relationship of extreme downside risk in various energy markets,
including electricity, clean/conventional energy, and carbon markets during several …

[HTML][HTML] The impacts of the Russia–Ukraine invasion on global markets and commodities: A dynamic connectedness among G7 and BRIC markets

MK Alam, MI Tabash, M Billah, S Kumar… - Journal of Risk and …, 2022 - mdpi.com
The conflict between Russia and Ukraine has been causing knock-on effects worldwide. The
supply and price of major commodity markets (oil, gas, platinum, gold, and silver) have been …

[HTML][HTML] A clean, green haven?—Examining the relationship between clean energy, clean and dirty cryptocurrencies

B Ren, B Lucey - Energy Economics, 2022 - Elsevier
Is clean energy a safe haven for cryptocurrencies, or vice versa? In this paper, we
investigate the hedge and safe haven property of a wide range of clean energy indices …