The analysis of green bonds and the composition of portfolio investments has gained
importance in recent research. The current global context of Sustainable Development …

To comprehensively investigate information transmission and risk contagion among global
environmental, social, and governance (ESG) stock markets, this paper employs the TVP …

The spillover effect is a significant factor impacting the volatility of commodity prices. Unlike
earlier studies, this research uses the rolling window-based Quantile VAR (QVAR) model to …

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 …

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 …

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 …

Socially responsible investment (SRI) is becoming increasingly popular in China, with the
announcement of carbon dioxide peaking by 2030 and carbon neutrality by 2060 (30–60 …

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 …

In this study we examine the asymmetric propagation of return spillovers between oil prices
and Islamic stock prices at the sector level. To achieve that, we extend the work of …

This study examines returns and volatility connectedness and spillover among carbon,
climate, and energy futures using TPV-VAR frequency connectedness approach with daily …