Do global factors drive the interconnectedness among green, Islamic and conventional financial markets?
S Karim, MA Naeem - International Journal of Managerial Finance, 2022 - emerald.com
Do global factors drive the interconnectedness among green, Islamic and conventional financial
markets? | Emerald Insight Books and journals Case studies Expert Briefings Open Access …
markets? | Emerald Insight Books and journals Case studies Expert Briefings Open Access …
[HTML][HTML] Small fish in big ponds: Connections of green finance assets to commodity and sectoral stock markets
We analyze return and volatility connectedness of the rising green asset and the well-
established US industry stock and commodity markets from September 2010 to July 2021 …
established US industry stock and commodity markets from September 2010 to July 2021 …
Risk connectedness between energy and stock markets: Evidence from oil importing and exporting countries
The surmounted environmental and energy challenges have motivated this study to explore
the connectedness nexus between oil/renewable energy and stock markets for oil-exporting …
the connectedness nexus between oil/renewable energy and stock markets for oil-exporting …
Connectedness and spillover effects of US climate policy uncertainty on energy stock, alternative energy stock, and carbon future
Global warming is pressuring policymakers to change climate policies in shifting the global
economy onto a net-zero pathway. While financial assets are responsive to policy changes …
economy onto a net-zero pathway. While financial assets are responsive to policy changes …
Extreme dependence and spillovers between uncertainty indices and stock markets: Does the US market play a major role?
This study investigates the spillovers and connectedness between uncertainty indices of oil
gold, and stock (VIX), the economic policy uncertainty (EPU) and international stock markets …
gold, and stock (VIX), the economic policy uncertainty (EPU) and international stock markets …
Extreme dependence between structural oil shocks and stock markets in GCC countries
This paper investigates how extreme oil price shocks affect the stock market returns of major
oil-exporter countries (Gulf Cooperation Council [GCC] countries) at different time horizons …
oil-exporter countries (Gulf Cooperation Council [GCC] countries) at different time horizons …
Quantifying systemic risk in US industries using neural network quantile regression
The study quantified the systemic risk spillovers between top 10 US industries using
conditional value-at-risk in a network context by calibrating the marginal effects of a quantile …
conditional value-at-risk in a network context by calibrating the marginal effects of a quantile …
Spillovers and connectedness between Chinese and ASEAN stock markets during bearish and bullish market statuses
Purpose This study aims to examine the tail connectedness between the Chinese and
Association of Southeast Asian Nations (ASEAN) stock markets. More specifically, the …
Association of Southeast Asian Nations (ASEAN) stock markets. More specifically, the …
CEO inside debt and downside risk: evidence from internal and external environments
In this study, we investigate whether inside debt held by CEOs is associated with downside
risk and also consider the impact of internal (CEOs' and firms' characteristics) and external …
risk and also consider the impact of internal (CEOs' and firms' characteristics) and external …
[HTML][HTML] Do commodity markets catch a cold from stock markets? Modelling uncertainty spillovers using Google search trends and wavelet coherence
We investigate stock market uncertainty spillovers to commodity markets using wavelet
coherence and a general stock market-related Google Search Trends (GST)-based index to …
coherence and a general stock market-related Google Search Trends (GST)-based index to …