Acknowledging the long-term potential of alternative energy sources, this paper examines
the quantile frequency connectedness between clean energy markets and international …

In this paper, we examine dynamic frequency spillovers, co-movements and volatility
transmission among green bond yields and crude oil. We use different econometric methods …

As climate change intensifies, more and more people realize that it is necessary and urgent
to optimize energy structure through constructing energy asset portfolios. However, most of …

The resource destabilization and accentuated demands for sustainability across the globe
have motivated the current study to examine the nexus between the classes of metals and …

This study examines the spillover dynamics and interconnectedness amongst sustainability
indices, green bond markets, and oil price shocks. Using data from June 2013 to February …

Based on the variational mode decomposition and quantile model, this article examines the
response of BRICS stock prices to shocks of internal and external macroeconomic factors in …

This study investigates the interconnections among green bonds, non-green bonds, the US
Dollar Index, precious metals (gold and silver), the Dow Jones Commodity Index (DJCI), and …

This paper examines the interaction between three financial markets: energy and non-
energy commodities, bonds and equities, in a particular context of high inflation worldwide …

We compare the comovement and spillover between returns of six developed energy
markets during different crisis periods using wavelet multiple correlation and wavelet …

Climate‐change futures provide a platform for low‐carbon portfolios and energy market risk
hedging. Climate changes induce uncertainty in energy‐commodity markets. We investigate …