This study analyses the dynamic impacts of oil price changes on clean energy companies'
stock returns by applying a connectedness network approach based on evidence from the …

With many commodity and financial markets reportedly experiencing poor performances
during this COVID-19 pandemic, this study intends to examine the effect of the pandemic on …

On the 23rd of June 2016, the United Kingdom voted to leave the EU, leading to months and
years of economic policy uncertainties. Such uncertainties have not only characterized the …

Using the quantile connectedness approach for the median, lower, and upper quantiles, we
examine the return and volatility connectedness between energy and BRIC markets from …

The growing global awareness of social and environmental issues has led investors to
prioritize sustainable investments. This study examines the relationship between ten Islamic …

This research investigates the dynamic dependence and causality relationship of the S&P
Kensho Clean Energy (CE) and Cleantech (CT) indices with two green bond indices …

In this study, we attempt to revisit how dependent the US stock market returns are on climate
change related risks (CCRR). In this regard, we use a spillover and connectedness network …

Coronavirus (COVID-19) creates fear and uncertainty, hitting the global economy and
amplifying the financial markets volatility. The oil price reaction to COVID-19 was gradually …

This paper applies the quantile Granger causality test, to explore whether the economic
policy uncertainty (EPU) is affected by the crude oil price (COP) shocks in BRICS countries …

This main contribution of this study is to examine the asymmetric connectedness among
green bonds and commodities in time-and frequency-domain using the spillover frameworks …