Green assets play a crucial role in addressing climate change, encompassing sustainable
development, public health improvement, and climate risk mitigation. This study investigates …

Motivated by recent geopolitical challenges to globalization, finance scholarship has a
growing interest in the risks to economies of key supply chains. We explore the effect of Nord …

The prominence of commodity markets within the domains of empirical finance and energy
economics is well established, largely due to oil's importance and its relationship with other …

This study uses a time-varying parameter vector autoregression (TVP-VAR) approach to
examine the transmission of tail risk among G7 stock markets from January 2000 to …

Leveraging blockchain and Web3 technologies, Regenerative Finance (ReFi) is dedicated
to advancing the financing of climate initiatives. A key innovation within ReFi is the …

This study investigates the sectoral expected uncertainty connectedness in emerging
markets across different frequencies and quantiles using the novel quantile time–frequency …

The most recent dramatic increases in European Gas and Electricity prices demonstrate how
vulnerable Europe is to energy supply shocks. We investigate the transmission of shocks …

We examine the return and volatility spillover dynamics and their portfolio implications
among regional stock super-sectors, mineral (Energy, Industrial, and Precious Metals), and …

This study investigates the extreme time-frequency return connectedness between ten US
sectors and commodities from January 2014 to May 2023. Using quantile time-frequency …

The price of natural gas has experienced a huge increase in recent years due to the
pandemic and the war in Ukraine, which has created a high risk for agents working with gas …