Quantile connectedness among digital assets, traditional assets, and renewable energy prices during extreme economic crisis

U Kayani, M Ullah, AF Aysan, S Nazir… - … Forecasting and Social …, 2024 - Elsevier
This study delves into an exploration of quantile connectedness across the domains of
digital and traditional financial assets with the renewable energy prices index. The daily …

CBDC uncertainty: Financial market implications

K Dunbar - International Review of Financial Analysis, 2023 - Elsevier
The current state of the art in the central bank digital currency (CBDC) literature views
indexes constructed from digital currency news to be fully informed about CBDC uncertainty …

Frequency dependence between oil futures and international stock markets and the role of gold, bonds, and uncertainty indices: Evidence from partial and multivariate …

W Mensi, MU Rehman, KH Al-Yahyaee, XV Vo - Resources Policy, 2023 - Elsevier
This paper examines the frequency dynamic co-movements between crude oil prices and
stock market returns of three developed economies (Canada, Japan, and the USA) and the …

Asymmetric volatility spillover among global oil, gold, and Chinese sectors in the presence of major emergencies

S Cheng, MJ Deng, R Liang, Y Cao - Resources Policy, 2023 - Elsevier
The volatility of international crude oil and gold markets has affected stock markets through
several economic channels, and the impact tends to be more evident with the appearance of …

Extreme risk dependence and time-varying spillover between crude oil, commodity market and inflation in China

H Li, X Huang, L Guo - Energy Economics, 2023 - Elsevier
The fluctuation of general commodity prices, particularly crude oil prices, exerts a substantial
influence on the economic development of all countries. Based on the mean and quantile …

Green bonds and financial markets: Interdependence across different market situations

R Gök, Z Şenol, B Durgun, E Bouri - Journal of Environmental Management, 2025 - Elsevier
This study examines the multifaceted return interdependence between green bonds and
various assets and markets (conventional bonds, Islamic and conventional stocks, Bitcoin …

[HTML][HTML] Harmony in diversity: Exploring connectedness and portfolio strategies among crude oil, gold, traditional and sustainable index

S Sahoo - Resources Policy, 2024 - Elsevier
The research investigates dynamic connectedness and portfolio strategies among crude oil,
gold, global traditional (DJGI) and sustainable (DJSI) indices. The time-varying parameter …

Volatility Spillover Dynamics and Determinants between FinTech and Traditional Financial Industry: Evidence from China

Z Wang, Y **a, Y Fu, Y Liu - Mathematics, 2023 - mdpi.com
We explore the dynamics and determinants of volatility spillover between financial
technology (FinTech) and the traditional financial industry (TFI). The total, directional, and …

What does ESG risk premia tell us about mutual fund sustainability levels: A difference-in-differences analysis

K Dunbar, D Treku, R Sarnie, J Hoover - Finance Research Letters, 2023 - Elsevier
This study evaluates the importance of environmental, social, and governance (ESG)
considerations in mutual fund performance using difference-in-differences (DID) analysis on …

[HTML][HTML] The Nexus between Financial and Investment developments and State Capacity. The case of G-20

SK Bellos, P Golitsis - Journal of Government and Economics, 2023 - Elsevier
On this paper we examine the relationships between state capacity, approximated by the
Composite Index of National Capabilities, and certain macroeconomic and financial …