This paper investigates the time-frequency connectedness across the global green bond
market and several mainstream financial and energy markets in an attempt to figure out …

This study examines the spillover role of the implied volatilities of oil, gold, and the stock
market with US equity sectors. Using time and frequency-based spillover methods, we find …

This article examines the transmission mechanism of economic policy uncertainty (EPU),
investor sentiment and Chinese financial assets from time-frequency and static-dynamic …

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 …

We attempted to comprehensively decode the connectedness among the abbreviation of
five emerging market countries (BRICS) stock markets between 1 August 2002 and 31 …

This study explores volatility and the environmental transition effect of renewable energy
and fintech markets on the European real estate market during the COVID-19 pandemic and …

Within the context of market integration, this paper explores the frequency connectedness of
volatilities across 14 international REIT markets over the last ten years. Following Barunik …

From a new perspective on industry carbon emissions, we divide 34 stock industries in
China into three portfolios (Clean Portfolio, Dirty Portfolio, and Ordinary Portfolio). Using a …

The real estate sector in China has strong connections with other sectors. By employing
forecast error variance decompositions from least absolute shrinkage and selection operator …

This study analyzes systemic risk contagion across the euro area by employing the Diebold-
Yilmaz and the frequency connectedness methodologies with data from January 1, 1999, to …