Green investment funds continue to interest as a sustainable non-conventional asset class.
We examine their interconnectedness, using network and wavelet analyses, with both …

Employing a TVP-VAR dynamic connectedness analysis, we identify avenues through which
the collapse of the FTX exchange manifested contagion effects throughout a number of …

This study investigates the impact of the recent COVID-19 pandemic on the time-frequency
volatility spillovers across the international crude oil market and Chinese major energy …

This paper examines the impact of three global risk factors (geopolitical risk (GPR),
economic policy uncertainty (EPU), and crude oil volatility (OVX)) on the returns and …

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 …

Few studies investigate whether ESG mitigates the harmful effects of changes in firms'
external environments. We evidence that ESG mitigated the impact of COVID-19 work-from …

Using a TVP-VAR analytical framework, this study explores the change and persistence of
the dynamic connectedness of international energy and carbon credit markets. The overall …

This paper investigates the motivations behind Central Banks' issuance of digital currencies
(CBDC) and the associated risks, including potential misuse and distrust from international …

This research explores dynamic connectedness amongst financial markets using the novel
financial risk measure, global common volatility (COVOL)(Engle and Campos-Martins, 2023) …

The rapid growth of sustainable investing has led to the global expansion of environmental,
social, and governance (ESG) investment products. Existing literature on sustainable …