Dynamic spillover between traditional energy markets and emerging green markets: Implications for sustainable development
This study employs the time-varying vector parameter autoregression model and Diebold-
Yilmaz (2012, 2014) spillover approach to explore the static, net, dynamic and directional …
Yilmaz (2012, 2014) spillover approach to explore the static, net, dynamic and directional …
Green bond vs. Islamic bond: Which one is more environmentally friendly?
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 …
Kensho Clean Energy (CE) and Cleantech (CT) indices with two green bond indices …
Diversification effects of China's carbon neutral bond on renewable energy stock markets: A minimum connectedness portfolio approach
Socially responsible investment (SRI) is becoming increasingly popular in China, with the
announcement of carbon dioxide peaking by 2030 and carbon neutrality by 2060 (30–60 …
announcement of carbon dioxide peaking by 2030 and carbon neutrality by 2060 (30–60 …
The role of financial stress, oil, gold and natural gas prices on clean energy stocks: Global evidence from extreme quantile approach
Sustainable economic growth is the prime concern of each country without compromising
environmental sustainability. Therefore investors seek the opportunities such as investment …
environmental sustainability. Therefore investors seek the opportunities such as investment …
[PDF][PDF] Can the green bond market enter a new era under the fluctuation of oil price?
This paper investigates how oil price (OP) influences the prospects of green bonds by
utilising the quantile-onquantile (QQ) method and researching the interactions between OP …
utilising the quantile-onquantile (QQ) method and researching the interactions between OP …
[HTML][HTML] Oil prices and the green bond market: Evidence from time-varying and quantile-varying aspects
This paper investigates the link between crude oil prices (COP) and green bonds through a
rolling-window Granger-causality test. The positive, negative, and uncorrelated impacts of …
rolling-window Granger-causality test. The positive, negative, and uncorrelated impacts of …
Investigating the nexus between green economy, sustainability, bitcoin and oil prices: Contextual evidence from the United States
The COVID-19 crisis and global economic recession have shrunk the world's energy use,
collapsed stock markets and crashed energy prices. Green economy projects are hence …
collapsed stock markets and crashed energy prices. Green economy projects are hence …
[HTML][HTML] Asymmetric spillover from Bitcoin to green and traditional assets: A comparison with gold
This paper studies asymmetric spillovers from Bitcoin to green and traditional assets by
using a full distributional framework established by a recently-developed Quantile-on …
using a full distributional framework established by a recently-developed Quantile-on …
Oil price shocks, economic policy uncertainty, and green finance: a case of China
This study investigates the long-and short-run effects of crude oil price (COP) and economic
policy uncertainty (EPU) on China's green bond index (GBI) using the quantile …
policy uncertainty (EPU) on China's green bond index (GBI) using the quantile …
What do we know about the price spillover between green bonds and Islamic stocks and stock market indices?
This paper investigates the risk transmission, linkages, and directional predictability
between green bonds, Islamic stocks, and other asset classes. Using daily data from …
between green bonds, Islamic stocks, and other asset classes. Using daily data from …