A systematic literature review on ESG during the COVID-19 pandemic

R Savio, E D'Andrassi, F Ventimiglia - Sustainability, 2023 - mdpi.com
Environmental, social and governance (ESG) issues have been investigated by scholars
from several points of view. Although the epidemic of COVID-19 is recent, numerous …

Return and volatility connectedness across global ESG stock indexes: Evidence from the time-frequency domain analysis

J Wan, L Yin, Y Wu - International Review of Economics & Finance, 2024 - Elsevier
To comprehensively investigate information transmission and risk contagion among global
environmental, social, and governance (ESG) stock markets, this paper employs the TVP …

COVID–19 media coverage and ESG leader indices

M Akhtaruzzaman, S Boubaker, Z Umar - Finance Research Letters, 2022 - Elsevier
This study examines the dynamic connectedness between COVID–19 media coverage
index (MCI) and ESG leader indices. Our findings provide evidence that MCI plays a role in …

Environmental, social and governance, corporate social responsibility, and stock returns: What are the short‐and long‐Run relationships?

GF Feng, H Long, HJ Wang… - … Social Responsibility and …, 2022 - Wiley Online Library
What are the relationships between corporate environmental, social, and governance (ESG),
corporate social responsibility (CSR), and stock returns? Existing research has affirmed the …

[HTML][HTML] Impacts of COVID-19 on dynamic return and volatility spillovers between rare earth metals and renewable energy stock markets

W Hanif, W Mensi, M Gubareva, T Teplova - Resources Policy, 2023 - Elsevier
We examine the time-frequency co-movements and return and volatility spillovers between
the rare earths and six major renewable energy stocks. We employ the wavelet analysis and …

Linkages between DeFi assets and conventional currencies: Evidence from the COVID-19 pandemic

I Yousaf, R Nekhili, M Gubareva - International Review of Financial …, 2022 - Elsevier
This paper examines the static and dynamic returns connectedness between four renowned
DeFi assets, namely, Chainlink, Maker, Basic Attention Token, and Synthetix, and four …

Does investor sentiment influence ESG stock performance? Evidence from India

S Dhasmana, S Ghosh, K Kanjilal - Journal of Behavioral and Experimental …, 2023 - Elsevier
This study, for the first time in the literature, investigates the relationship between the ESG
index and investor sentiment for an emerging economy, India. The study establishes that the …

The impact of Covid-19 on commodity markets volatility: Analyzing time-frequency relations between commodity prices and coronavirus panic levels

Z Umar, M Gubareva, T Teplova - Resources Policy, 2021 - Elsevier
We apply wavelet analyses to study how the Covid pandemic influenced the volatility of
commodity prices, covering various classes of commodities. We document the intervals of …

[HTML][HTML] The impact of COVID-19-related media coverage on the return and volatility connectedness of cryptocurrencies and fiat currencies

Z Umar, F Jareño, M de la O González - Technological Forecasting and …, 2021 - Elsevier
This research explores the impact of COVID-19-related media coverage on the dynamic
return and volatility connectedness of the three dominant cryptocurrencies (Bitcoin (BTC) …

COVID-19 and the quantile connectedness between energy and metal markets

B Ghosh, L Pham, T Teplova, Z Umar - Energy Economics, 2023 - Elsevier
This study analyzes the relationship between clean and dirty energy sources and energy
metals during the COVID-19 pandemic. We document a sharp increase in connectedness …