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 …

This study examines the impact of climate policy uncertainty (CPU) on fossil-based, as well
as renewable and low-carbon-based energy markets. Leveraging advanced techniques …

Abstract The Asia-Pacific region remains understudied regarding return connectedness
among exchange rate markets. Furthermore, previous studies mostly use average-based …

This paper employs the Tail Event NETwork (TENET) to identify financial markets with
greater potential risk, and simultaneously investigate the interdependence between them …

The common consensus regarding weak correlations between cryptocurrencies and stock
markets has recently been challenged by their synchronous downturn during the COVID-19 …

This paper investigates the intertemporal risk effects in global stock markets using a novel
network topology based on relative importance analysis. The rolling time window approach …

The aim of this study is to examine the extreme return spillovers among the US stock market
sectors in the light of the COVID-19 outbreak. To this end, we extend the now-traditional …

Using daily price data for Bitcoin and 10 representative financial assets from the stock,
commodity, gold, foreign exchange and bond markets from 2011 to 2019, we study the tail …

This paper investigates the time frequency and quantile dynamics of the dependence
among the stock prices of clean energy companies, the stock prices of oil & gas companies …

This study examines the relationships between various financial and economic sectors
using a method called quantile time-frequency connectedness. We use the quantile time …