Incorporating Green Bonds into Portfolio Investments: Recent Trends and Further Research
The analysis of green bonds and the composition of portfolio investments has gained
importance in recent research. The current global context of Sustainable Development …
importance in recent research. The current global context of Sustainable Development …
Dynamic connectedness, portfolio performance, and hedging effectiveness of the hydrogen economy, renewable energy, equity, and commodity markets: Insights from …
This study employs a Time-Varying Parameter Vector Auto Regressive (TVP-VAR)
connectedness approach to investigate the dynamic interconnections, portfolio performance …
connectedness approach to investigate the dynamic interconnections, portfolio performance …
Economic sanctions sentiment and global stock markets
This study explores the impact of Russia-Ukraine war and sanctions news sentiments
(RUWESsent) on global equity markets using three robust estimators. The quantile-on …
(RUWESsent) on global equity markets using three robust estimators. The quantile-on …
Analyzing the interplay between eco-friendly and Islamic digital currencies and green investments
This study aimed to provide a comprehensive understanding of the interplay between digital
innovations and sustainable investments, specifically regarding their roles in promoting …
innovations and sustainable investments, specifically regarding their roles in promoting …
Global uncertainty and the spillover of tail risk between green and Islamic markets: A time-frequency domain approach with portfolio implications
This study first calculates the left tail risks in the renewable energy, green, sustainable,
Islamic equity and Islamic bond markets using CAViaR models. Then, applying TVP-VAR …
Islamic equity and Islamic bond markets using CAViaR models. Then, applying TVP-VAR …
Global uncertainty factors and price connectedness between US electricity and blockchain markets: Findings from an R-square connectedness approach
We investigate the interconnectedness between the US electricity market and
cryptocurrency, NFTs, and DeFi markets, while considering the conditioning effect of …
cryptocurrency, NFTs, and DeFi markets, while considering the conditioning effect of …
[HTML][HTML] Contagion between investor sentiment and green bonds in China during the global uncertainties
This study explores the connectedness between investor sentiment (IS) and Chinese green
bonds using a QVAR from 30th June 2017 to 29th June 2022. Dynamic connectedness is …
bonds using a QVAR from 30th June 2017 to 29th June 2022. Dynamic connectedness is …
Correlation structure between fiat currencies and blockchain assets
This study examines the correlation between fiat currencies of the G7 and BRICS economies
and non-fungible tokens (NFTs) and decentralized finance (DeFi). We use quantile-on …
and non-fungible tokens (NFTs) and decentralized finance (DeFi). We use quantile-on …
Unveiling the crypto-green nexus: A risk management and investment strategy approach through the lens of NFTs, DeFis, green cryptocurrencies, and green …
This study focuses to examine the connectedness among the Green Investments, NFTs,
DeFis & Green Cryptocurrencies, along with the portfolio diversification and hedging …
DeFis & Green Cryptocurrencies, along with the portfolio diversification and hedging …
Blockchain markets, green finance investments, and environmental impacts
In our study, we delve deep into the dynamics of blockchain markets and their ecological
ramifications while also shedding light on the invaluable insights gleaned from a risk …
ramifications while also shedding light on the invaluable insights gleaned from a risk …