In a low-carbon context, the connectedness among carbon, stock, and renewable energy
markets has been strengthening. This study examines the effect of Brexit, the launch of the …

This is the first study analyzing the volatility connectedness and time-frequency
interdependence between AI index and clean energy index. Specifically, we use the QVAR …

This study examines the within-industry and global volatility connectivity of the South African
equity market during a major domestic energy crisis (load-shedding) and the COVID-19 …

We investigate how digital financial inclusion, the Belt and Road Initiative, and the Paris
Agreement influence the energy transition grid cost. We propose two new Kendall and …

Our purpose is to check the dynamic asymmetric volatility connectedness among the Green
Finance Index and six large US technology stocks. The QVAR connectedness framework …

The research investigates dynamic connectedness and portfolio strategies among crude oil,
gold, global traditional (DJGI) and sustainable (DJSI) indices. The time-varying parameter …

The water-energy-food (WEF) nexus has quickly materialized as a critical factor that could
threaten sustainable development goals. To contribute to the understanding of the WEF …

In this paper, we employ the time domain dynamic connectedness method of Antonakakis et
al.(2020) and the frequency domain dynamic connectedness method of Barunik and …

As climate change becomes an important global issue and the global energy transformation
accelerates, the complex risk transmission among carbon, energy, and stock markets is a …

This article assesses the temporal and dynamic interconnectedness of cryptocurrency, gold,
energy, and stock markets, essential for portfolio diversification. Using a TVP-VAR model …