The distribution of ownership of transition risk associated with stranded fossil-fuel assets
remains poorly understood. We calculate that global stranded assets as present value of …

Purpose This study aims to critically review recent contributions to the methodology of
financial economics and discuss how they relate to one another and directions for further …

Bubbles are usually chaotic but can be predictable, provided their formation matches the log
periodic power law (LPPL) with unique stylized facts. We investigated Green Bubble …

The paper examines whether the oil price series contains price explosivity and if price
explosivity exists whether it offers excess return for oil-related, oil-substitute, and oil-user …

Asset pricing bubbles are highly emotional market episodes. Despite this, investor emotions
are not part of traditional bubble models. We measure the powerful affects influencing …

Robert Shiller highlights the role popular stories play in driving economic behavior and
argues the need to analyze these scientifically. However, their impacts are difficult to …

This paper explores the powerful emotions unleashed during asset pricing bubbles.
Adopting a psychoanalytic perspective, we develop a five-stage path-dependent model of …

Although momentum strategies result in abnormal profitability, thereby challenging the
efficient market hypothesis (EMH), concerns persist regarding their reliability due to their …

Incentivizing businesses to lower carbon emissions and trade back excess carbon
allowances paved the way for rapid growth in carbon credit ETFs. The use of carbon …

This paper investigates episodes of explosiveness in the renewable energy equity sectors of
the three major economic regions, namely the US, China, and Europe, as well as the degree …