Forecasting has always been at the forefront of decision making and planning. The
uncertainty that surrounds the future is both exciting and challenging, with individuals and …

This study analyses the dynamic impacts of oil price changes on clean energy companies'
stock returns by applying a connectedness network approach based on evidence from the …

The spillover effect is a significant factor impacting the volatility of commodity prices. Unlike
earlier studies, this research uses the rolling window-based Quantile VAR (QVAR) model to …

In the backdrop of the recent covid-19 pandemic there is a renewed interest to understand
the interlinkages between dirty and clean energies. In this regard, the study examines the co …

This study provides new insight by introducing the role of fiscal decentralization and natural
resources rent in affecting CO2 emissions. For assessing this objective, this paper use panel …

We explore the time-frequency spillovers among carbon, fossil energy and clean energy
markets, and consider the casual effects of climate change attention. The spillover effects …

With many studies highlighting the heterogeneous impact of the COVID-19 pandemic on
different commodity markets, this study provides evidence of quantile connectedness …

The study in the age of the 4th industrial revolution examines the time and frequency domain
connectedness and spill-over among Fintech, green bonds, and cryptocurrencies. Using …

This study introduces a novel time-varying parameter vector autoregression (TVP-VAR)
based extended joint connectedness approach in order to characterize connectedness of 11 …

This study examines for the first time, to the best of our knowledge, the dynamic relationship
between crude oil market returns and four major indices from 2014M8 to 2021M2, namely …