Asymmetric causality of economic policy uncertainty and oil volatility index on time-varying nexus of the clean energy, carbon and green bond

X Wang, J Li, X Ren - International Review of Financial Analysis, 2022 - Elsevier
Vigorously develo** the clean energy industry, improving the carbon allowance trading
scheme, and issuing green bonds can effectively reduce emissions. To this end, this study …

Time-frequency spillovers among carbon, fossil energy and clean energy markets: The effects of attention to climate change

Q Ding, J Huang, H Zhang - International Review of Financial Analysis, 2022 - Elsevier
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 …

Dynamic effect of Bitcoin, fintech and artificial intelligence stocks on eco-friendly assets, Islamic stocks and conventional financial markets: Another look using quantile …

EJA Abakah, AK Tiwari, S Ghosh, B Doğan - … Forecasting and Social …, 2023 - Elsevier
Against the milieu of rapidly growing investment in technologically induced assets, this study
examines the investment role of Bitcoin, fintech, and artificial intelligence (AI) stocks in …

How does low-carbon energy transition alleviate energy poverty in China? A nonparametric panel causality analysis

K Dong, X Ren, J Zhao - Energy Economics, 2021 - Elsevier
Low-carbon energy transition is conducive to saving energy and reducing emissions, and its
impact on energy poverty warrants intensive attention. By employing a balanced panel …

Does geopolitical risk matter for global asset returns? Evidence from quantile-on-quantile regression

Z Umar, A Bossman, SY Choi, T Teplova - Finance Research Letters, 2022 - Elsevier
We investigate the impact of geopolitical risk (GPR) generated by the Russian-Ukrainian
conflict on European and Russian bonds, equity, and global commodity markets. We employ …

[HTML][HTML] Asymmetric effects of geopolitical risk on major currencies: Russia-Ukraine tensions

A Bossman, M Gubareva, T Teplova - Finance Research Letters, 2023 - Elsevier
In a nonparametric quantile-on-quantile regression analysis, we study the asymmetric
effects of the Russia-Ukraine geopolitical risk (GPR) on the seven major currencies in terms …

Quantile price convergence and spillover effects among Bitcoin, Fintech, and artificial intelligence stocks

EJA Abakah, AK Tiwari, CC Lee… - International Review of …, 2023 - Wiley Online Library
This research explores the distributional and directional predictabilities among Fintech,
Bitcoin, and artificial intelligence stocks from March 2018 to January 2021 using …

Modelling the asymmetric effect of COVID-19 on REIT returns: A quantile-on-quantile regression analysis

A Bossman, Z Umar, T Teplova - The Journal of Economic Asymmetries, 2022 - Elsevier
The COVID-19 pandemic has affected all sectors of the economy resulting in unprecedented
challenges for market participants, policymakers, and practitioners. This study envisages this …

Agricultural greenhouse gas emissions, fertilizer consumption, and technological innovation: A comprehensive quantile analysis

H Shao - Science of The Total Environment, 2024 - Elsevier
This paper investigates the asymmetric inter-linkages and causality between agricultural
greenhouse gas emissions, fertilizer consumption, and technological innovation in four main …

Heterogeneous dependence between crude oil price volatility and China's agriculture commodity futures: Evidence from quantile-on-quantile regression

L Hau, H Zhu, R Huang, X Ma - Energy, 2020 - Elsevier
This paper investigates volatility dependence between global crude oil and China's
agriculture futures by employing a quantile-on-quantile approach. The time-varying …