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Interdependence between Green Financial Instruments and Major Conventional Assets: A Wavelet-Based Network Analysis
16 references·10 citing·36 second hop
Interdependence between Green Financial Instruments and Major Conventional Assets: A Wavelet-Based Network Analysis (2021)Interdependence between Green Financial I…Corporate green bonds (2021)Corporate green bondsReturn connectedness across asset classes around the COVID-19 outbreak (2020)Return connectedness across a…Where's the Greenium? (2019)Where's the Greenium?The green advantage: Exploring the convenience of issuing green bonds (2019)The green advantage: Explorin…Price connectedness between green bond and financial markets (2019)Price connectedness between g…Time and frequency dynamics of connectedness between renewable energy stocks and crude oil prices (2018)Time and frequency dynamics o…The effect of pro-environmental preferences on bond prices: Evidence from green bonds (2018)The effect of pro-environment…Measuring the Frequency Dynamics of Financial Connectedness and Systemic Risk* (2018)Measuring the Frequency Dynam…Green bond and financial markets: Co-movement, diversification and price spillover effects (2018)Green bond and financial mark…Do Shareholders Benefit from Green Bonds? (2018)Do Shareholders Benefit from …The cross-quantilogram: Measuring quantile dependence and testing directional predictability between time series (2016)The cross-quantilogram: Measu…On the network topology of variance decompositions: Measuring the connectedness of financial firms (2014)On the network topology of va…Stock prices of clean energy firms, oil and carbon markets: A vector autoregressive analysis (2011)Stock prices of clean energy …Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)Better to give than to receiv…Oil prices and the stock prices of alternative energy companies (2007)Oil prices and the stock pric…Hierarchical structure in financial markets (1999)Hierarchical structure in fin…Is investing in green assets costlier? 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Evidence from the Ecological Environment Improvement Perspective (2023)Does Green Finance Expand Chi…Do green bond and green stock markets boom and bust together? Evidence from China (2023)Do green bond and green stock…The diversifying role of socially responsible investments during the COVID-19 crisis: A risk management and portfolio performance analysis (2022)The diversifying role of soci…Macroeconomics and Reality (1980)Generalized impulse response analysis in linear multivariate models (1998)Dynamic Conditional Correlation (2002)Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions (2020)Economic Forces and the Stock Market (1986)Statistical inference in vector autoregressions with possibly integrated processes (1995)Correlations and volatility spillovers between oil prices and the stock prices of clean energy and technology companies (2011)Oil prices, exchange rates and emerging stock markets (2011)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Testing for a Unit Root in Time Series Regression (1988)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Green bonds for sustainable development: Review of literature on development and impact of green bonds (2021)Quantile time–frequency price connectedness between green bond, green equity, sustainable investments and clean energy markets (2022)Impulse response analysis in nonlinear multivariate models (1996)Extreme return connectedness and its determinants between clean/green and dirty energy investments (2020)Oil price shocks, geopolitical risks, and green bond market dynamics (2020)Geopolitical risk and dynamic connectedness between commodity markets (2022)Theory of Rational Option Pricing (1973)Toward a New Conception of the Environment-Competitiveness Relationship (1995)Illiquidity and stock returns: cross-section and time-series effects (2002)Climate Risks and Financial Stability (2020)Dissecting green returns (2022)Corporate financing and investment decisions when firms have information that investors do not have (1984)Common risk factors in the returns on stocks and bonds (1993)Impact of green finance on economic development and environmental quality: a study based on provincial panel data from China (2020)Corporate ESG Profiles and Banking Relationships (2021)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)Does CSR matter in times of crisis? Evidence from the COVID-19 pandemic (2021)What do you think about climate finance? (2021)Climate Risk Disclosure and Institutional Investors (2023)Random matrix approach to cross correlations in financial data (2002)A tool for filtering information in complex systems (2005)Deep learning networks for stock market analysis and prediction: Methodology, data representations, and case studies (2017)SRISK: A conditional capital shortfall measure of systemic risk (2017)
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References

  • 2011Better to give than to receive: Predictive directional measurement of volatility spillovers5,798 cited
  • 2014On the network topology of variance decompositions: Measuring the connectedness of financial firms4,694 cited
  • 2021Corporate green bonds2,624 cited
  • 1999Hierarchical structure in financial markets2,073 cited
  • 2018Measuring the Frequency Dynamics of Financial Connectedness and Systemic Risk*1,790 cited
  • 2018The effect of pro-environmental preferences on bond prices: Evidence from green bonds1,377 cited
  • 2018Do Shareholders Benefit from Green Bonds?1,157 cited
  • 2007Oil prices and the stock prices of alternative energy companies843 cited
  • 2018Green bond and financial markets: Co-movement, diversification and price spillover effects771 cited
  • 2018Time and frequency dynamics of connectedness between renewable energy stocks and crude oil prices643 cited
  • 2019The green advantage: Exploring the convenience of issuing green bonds642 cited
  • 2020Return connectedness across asset classes around the COVID-19 outbreak631 cited
  • 2011Stock prices of clean energy firms, oil and carbon markets: A vector autoregressive analysis622 cited
  • 2019Where's the Greenium?561 cited
  • 2016

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The cross-quantilogram: Measuring quantile dependence and testing directional predictability between time series
553 cited
  • 2019Price connectedness between green bond and financial markets526 cited
  • Cited by

    • 2023Spillover analysis across FinTech, ESG, and renewable energy indices before and during the Russia–Ukraine war: International evidence135 cited
    • 2022The diversifying role of socially responsible investments during the COVID-19 crisis: A risk management and portfolio performance analysis60 cited
    • 2023Does Green Finance Expand China’s Green Development Space? Evidence from the Ecological Environment Improvement Perspective46 cited
    • 2023Factors behind the performance of green bond markets42 cited
    • 2024Do green investments improve portfolio diversification? Evidence from mean conditional value-at-risk optimization38 cited
    • 2023Do green bond and green stock markets boom and bust together? Evidence from China34 cited
    • 2023Volatility transmission from critical minerals prices to green investments31 cited
    • 2024Is investing in green assets costlier? Green vs. non-green financial assets26 cited
    • 2023The term structure of yield curve and connectedness among ESG investments24 cited
    • 2024Exploring interconnections and risk evaluation of green equities and bonds: fresh perspectives from TVP-VAR model and wavelet-based VaR analysis22 cited