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Energy markets and green bonds: A tail dependence analysis with time-varying optimal copulas and portfolio implications

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References

2016CoVaR2,395 cited
2006MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE*2,119 cited
2017Why Do Investors Hold Socially Responsible Mutual Funds?1,378 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
2018Green bond and financial markets: Co-movement, diversification and price spillover effects771 cited
2019Price connectedness between green bond and financial markets526 cited
2020Time-frequency comovement among green bonds, stocks, commodities, clean energy, and conventional bonds453 cited
2020Extreme return connectedness and its determinants between clean/green and dirty energy investments452 cited
2020Network connectedness of green bonds and asset classes349 cited
2020Diversification in the age of the 4th industrial revolution: The role of artificial intelligence, green bonds and cryptocurrencies338 cited
2019Time-varying relation between black and green bond price benchmarks: Macroeconomic determinants for the first decade337 cited
2019Green Bonds as an Instrument to Finance Low Carbon Transition321 cited
2018Risk spillover between energy and agricultural commodity markets: A dependence-switching CoVaR-copula model278 cited

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2020Are green bonds environmentally friendly and good performing assets?255 cited

2013How strong are the causal relationships between Islamic stock markets and conventional financial systems? Evidence from linear and nonlinear tests249 cited

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2023Exploring downside risk dependence across energy markets: Electricity, conventional energy, carbon, and clean energy during episodes of market crises107 cited
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2022OIL PRICE SHOCKS, ECONOMIC POLICY UNCERTAINTY, AND GREEN FINANCE: A CASE OF CHINA45 cited
2023The Eligibility of Green Bonds as Safe Haven Assets: A Systematic Review34 cited
2023Safe-haven properties of green bonds for industrial sectors (GICS) in the United States: Evidence from Covid-19 pandemic and Global Financial Crisis32 cited
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2023Analyzing the static and dynamic dependence among green investments, carbon markets, financial markets and commodity markets29 cited