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Financing the green projects: Market efficiency and volatility persistence of green versus conventional bonds, and the comparative effects of health and financial crises
16 references·13 citing·36 second hop
Financing the green projects: Market efficiency and volatility persistence of green versus conventional bonds, and the comparative effects of health and financial crises (2021)Financing the green projects: Market effi…How COVID-19 drives connectedness among commodity and financial markets: Evidence from TVP-VAR and causality-in-quantiles techniques (2020)How COVID-19 drives connected…Extreme return connectedness and its determinants between clean/green and dirty energy investments (2020)Extreme return connectedness …COVID-Induced Economic Uncertainty (2020)COVID-Induced Economic Uncert…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…The effect of pro-environmental preferences on bond prices: Evidence from green bonds (2018)The effect of pro-environment…Green bond and financial markets: Co-movement, diversification and price spillover effects (2018)Green bond and financial mark…On the power of the KPSS test of stationarity against fractionally-integrated alternatives (1996)On the power of the KPSS test…Efficient Tests of Nonstationary Hypotheses (1994)Efficient Tests of Nonstation…Integration Versus Trend Stationary in Time Series (1992)Integration Versus Trend Stat…Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots (1991)Pitfalls and Opportunities: W…Pitfalls and Opportunities: What Macroeconomists Should Know About Unit Roots (1991)Pitfalls and Opportunities: W…On the power of Dickey-Fuller tests against fractional alternatives (1991)On the power of Dickey-Fuller…The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)The Great Crash, the Oil Pric…Efficient Parameter Estimation for Self-Similar Processes (1989)Efficient Parameter Estimatio…When Can Price be Arbitraged Efficiently? A Limit to the Validity of the Random Walk and Martingale Models (1971)When Can Price be Arbitraged …Spillover effects between fossil energy and green markets: Evidence from informational inefficiency (2024)Spillover effects between fos…Is investing in green assets costlier? Green vs. non-green financial assets (2024)Is investing in green assets …Green finance and green growth nexus: evaluating the role of globalization and human capital (2024)Green finance and green growt…Time-frequency co-movement and network connectedness between green bond and financial asset markets: Evidence from multiscale TVP-VAR analysis (2023)Time-frequency co-movement an…Sustainable debt and gas markets: A new look using the time-varying wavelet-windowed cross-correlation approach (2023)Sustainable debt and gas mark…Nexus between green finance development and green technological innovation: A potential way to achieve the renewable energy transition (2023)Nexus between green finance d…How does the Russian-Ukrainian war change connectedness and hedging opportunities? Comparison between dirty and clean energy markets versus global stock indices (2023)How does the Russian-Ukrainia…Green finance and green innovation: Theoretical analysis based on game theory and empirical evidence from China (2023)Green finance and green innov…Green finance and energy transition to achieve net-zero emission target (2023)Green finance and energy tran…Analysis of Success Factors, Benefits, and Challenges of Issuing Green Bonds in Lithuania (2023)Analysis of Success Factors, …Exploring the impact of green credit policies on corporate financing costs based on the data of Chinese A-share listed companies from 2008 to 2019 (2022)Exploring the impact of green…Bibliometric Analysis of Green Finance and Climate Change in Post-Paris Agreement Era (2022)Bibliometric Analysis of Gree…Analysis of Environmental Priorities for Green Project Investments Using an Integrated q-Rung Orthopair Fuzzy Modeling (2022)Analysis of Environmental Pri…Time Series Analysis Forecasting and Control. (1971)Time Series Analysis: Forecasting and Control (1977)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)5 Stochastic volatility (1996)Dealing with Structural Breaks (2005)Unit Roots and Cointegration in Panels (2008)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Testing for a Unit Root in Time Series Regression (1988)The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)ARCH modeling in finance (1992)Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)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)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)Global Warming of 1.5°C. An IPCC Special Report on the impacts of global warming of 1.5°C above pre-industrial levels and related global greenhouse gas emission pathways, in the context of strengthening the global response to the threat of climate change,sustainable development, and efforts to eradicate poverty (2019)Impact of green finance on economic development and environmental quality: a study based on provincial panel data from China (2020)A review of studies on green finance of banks, research gaps and future directions (2021)Generalized impulse response analysis in linear multivariate models (1998)Dynamic spillover effects among green bond, renewable energy stocks and carbon markets during COVID-19 pandemic: Implications for hedging and investments strategies (2021)Measuring Uncertainty (2015)A critical analysis of the impacts of COVID-19 on the global economy and ecosystems and opportunities for circular economy strategies (2020)COVID-19 pandemic, oil prices, stock market, geopolitical risk and policy uncertainty nexus in the US economy: Fresh evidence from the wavelet-based approach (2020)Fear, lockdown, and diversion: Comparing drivers of pandemic economic decline 2020 (2020)The Unprecedented Stock Market Reaction to COVID-19 (2020)Unit root tests in panel data: asymptotic and finite-sample properties (2002)Testing for Error Correction in Panel Data* (2007)TESTING FOR MULTIPLE BUBBLES: HISTORICAL EPISODES OF EXUBERANCE AND COLLAPSE IN THE S&P 500 (2015)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)The detection and estimation of long memory in stochastic volatility (1998)Estimation and interpretation of 1/fα noise in human cognition (2004)Persistence in the cryptocurrency market (2018)
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References

  • 1989The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis7,685 cited
  • 2020COVID-Induced Economic Uncertainty1,562 cited
  • 2018The effect of pro-environmental preferences on bond prices: Evidence from green bonds1,377 cited
  • 1991Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots1,314 cited
  • 1994Efficient Tests of Nonstationary Hypotheses863 cited
  • 2018Green bond and financial markets: Co-movement, diversification and price spillover effects771 cited
  • 1989Efficient Parameter Estimation for Self-Similar Processes692 cited
  • 1991Pitfalls and Opportunities: What Macroeconomists Should Know About Unit Roots681 cited
  • 2019The green advantage: Exploring the convenience of issuing green bonds642 cited
  • 2019Price connectedness between green bond and financial markets526 cited
  • 1991On the power of Dickey-Fuller tests against fractional alternatives511 cited
  • 1992Integration Versus Trend Stationary in Time Series504 cited
  • 1971When Can Price be Arbitraged Efficiently? A Limit to the Validity of the Random Walk and Martingale Models482 cited
  • 2020Extreme return connectedness and its determinants between clean/green and dirty energy investments452 cited
  • 1996

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On the power of the KPSS test of stationarity against fractionally-integrated alternatives
425 cited
  • 2020How COVID-19 drives connectedness among commodity and financial markets: Evidence from TVP-VAR and causality-in-quantiles techniques397 cited
  • Cited by

    • 2023How does the Russian-Ukrainian war change connectedness and hedging opportunities? Comparison between dirty and clean energy markets versus global stock indices127 cited
    • 2023Green finance and energy transition to achieve net-zero emission target85 cited
    • 2024Spillover effects between fossil energy and green markets: Evidence from informational inefficiency77 cited
    • 2023Green finance and green innovation: Theoretical analysis based on game theory and empirical evidence from China76 cited
    • 2022Exploring the impact of green credit policies on corporate financing costs based on the data of Chinese A-share listed companies from 2008 to 201975 cited
    • 2024Green finance and green growth nexus: evaluating the role of globalization and human capital61 cited
    • 2022Bibliometric Analysis of Green Finance and Climate Change in Post-Paris Agreement Era60 cited
    • 2023Nexus between green finance development and green technological innovation: A potential way to achieve the renewable energy transition55 cited
    • 2022Analysis of Environmental Priorities for Green Project Investments Using an Integrated q-Rung Orthopair Fuzzy Modeling53 cited
    • 2023Time-frequency co-movement and network connectedness between green bond and financial asset markets: Evidence from multiscale TVP-VAR analysis41 cited
    • 2023Analysis of Success Factors, Benefits, and Challenges of Issuing Green Bonds in Lithuania26 cited
    • 2024Is investing in green assets costlier? Green vs. non-green financial assets26 cited
    • 2023Sustainable debt and gas markets: A new look using the time-varying wavelet-windowed cross-correlation approach23 cited