SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
CLIMATE FINANCE IN THE WAKE OF COVID-19: CONNECTEDNESS OF CLEAN ENERGY WITH CONVENTIONAL ENERGY AND REGIONAL STOCK MARKETS
16 references·3 citing·36 second hopsampled
CLIMATE FINANCE IN THE WAKE OF COVID-19: CONNECTEDNESS OF CLEAN ENERGY WITH CONVENTIONAL ENERGY AND REGIONAL STOCK MARKETS (2022)CLIMATE FINANCE IN THE WAKE OF COVID-19: …Time-frequency connectedness among clean-energy stocks and fossil fuel markets: Comparison between financial, oil and pandemic crisis (2021)Time-frequency connectedness …Tail dependence between bitcoin and green financial assets (2021)Tail dependence between bitco…COVID-19 and time-frequency connectedness between green and conventional financial markets (2021)COVID-19 and time-frequency c…Are green bonds a different asset class? Evidence from time-frequency connectedness analysis (2021)Are green bonds a different a…Return connectedness across asset classes around the COVID-19 outbreak (2020)Return connectedness across a…Relationship between green bonds and financial and environmental variables: A novel time-varying causality (2020)Relationship between green bo…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 …Dependence and risk spillovers between green bonds and clean energy markets (2020)Dependence and risk spillover…The Market Reaction to Green Bond Issuance: Evidence from China (2019)The Market Reaction to Green …Dynamic spillover effects among crude oil, precious metal, and agricultural commodity futures markets (2016)Dynamic spillover effects amo…On the Network Topology of Variance Decompositions: Measuring the Connectedness of Financial Firms (2011)On the Network Topology of Va…Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)Better to give than to receiv…A forecast comparison of volatility models: does anything beat a GARCH(1,1)? (2005)A forecast comparison of vola…Dynamic Conditional Correlation (2002)Dynamic Conditional Correlati…A Capital Asset Pricing Model with Time-Varying Covariances (1988)A Capital Asset Pricing Model…The tail connectedness among conventional, religious, and sustainable investments: An empirical evidence from neural network quantile regression approach (2024)The tail connectedness among …Modelling systemic risk of energy and non-energy commodity markets during the COVID-19 pandemic (2022)Modelling systemic risk of en…Do ethics outpace sins? (2022)Do ethics outpace sins?Modelling the Coherence in Short-Run Nominal Exchange Rates: A Multivariate Generalized Arch Model (1990)ARCH modeling in finance (1992)Multivariate Simultaneous Generalized ARCH (1995)Modeling and Forecasting Realized Volatility (2003)Introductory Econometrics for Finance (2008)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Macroeconomics and Reality (1980)Generalized impulse response analysis in linear multivariate models (1998)Measuring the Frequency Dynamics of Financial Connectedness and Systemic Risk* (2018)Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions (2020)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Testing for a Unit Root in Time Series Regression (1988)Crude Oil futures contracts and commodity markets: New evidence from a TVP-VAR extended joint connectedness approach (2021)Forecasting gold price with the XGBoost algorithm and SHAP interaction values (2021)Geopolitical risk and dynamic connectedness between commodity markets (2022)The Impact of Environmental Management on Firm Performance (1996)The law and economics of self-dealing (2008)Corporate goodness and shareholder wealth (2014)Green bonds for sustainable development: Review of literature on development and impact of green bonds (2021)Green finance, fintech and environmental protection: Evidence from China (2021)The Limits of Green Finance: A Survey of Literature in the Context of Green Bonds and Green Loans (2021)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)NFTs and asset class spillovers: Lessons from the period around the COVID-19 pandemic (2021)Does oil connect differently with prominent assets during war? Analysis of intra-day data during the Russia-Ukraine saga (2022)Measuring Economic Policy Uncertainty* (2016)A clean, green haven?—Examining the relationship between clean energy, clean and dirty cryptocurrencies (2022)The spillover effects among fossil fuel, renewables and carbon markets: Evidence under the dual dilemma of climate change and energy crises (2023)Comparing Predictive Accuracy (1994)Is All That Talk Just Noise? The Information Content of Internet Stock Message Boards (2004)Asymmetric Dynamics in the Correlations of Global Equity and Bond Returns (2006)SRISK: A Conditional Capital Shortfall Measure of Systemic Risk (2016)Quantile connectedness in the cryptocurrency market (2021)Rethinking financial contagion: Information transmission mechanism during the COVID-19 pandemic (2022)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 2002Dynamic Conditional Correlation7,229 cited
  • 2011Better to give than to receive: Predictive directional measurement of volatility spillovers6,033 cited
  • 2011On the Network Topology of Variance Decompositions: Measuring the Connectedness of Financial Firms4,943 cited
  • 1988A Capital Asset Pricing Model with Time-Varying Covariances3,145 cited
  • 2005A forecast comparison of volatility models: does anything beat a GARCH(1,1)?1,878 cited
  • 2020Return connectedness across asset classes around the COVID-19 outbreak631 cited
  • 2016Dynamic spillover effects among crude oil, precious metal, and agricultural commodity futures markets575 cited
  • 2020Extreme return connectedness and its determinants between clean/green and dirty energy investments452 cited
  • 2020How COVID-19 drives connectedness among commodity and financial markets: Evidence from TVP-VAR and causality-in-quantiles techniques397 cited
  • 2019The Market Reaction to Green Bond Issuance: Evidence from China369 cited
  • 2021Time-frequency connectedness among clean-energy stocks and fossil fuel markets: Comparison between financial, oil and pandemic crisis323 cited
  • 2020Relationship between green bonds and financial and environmental variables: A novel time-varying causality317 cited
  • 2021Tail dependence between bitcoin and green financial assets306 cited
  • 2020

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

Dependence and risk spillovers between green bonds and clean energy markets
296 cited
  • 2021COVID-19 and time-frequency connectedness between green and conventional financial markets256 cited
  • 2021Are green bonds a different asset class? Evidence from time-frequency connectedness analysis255 cited
  • Cited by

    • 2022Modelling systemic risk of energy and non-energy commodity markets during the COVID-19 pandemic54 cited
    • 2022Do ethics outpace sins?18 cited
    • 2024The tail connectedness among conventional, religious, and sustainable investments: An empirical evidence from neural network quantile regression approach16 cited