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Asymmetric effects of climate policy uncertainty, infectious diseases-related uncertainty, crude oil volatility, and geopolitical risks on green bond prices
9 references·16 citing·48 second hop
Asymmetric effects of climate policy uncertainty, infectious diseases-related uncertainty, crude oil volatility, and geopolitical risks on green bond prices (2022)Asymmetric effects of climate policy unce…Measuring Climate Policy Uncertainty (2021)Measuring Climate Policy Unce…The Unprecedented Stock Market Reaction to COVID-19 (2020)The Unprecedented Stock Marke…The influence of investor sentiment on the green bond market (2020)The influence of investor sen…Oil price shocks, geopolitical risks, and green bond market dynamics (2020)Oil price shocks, geopolitica…Network connectedness of green bonds and asset classes (2020)Network connectedness of gree…Are green bonds environmentally friendly and good performing assets? (2020)Are green bonds environmental…Time and frequency dynamics of connectedness between renewable energy stocks and crude oil prices (2018)Time and frequency dynamics o…The EIRIN Flow-of-funds Behavioural Model of Green Fiscal Policies and Green Sovereign Bonds (2017)The EIRIN Flow-of-funds Behav…The General Theory of Employment, Interest and Money. (1936)The General Theory of Employm…The impact of geopolitical risk, institutional governance and green finance on attaining net-zero carbon emission (2024)The impact of geopolitical ri…Green bond issuance and green innovation: Evidence from China's energy industry (2024)Green bond issuance and green…Dynamic spillover connectedness among green finance and policy uncertainty: Evidence from QVAR network approach (2024)Dynamic spillover connectedne…The importance of climate policy uncertainty in forecasting the green, clean and sustainable financial markets volatility (2023)The importance of climate pol…Spillovers and connectedness among climate policy uncertainty, energy, green bond and carbon markets: A global perspective (2023)Spillovers and connectedness …How do energy markets react to climate policy uncertainty? Fossil vs. renewable and low-carbon energy assets (2023)How do energy markets react t…Heterogeneous impacts of climate change news on China's financial markets (2023)Heterogeneous impacts of clim…Climate policy uncertainty and the cross-section of stock returns (2023)Climate policy uncertainty an…Climate policy uncertainty and corporate green innovation performance: From the perspectives of organizational inertia and management internal characteristics (2023)Climate policy uncertainty an…Asymmetric effects of geopolitical risks and uncertainties on green bond markets (2023)Asymmetric effects of geopoli…Nonlinear effects of climate policy uncertainty and financial speculation on the global prices of oil and gas (2022)Nonlinear effects of climate …Dynamic spillovers between uncertainties and green bond markets in the US, Europe, and China: Evidence from the quantile VAR framework (2022)Dynamic spillovers between un…Dynamic connectedness among climate change index, green financial assets and renewable energy markets: Novel evidence from sustainable development perspective (2022)Dynamic connectedness among c…Does climate policy uncertainty affect Chinese stock market volatility? (2022)Does climate policy uncertain…Connectedness and spillover effects of US climate policy uncertainty on energy stock, alternative energy stock, and carbon future (2022)Connectedness and spillover e…Asymmetric effects of climate policy uncertainty, geopolitical risk, and crude oil prices on clean energy prices (2022)Asymmetric effects of climate…The Economics of Climate Change (2007)The Economics of Climate Change (2010)The geographical distribution of fossil fuels unused when limiting global warming to 2 °C (2015)Faraway, So Close: Coupled Climate and Economic Dynamics in an Agent-based Integrated Assessment Model (2018)Climate finance and disclosure for institutional investors: why transparency is not enough (2019)The hedging effect of green bonds on carbon market risk (2020)Impulse response analysis in nonlinear multivariate models (1996)Generalized impulse response analysis in linear multivariate models (1998)Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)Extreme return connectedness and its determinants between clean/green and dirty energy investments (2020)Geopolitical risk and dynamic connectedness between commodity markets (2022)Dynamic Conditional Correlation (2002)Green bond and financial markets: Co-movement, diversification and price spillover effects (2018)The effect of pro-environmental preferences on bond prices: Evidence from green bonds (2018)Comparative efficiency of green and conventional bonds pre- and during COVID-19: An asymmetric multifractal detrended fluctuation analysis (2021)COVID-19 and time-frequency connectedness between green and conventional financial markets (2021)Diversifier or more? Hedge and safe haven properties of green bonds during COVID-19 (2022)Measuring Economic Policy Uncertainty* (2016)COVID-Induced Economic Uncertainty (2020)Economic uncertainty before and during the COVID-19 pandemic (2020)Stock markets’ reaction to COVID-19: Cases or fatalities? (2020)Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)Investor Sentiment and the Cross‐Section of Stock Returns (2006)The Econometrics of Financial Markets (2012)M&A activity as a driver for better ESG performance (2021)How do climate risk and clean energy spillovers, and uncertainty affect U.S. stock markets? (2022)The interrelationship between the carbon market and the green bonds market: Evidence from wavelet quantile-on-quantile method (2022)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Assessing the impact of industrial robots on manufacturing energy intensity in 38 countries (2021)Do geopolitical events transmit opportunity or threat to green markets? Decomposed measures of geopolitical risks (2022)Role of financial inclusion, green innovation, and energy efficiency for environmental performance? Evidence from developed and emerging economies in the lens of sustainable development (2022)Uncertainty about Government Policy and Stock Prices (2012)On the network topology of variance decompositions: Measuring the connectedness of financial firms (2014)Measuring Geopolitical Risk (2022)Dynamics of the return and volatility connectedness among green finance markets during the COVID-19 pandemic (2023)Revisiting the environmental impact of renewable energy, non-renewable energy, remittances, and economic growth: CO2 emissions versus ecological footprint for top remittance-receiving countries (2023)Time-frequency connectedness and spillover among carbon, climate, and energy futures: Determinants and portfolio risk management implications (2023)Political Parties and Macroeconomic Policy (1977)Dividend yields and expected stock returns (1988)Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)Dependence and risk spillovers between green bonds and clean energy markets (2020)Relationship between green bonds and financial and environmental variables: A novel time-varying causality (2020)Minimum Connectedness Portfolios and the Market for Green Bonds: Advocating Socially Responsible Investment (SRI) Activity (2022)Climate policy uncertainty and the price dynamics of green and brown energy stocks (2022)Impact of climate policy uncertainty on traditional energy and green markets: Evidence from time-varying granger tests (2022)Dissecting climate risks: Are they reflected in stock prices? (2023)
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References

  • 1936The General Theory of Employment, Interest and Money.12,562 cited
  • 2020The Unprecedented Stock Market Reaction to COVID-191,514 cited
  • 2021Measuring Climate Policy Uncertainty834 cited
  • 2018Time and frequency dynamics of connectedness between renewable energy stocks and crude oil prices643 cited
  • 2020Network connectedness of green bonds and asset classes349 cited
  • 2020Oil price shocks, geopolitical risks, and green bond market dynamics342 cited
  • 2020Are green bonds environmentally friendly and good performing assets?255 cited
  • 2017The EIRIN Flow-of-funds Behavioural Model of Green Fiscal Policies and Green Sovereign Bonds242 cited
  • 2020The influence of investor sentiment on the green bond market233 cited

Cited by

  • 2022Dynamic connectedness among climate change index, green financial assets and renewable energy markets: Novel evidence from sustainable development perspective259 cited
  • 2022Nonlinear effects of climate policy uncertainty and financial speculation on the global prices of oil and gas210 cited
  • 2022Does climate policy uncertainty affect Chinese stock market volatility?159 cited
  • 2023Asymmetric effects of geopolitical risks and uncertainties on green bond markets151 cited
  • 2023Spillovers and connectedness among climate policy uncertainty, energy, green bond and carbon markets: A global perspective

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144 cited
  • 2022Asymmetric effects of climate policy uncertainty, geopolitical risk, and crude oil prices on clean energy prices141 cited
  • 2024Green bond issuance and green innovation: Evidence from China's energy industry136 cited
  • 2023The importance of climate policy uncertainty in forecasting the green, clean and sustainable financial markets volatility126 cited
  • 2022Dynamic spillovers between uncertainties and green bond markets in the US, Europe, and China: Evidence from the quantile VAR framework100 cited
  • 2023How do energy markets react to climate policy uncertainty? Fossil vs. renewable and low-carbon energy assets97 cited
  • 2024The impact of geopolitical risk, institutional governance and green finance on attaining net-zero carbon emission97 cited
  • 2023Climate policy uncertainty and the cross-section of stock returns88 cited
  • 2023Climate policy uncertainty and corporate green innovation performance: From the perspectives of organizational inertia and management internal characteristics86 cited
  • 2023Heterogeneous impacts of climate change news on China's financial markets84 cited
  • 2022Connectedness and spillover effects of US climate policy uncertainty on energy stock, alternative energy stock, and carbon future84 cited
  • 2024Dynamic spillover connectedness among green finance and policy uncertainty: Evidence from QVAR network approach78 cited