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Connectedness mechanisms in the “Carbon-Commodity-Finance” system: Investment and management policy implications for emerging economies
16 references·0 citing·44 second hop
Connectedness mechanisms in the “Carbon-Commodity-Finance” system: Investment and management policy implications for emerging economies (2022)Connectedness mechanisms in the “Carbon-C…Dynamic spillover effects among green bond, renewable energy stocks and carbon markets during COVID-19 pandemic: Implications for hedging and investments strategies (2021)Dynamic spillover effects amo…Economic policy uncertainty: A literature review (2019)Economic policy uncertainty: …Oil volatility, oil and gas firms and portfolio diversification (2018)Oil volatility, oil and gas f…Measuring the Frequency Dynamics of Financial Connectedness and Systemic Risk* (2018)Measuring the Frequency Dynam…Information linkage, dynamic spillovers in prices and volatility between the carbon and energy markets (2018)Information linkage, dynamic …The cross-quantilogram: Measuring quantile dependence and testing directional predictability between time series (2016)The cross-quantilogram: Measu…Is it risky to go green? A volatility analysis of the green bond market (2016)Is it risky to go green? A vo…Hedging emerging market stock prices with oil, gold, VIX, and bonds: A comparison between DCC, ADCC and GO-GARCH (2015)Hedging emerging market stock…New Weighted Portmanteau Statistics for Time Series Goodness of Fit Testing (2012)New Weighted Portmanteau Stat…Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)Better to give than to receiv…The Impact of Uncertainty Shocks (2009)The Impact of Uncertainty Sho…CO2 emissions from fuel combustion: highlights (2009)CO2 emissions from fuel combu…Is the 2007 U.S. Sub-Prime Financial Crisis So Different? An International Historical Comparison (2008)Is the 2007 U.S. Sub-Prime Fi…Modeling Asymmetric Comovements of Asset Returns (1998)Modeling Asymmetric Comovemen…Lag Order and Critical Values of the Augmented Dickey-Fuller Test (1995)Lag Order and Critical Values…Time-Varying Distributions and Dynamic Hedging with Foreign Currency Futures (1993)Time-Varying Distributions an…Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Testing for Unit Roots in Autoregressive-Moving Average Models of Unknown Order (1984)The behavior of real exchange rates during the post-Bretton Woods period (1998)The local power of some unit root tests for panel data (2004)Critical Values for Cointegration Tests (2010)Impact of climate policy uncertainty on traditional energy and green markets: Evidence from time-varying granger tests (2022)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Multivariate Simultaneous Generalized ARCH (1995)Modeling and Forecasting Realized Volatility (2003)Introductory Econometrics for Finance (2008)Macroeconomics and Reality (1980)Generalized impulse response analysis in linear multivariate models (1998)Dynamic Conditional Correlation (2002)On the Network Topology of Variance Decompositions: Measuring the Connectedness of Financial Firms (2011)Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions (2020)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Testing for a Unit Root in Time Series Regression (1988)The Behavior of Stock-Market Prices (1965)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)The Econometrics of Financial Markets (2012)An analysis of the literature on systemic financial risk: A survey (2016)Frequency Connectedness and Cross-quantile Dependence Between Green Bond and Green Equity Markets (2020)Searching for safe-haven assets during the COVID-19 pandemic (2020)Irreversibility, Uncertainty, and Cyclical Investment (1980)Investment Under Uncertainty. (1994)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Measuring Uncertainty (2015)Measuring Geopolitical Risk (2022)The Twin Crises: The Causes of Banking and Balance-of-Payments Problems (1996)The Twin Crises: The Causes of Banking and Balance-of-Payments Problems (1999)This Time Is Different (2009)Securitized banking and the run on repo (2011)Measuring Systemic Risk (2016)Measuring Economic Policy Uncertainty* (2016)Energy consumption, economic expansion, and CO2 emission in the UK: The role of economic policy uncertainty (2020)Energy consumption, economic policy uncertainty and carbon emissions; causality evidence from resource rich economies (2020)The role of economic policy uncertainty in the energy-environment nexus for China: Evidence from the novel dynamic simulations method (2021)Exploring the Dynamic Relationships between Cryptocurrencies and Other Financial Assets (2017)Time and frequency dynamics of connectedness between renewable energy stocks and crude oil prices (2018)OECD Environmental Outlook to 2050 (2011)Towards a green world: How do green technology innovations affect total-factor carbon productivity (2019)Energy efficiency: The role of technological innovation and knowledge spillover (2021)
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References

  • 2009The Impact of Uncertainty Shocks5,941 cited
  • 2011Better to give than to receive: Predictive directional measurement of volatility spillovers5,889 cited
  • 2018Measuring the Frequency Dynamics of Financial Connectedness and Systemic Risk*1,851 cited
  • 2009CO2 emissions from fuel combustion: highlights1,611 cited
  • 1998Modeling Asymmetric Comovements of Asset Returns1,588 cited
  • 1993Time-Varying Distributions and Dynamic Hedging with Foreign Currency Futures1,528 cited
  • 2008Is the 2007 U.S. Sub-Prime Financial Crisis So Different? An International Historical Comparison978 cited
  • 1995Lag Order and Critical Values of the Augmented Dickey-Fuller Test692 cited
  • 2019Economic policy uncertainty: A literature review629 cited
  • 2016The cross-quantilogram: Measuring quantile dependence and testing directional predictability between time series565 cited
  • 2015Hedging emerging market stock prices with oil, gold, VIX, and bonds: A comparison between DCC, ADCC and GO-GARCH553 cited
  • 2021Dynamic spillover effects among green bond, renewable energy stocks and carbon markets during COVID-19 pandemic: Implications for hedging and investments strategies494 cited
  • 2012New Weighted Portmanteau Statistics for Time Series Goodness of Fit Testing455 cited
  • 2018Information linkage, dynamic spillovers in prices and volatility between the carbon and energy markets

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385 cited
  • 2016Is it risky to go green? A volatility analysis of the green bond market367 cited
  • 2018Oil volatility, oil and gas firms and portfolio diversification315 cited
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