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RETRACTED: Connectedness and portfolio management between renewable energy tokens and metals: Evidence from TVP-VAR approach
16 references·4 citing·38 second hopsampled
RETRACTED: Connectedness and portfolio management between renewable energy tokens and metals: Evidence from TVP-VAR approach (2023)RETRACTED: Connectedness and portfolio ma…Symmetric and asymmetric impact of economic growth, capital formation, renewable and non-renewable energy consumption on environment in OECD countries (2022)Symmetric and asymmetric impa…Quantile time–frequency price connectedness between green bond, green equity, sustainable investments and clean energy markets (2022)Quantile time–frequency price…A clean, green haven?—Examining the relationship between clean energy, clean and dirty cryptocurrencies (2022)A clean, green haven?—Examini…Public spending and green economic growth in BRI region: Mediating role of green finance (2021)Public spending and green eco…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…Time-frequency comovement among green bonds, stocks, commodities, clean energy, and conventional bonds (2020)Time-frequency comovement amo…The impact of economic globalization on renewable energy in the OECD countries (2020)The impact of economic global…Is Gold a Hedge or a Safe-Haven Asset in the COVID–19 Crisis? (2020)Is Gold a Hedge or a Safe-Hav…Time Varying Structural Vector Autoregressions and Monetary Policy: A Corrigendum (2015)Time Varying Structural Vecto…On the network topology of variance decompositions: Measuring the connectedness of financial firms (2014)On the network topology of va…A new index of financial conditions (2014)A new index of financial cond…Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)Better to give than to receiv…Time Varying Structural Vector Autoregressions and Monetary Policy (2005)Time Varying Structural Vecto…The Legacy of Modern Portfolio Theory (2002)The Legacy of Modern Portfoli…Modeling Asymmetric Comovements of Asset Returns (1998)Modeling Asymmetric Comovemen…Generalized impulse response analysis in linear multivariate models (1998)Generalized impulse response …Exploring interconnections and risk evaluation of green equities and bonds: fresh perspectives from TVP-VAR model and wavelet-based VaR analysis (2024)Exploring interconnections an…Dynamic spillover between green cryptocurrencies and stocks: A portfolio implication (2024)Dynamic spillover between gre…Assessing the impact of renewable energy tokens on BRICS stock markets: A new diversification approach (2024)Assessing the impact of renew…The resilience of Shariah-compliant investments: Probing the static and dynamic connectedness between gold-backed cryptocurrencies and GCC equity markets (2023)The resilience of Shariah-com…Comparing Predictive Accuracy (1994)Comparing Predictive Accuracy (1995)Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions (2020)Return connectedness across asset classes around the COVID-19 outbreak (2020)Crude Oil futures contracts and commodity markets: New evidence from a TVP-VAR extended joint connectedness approach (2021)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)Asymmetric correlations of equity portfolios (2002)International Asset Allocation With Regime Shifts (2002)Asymmetric Dynamics in the Correlations of Global Equity and Bond Returns (2006)Macroeconomics and Reality (1980)Dynamic Conditional Correlation (2002)Measuring the Frequency Dynamics of Financial Connectedness and Systemic Risk* (2018)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets (2008)Econometric policy evaluation: A critique (1976)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Drifts and volatilities: monetary policies and outcomes in the post WWII US (2005)INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY (2005)Were There Regime Switches in U.S. Monetary Policy? (2006)Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)Data Envelopment Analysis: A Comprehensive Text with Models, Applications, References and DEA-Solver Software (1999)A slacks-based measure of efficiency in data envelopment analysis (2001)The impact of fintech innovation on green growth in China: Mediating effect of green finance (2021)Assessing the role of competitive intelligence and practices of dynamic capabilities in business accommodation of SMEs (2022)Digital economy and carbon emission performance: Evidence at China's city level (2022)Generalized autoregressive conditional heteroskedasticity (1986)COVID–19 media coverage and ESG leader indices (2021)Testing the safe-haven properties of gold and bitcoin in the backdrop of COVID-19: A wavelet quantile correlation approach (2022)Efficient Tests for an Autoregressive Unit Root (1996)Does oil connect differently with prominent assets during war? Analysis of intra-day data during the Russia-Ukraine saga (2022)Dynamic connectedness among climate change index, green financial assets and renewable energy markets: Novel evidence from sustainable development perspective (2022)The spillover effects among fossil fuel, renewables and carbon markets: Evidence under the dual dilemma of climate change and energy crises (2023)SRISK: A conditional capital shortfall measure of systemic risk (2017)Connectedness between geopolitical risk, financial instability indices and precious metals markets: Novel findings from Russia Ukraine conflict perspective (2022)Impact of climate policy uncertainty on traditional energy and green markets: Evidence from time-varying granger tests (2022)
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References

  • 1998Generalized impulse response analysis in linear multivariate models6,129 cited
  • 2011Better to give than to receive: Predictive directional measurement of volatility spillovers5,798 cited
  • 2014On the network topology of variance decompositions: Measuring the connectedness of financial firms4,694 cited
  • 2005Time Varying Structural Vector Autoregressions and Monetary Policy3,044 cited
  • 1998Modeling Asymmetric Comovements of Asset Returns1,588 cited
  • 2021Public spending and green economic growth in BRI region: Mediating role of green finance784 cited
  • 2014A new index of financial conditions710 cited
  • 2020Is Gold a Hedge or a Safe-Haven Asset in the COVID–19 Crisis?526 cited
  • 2022Quantile time–frequency price connectedness between green bond, green equity, sustainable investments and clean energy markets519 cited
  • 2021Dynamic spillover effects among green bond, renewable energy stocks and carbon markets during COVID-19 pandemic: Implications for hedging and investments strategies479 cited
  • 2020Time-frequency comovement among green bonds, stocks, commodities, clean energy, and conventional bonds453 cited
  • 2015Time Varying Structural Vector Autoregressions and Monetary Policy: A Corrigendum347 cited
  • 2020The impact of economic globalization on renewable energy in the OECD countries346 cited
  • 2002

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The Legacy of Modern Portfolio Theory
335 cited
  • 2022Symmetric and asymmetric impact of economic growth, capital formation, renewable and non-renewable energy consumption on environment in OECD countries323 cited
  • 2022A clean, green haven?—Examining the relationship between clean energy, clean and dirty cryptocurrencies307 cited
  • Cited by

    • 2023The resilience of Shariah-compliant investments: Probing the static and dynamic connectedness between gold-backed cryptocurrencies and GCC equity markets66 cited
    • 2024Assessing the impact of renewable energy tokens on BRICS stock markets: A new diversification approach60 cited
    • 2024Dynamic spillover between green cryptocurrencies and stocks: A portfolio implication25 cited
    • 2024Exploring interconnections and risk evaluation of green equities and bonds: fresh perspectives from TVP-VAR model and wavelet-based VaR analysis22 cited