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From cryptos to consciousness: Dynamics of return and volatility spillover between green cryptocurrencies and G7 markets

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References

1998Modeling Asymmetric Comovements of Asset Returns1,588 cited
2020Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions1,586 cited
1993Time-Varying Distributions and Dynamic Hedging with Foreign Currency Futures1,528 cited
2014A new index of financial conditions710 cited
2022A clean, green haven?—Examining the relationship between clean energy, clean and dirty cryptocurrencies307 cited
2007On the application of the dynamic conditional correlation model in estimating optimal time-varying hedge ratios294 cited
2020The static and dynamic connectedness of environmental, social, and governance investments: International evidence228 cited
2022A tale of two tails among carbon prices, green and non-green cryptocurrencies198 cited
2022How Does Firm ESG Performance Impact Financial Constraints? An Experimental Exploration of the COVID-19 Pandemic155 cited
2023Analysis of the spillover effects between green economy, clean and dirty cryptocurrencies135 cited
2020Discovering interlinkages between major cryptocurrencies using high-frequency data: new evidence from COVID-19 pandemic123 cited
2023Connectedness between DeFi, cryptocurrency, stock, and safe-haven assets93 cited

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2024Equity markets and ESG dynamics: Assessing spillovers and portfolio strategies through time-varying parameters57 cited

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2025Sailing towards sustainability: Connectedness between ESG stocks and green cryptocurrencies34 cited

2024Impact of tokenization on financial investments: Exploring connectedness through the case of transport and travel/tourism sectors24 cited