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Spillover effects between fossil energy and green markets: Evidence from informational inefficiency
16 references·0 citing·36 second hop
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References

  • 1970Efficient Capital Markets: A Review of Theory and Empirical Work13,616 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
  • 2020Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions1,586 cited
  • 2001Detecting long-range correlations with detrended fluctuation analysis1,401 cited
  • 2002Equilibrium and welfare in markets with financially constrained arbitrageurs1,196 cited
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  • 2018Green bond and financial markets: Co-movement, diversification and price spillover effects771 cited
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  • 2021Dynamic spillover effects among green bond, renewable energy stocks and carbon markets during COVID-19 pandemic: Implications for hedging and investments strategies479 cited
  • 2020Economic policy uncertainty (EPU) and firm carbon emissions: Evidence using a China provincial EPU index473 cited
  • 2021Crude Oil futures contracts and commodity markets: New evidence from a TVP-VAR extended joint connectedness approach433 cited
  • 2013

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Limits to arbitrage and hedging: Evidence from commodity markets
371 cited
  • 2021Time-frequency connectedness among clean-energy stocks and fossil fuel markets: Comparison between financial, oil and pandemic crisis323 cited
  • 2019The dynamic dependence of fossil energy, investor sentiment and renewable energy stock markets294 cited
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