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Asymmetric volatility spillovers among new energy, ESG, green bond and carbon markets · Study

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ArticleAsymmetric volatility spillovers among new energy, ESG, green bond and carbon markets

Ruirui Wu2024

Article2024

Asymmetric volatility spillovers among new energy, ESG, green bond and carbon markets

Ruirui Wu · Zhongfeng Qin

94 citations·0/0 files stored·Energy

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Sustainable Finance and Green Bonds Financial Risk and Volatility Modeling Market Dynamics and Volatility

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References

1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation 1980Macroeconomics and Reality 1991Conditional Heteroskedasticity in Asset Returns: A New Approach 1993On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks 2002Dynamic Conditional Correlation 2011Better to give than to receive: Predictive directional measurement of volatility spillovers 1996Impulse response analysis in nonlinear multivariate models 2014On the network topology of variance decompositions: Measuring the connectedness of financial firms

Cited by

2024Equity markets and ESG dynamics: Assessing spillovers and portfolio strategies through time-varying parameters 2024Climate policy initiatives, green finance, and carbon risk interconnectedness 2024Green bonds and financial markets: Interdependence across different market situations 2024The correlation between the green bond market and carbon trading markets under climate change: Evidence from China 2025Investigating volatility spillovers: Connectedness between green bonds, conventional bonds, and energy markets

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Year2024

Typearticle

Published2024-01-27

VenueEnergy

ISSN-L0360-5442

Languageen

Citations94

Files0 public / 0

ShelfSustainable Finance and Green Bonds

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doi10.1016/j.energy.2024.130504

openalex_workW4391283997

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2025Navigating Uncertainty: The Impact of ESG Factors on Clean Energy Markets and Investment Dynamics