SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Asymmetric volatility spillovers among new energy, ESG, green bond and carbon markets
16 references·6 citing·18 second hop
Asymmetric volatility spillovers among new energy, ESG, green bond and carbon markets (2024)Asymmetric volatility spillovers among ne…On the network topology of variance decompositions: Measuring the connectedness of financial firms (2014)On the network topology of va…Uncertainty about Government Policy and Stock Prices (2012)Uncertainty about Government …Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)Better to give than to receiv…Econometric Analysis of Realized Volatility and its Use in Estimating Stochastic Volatility Models (2002)Econometric Analysis of Reali…Dynamic Conditional Correlation (2002)Dynamic Conditional Correlati…The Distribution of Realized Exchange Rate Volatility (2001)The Distribution of Realized …Impulse response analysis in nonlinear multivariate models (1996)Impulse response analysis in …Multivariate Simultaneous Generalized ARCH (1995)Multivariate Simultaneous Gen…Threshold heteroskedastic models (1994)Threshold heteroskedastic mod…On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)On the Relation between the E…Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Conditional Heteroskedasticit…Modelling the Coherence in Short-Run Nominal Exchange Rates: A Multivariate Generalized Arch Model (1990)Modelling the Coherence in Sh…A Capital Asset Pricing Model with Time-Varying Covariances (1988)A Capital Asset Pricing Model…A Conditionally Heteroskedastic Time Series Model for Speculative Prices and Rates of Return (1987)A Conditionally Heteroskedast…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Autoregressive Conditional He…Macroeconomics and Reality (1980)Macroeconomics and RealityNavigating Uncertainty: The Impact of ESG Factors on Clean Energy Markets and Investment Dynamics (2025)Navigating Uncertainty: The I…Investigating volatility spillovers: Connectedness between green bonds, conventional bonds, and energy markets (2025)Investigating volatility spil…The correlation between the green bond market and carbon trading markets under climate change: Evidence from China (2024)The correlation between the g…Green bonds and financial markets: Interdependence across different market situations (2024)Green bonds and financial mar…Equity markets and ESG dynamics: Assessing spillovers and portfolio strategies through time-varying parameters (2024)Equity markets and ESG dynami…Climate policy initiatives, green finance, and carbon risk interconnectedness (2024)Climate policy initiatives, g…ARCH modeling in finance (1992)Modeling and Forecasting Realized Volatility (2003)Introductory Econometrics for Finance (2008)Stochastic Simulation (1987)The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)Generalized autoregressive conditional heteroskedasticity (1986)Pitfalls in Financial Model-Building (1968)Conditional logit analysis of qualitative choice behavior (1972)"Rational" Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule (1975)Time to Build and Aggregate Fluctuations (1982)Postwar U.S. Business Cycles: An Empirical Investigation (1997)Generalized impulse response analysis in linear multivariate models (1998)Measuring the Frequency Dynamics of Financial Connectedness and Systemic Risk* (2018)Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions (2020)Econometric Analysis of Cross Section and Panel Data (2001)Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles (2000)The Cross‐Section of Volatility and Expected Returns (2006)SRISK: A conditional capital shortfall measure of systemic risk (2017)
this work references cited by second hop

References

  • 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation20,684 cited
  • 1980Macroeconomics and Reality12,826 cited
  • 1991Conditional Heteroskedasticity in Asset Returns: A New Approach10,268 cited
  • 1993On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks9,041 cited
  • 2002Dynamic Conditional Correlation7,126 cited
  • 2011Better to give than to receive: Predictive directional measurement of volatility spillovers5,798 cited
  • 1996Impulse response analysis in nonlinear multivariate models5,071 cited
  • 2014On the network topology of variance decompositions: Measuring the connectedness of financial firms4,694 cited
  • 1995Multivariate Simultaneous Generalized ARCH4,510 cited
  • 1990Modelling the Coherence in Short-Run Nominal Exchange Rates: A Multivariate Generalized Arch Model3,519 cited
  • 1988A Capital Asset Pricing Model with Time-Varying Covariances3,145 cited
  • 1987A Conditionally Heteroskedastic Time Series Model for Speculative Prices and Rates of Return2,569 cited
  • 2012Uncertainty about Government Policy and Stock Prices2,327 cited
  • 1994Threshold heteroskedastic models2,294 cited
  • 2002

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

Econometric Analysis of Realized Volatility and its Use in Estimating Stochastic Volatility Models
2,224 cited
  • 2001The Distribution of Realized Exchange Rate Volatility2,108 cited
  • Cited by

    • 2024Equity markets and ESG dynamics: Assessing spillovers and portfolio strategies through time-varying parameters57 cited
    • 2024Climate policy initiatives, green finance, and carbon risk interconnectedness41 cited
    • 2024Green bonds and financial markets: Interdependence across different market situations30 cited
    • 2024The correlation between the green bond market and carbon trading markets under climate change: Evidence from China27 cited
    • 2025Investigating volatility spillovers: Connectedness between green bonds, conventional bonds, and energy markets26 cited
    • 2025Navigating Uncertainty: The Impact of ESG Factors on Clean Energy Markets and Investment Dynamics24 cited