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Dynamic interlinkages between carbon risk and volatility of green and renewable energy: A TVP-VAR analysis
16 references·1 citing·32 second hop
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References

  • 2002Dynamic Conditional Correlation7,229 cited
  • 2011Better to give than to receive: Predictive directional measurement of volatility spillovers6,033 cited
  • 1996Efficient Tests for an Autoregressive Unit Root5,637 cited
  • 1996Impulse response analysis in nonlinear multivariate models5,071 cited
  • 2011On the Network Topology of Variance Decompositions: Measuring the Connectedness of Financial Firms4,943 cited
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  • 1990Modelling the Coherence in Short-Run Nominal Exchange Rates: A Multivariate Generalized Arch Model3,519 cited
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  • 2007Oil prices and the stock prices of alternative energy companies843 cited
  • 2018Green bond and financial markets: Co-movement, diversification and price spillover effects829 cited
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  • 2010Growth and renewable energy in Europe: A random effect model with evidence for neutrality hypothesis

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786 cited
  • 2019A bibliometric analysis on green finance: Current status, development, and future directions746 cited
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    • 2024Dynamic connectedness, portfolio performance, and hedging effectiveness of the hydrogen economy, renewable energy, equity, and commodity markets: Insights from the COVID-19 pandemic and the Russia-Ukraine war47 cited