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Short-term impacts vs. long-term contributions: The role of clean energy and ESG investments in China
16 references·0 citing·45 second hopsampled
Short-term impacts vs. long-term contributions: The role of clean energy and ESG investments in China (2024)Short-term impacts vs. long-term contribu…Assessing oil price volatility co-movement with stock market volatility through quantile regression approach (2023)Assessing oil price volatilit…The spillover effects and connectedness among green commodities, Bitcoins, and US stock markets: Evidence from the quantile VAR network (2022)The spillover effects and con…Sustainable finance and renewable energy: Promoters of carbon neutrality in the United States (2022)Sustainable finance and renew…Oil shocks and BRIC markets: Evidence from extreme quantile approach (2022)Oil shocks and BRIC markets: …Extreme spillovers among fossil energy, clean energy, and metals markets: Evidence from a quantile-based analysis (2022)Extreme spillovers among foss…COVID-19 and time-frequency connectedness between green and conventional financial markets (2021)COVID-19 and time-frequency c…Asymmetric spillovers between green bonds and commodities (2021)Asymmetric spillovers between…Frequency Connectedness and Cross-quantile Dependence Between Green Bond and Green Equity Markets (2020)Frequency Connectedness and C…Exploring the time-frequency connectedness and network among crude oil and agriculture commodities V1 (2019)Exploring the time-frequency …Dynamics of volatility spillover in commodity markets: Linking crude oil to agriculture (2019)Dynamics of volatility spillo…Measuring the Frequency Dynamics of Financial Connectedness and Systemic Risk* (2018)Measuring the Frequency Dynam…The cross-quantilogram: Measuring quantile dependence and testing directional predictability between time series (2016)The cross-quantilogram: Measu…Dependency redux: why Africa is not rising (2015)Dependency redux: why Africa …Copula model dependency between oil prices and stock markets: Evidence from China and Vietnam (2012)Copula model dependency betwe…On the Network Topology of Variance Decompositions: Measuring the Connectedness of Financial Firms (2011)On the Network Topology of Va…Quantile Coherency: A General Measure for Dependence between Cyclical Economic VariablesQuantile Coherency: A General…How Europe Underdeveloped Africa (1997)Can Foreign Aid Buy Growth? (2003)How China is Reshaping the Global Economy (2018)The Millennium Development Goals Report (2018)South–South Cooperation 3.0? Managing the consequences of success in the decade ahead (2019)Beyond the Stereotype: Restating the Relevance of the Dependency Research Programme (2020)The Behavior of Stock-Market Prices (1965)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)The Econometrics of Financial Markets (2012)An analysis of the literature on systemic financial risk: A survey (2016)Searching for safe-haven assets during the COVID-19 pandemic (2020)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Generalized impulse response analysis in linear multivariate models (1998)Exploring the Dynamic Relationships between Cryptocurrencies and Other Financial Assets (2017)Time and frequency dynamics of connectedness between renewable energy stocks and crude oil prices (2018)Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions (2020)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Generalized autoregressive conditional heteroskedasticity (1986)Dynamic connectedness among climate change index, green financial assets and renewable energy markets: Novel evidence from sustainable development perspective (2022)Impact of Russia-Ukraine war attention on cryptocurrency: Evidence from quantile dependence analysis (2022)Macroeconomics and Reality (1980)Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)SRISK: A Conditional Capital Shortfall Measure of Systemic Risk (2016)The effect of pro-environmental preferences on bond prices: Evidence from green bonds (2018)Comparative efficiency of green and conventional bonds pre- and during COVID-19: An asymmetric multifractal detrended fluctuation analysis (2021)The interrelationship between the carbon market and the green bonds market: Evidence from wavelet quantile-on-quantile method (2022)Impulse response analysis in nonlinear multivariate models (1996)Green bonds and other assets: Evidence from extreme risk transmission (2021)Time-frequency connectedness among clean-energy stocks and fossil fuel markets: Comparison between financial, oil and pandemic crisis (2021)The causal relationship between green finance and geopolitical risk: Implications for environmental management (2022)Corporate Green Bonds (2018)Dynamic and frequency spillovers between green bonds, oil and G7 stock markets: Implications for risk management (2021)Crude oil and Islamic sectoral stocks: Asymmetric TVP-VAR connectedness and investment strategies (2022)Quantifying the hedge and safe-haven properties of bond markets for cryptocurrency indices (2022)Efficient Tests for an Autoregressive Unit Root (1996)Detrended Cross-Correlation Analysis: A New Method for Analyzing Two Nonstationary Time Series (2008)How do climate risk and clean energy spillovers, and uncertainty affect U.S. stock markets? (2022)Small fish in big ponds: Connections of green finance assets to commodity and sectoral stock markets (2022)Dynamic dependence and causality between crude oil, green bonds, commodities, geopolitical risks, and policy uncertainty (2023)Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions (2017)Public spending and green economic growth in BRI region: Mediating role of green finance (2021)The role of green finance in reducing CO2 emissions: An empirical analysis (2021)Exploring the nexus between monetary uncertainty and volatility in global crude oil: A contemporary approach of regime-switching (2023)Role of artificial intelligence on green economic development: Joint determinates of natural resources and green total factor productivity (2023)The protective nature of gold during times of oil price volatility: An analysis of the COVID-19 pandemic (2023)
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References

  • 2011On the Network Topology of Variance Decompositions: Measuring the Connectedness of Financial Firms4,842 cited
  • 2018Measuring the Frequency Dynamics of Financial Connectedness and Systemic Risk*1,851 cited
  • 2016The cross-quantilogram: Measuring quantile dependence and testing directional predictability between time series553 cited
  • 2023Assessing oil price volatility co-movement with stock market volatility through quantile regression approach414 cited
  • 2015Dependency redux: why Africa is not rising283 cited
  • 2020Frequency Connectedness and Cross-quantile Dependence Between Green Bond and Green Equity Markets280 cited
  • 2021COVID-19 and time-frequency connectedness between green and conventional financial markets256 cited
  • n.d.Quantile Coherency: A General Measure for Dependence between Cyclical Economic Variables219 cited
  • 2022The spillover effects and connectedness among green commodities, Bitcoins, and US stock markets: Evidence from the quantile VAR network192 cited
  • 2021Asymmetric spillovers between green bonds and commodities187 cited
  • 2022Extreme spillovers among fossil energy, clean energy, and metals markets: Evidence from a quantile-based analysis187 cited
  • 2019Dynamics of volatility spillover in commodity markets: Linking crude oil to agriculture184 cited
  • 2012Copula model dependency between oil prices and stock markets: Evidence from China and Vietnam181 cited

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  • 2022Sustainable finance and renewable energy: Promoters of carbon neutrality in the United States166 cited
  • 2022Oil shocks and BRIC markets: Evidence from extreme quantile approach143 cited
  • 2019Exploring the time-frequency connectedness and network among crude oil and agriculture commodities V1136 cited
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