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Do climate policy uncertainty and geopolitical risk transmit opportunity or threat to the green market? Evidence from non-linear ARDL
16 references·0 citing·41 second hop
Do climate policy uncertainty and geopolitical risk transmit opportunity or threat to the green market? Evidence from non-linear ARDL (2024)Do climate policy uncertainty and geopoli…Measuring Geopolitical Risk (2022)Measuring Geopolitical RiskImpact of climate policy uncertainty on traditional energy and green markets: Evidence from time-varying granger tests (2022)Impact of climate policy unce…Climate policy uncertainty and the price dynamics of green and brown energy stocks (2022)Climate policy uncertainty an…Understanding the role of green bonds in advancing sustainability (2020)Understanding the role of gre…Diversification in the age of the 4th industrial revolution: The role of artificial intelligence, green bonds and cryptocurrencies (2020)Diversification in the age of…Climate Change News Risk and Corporate Bond Returns (2020)Climate Change News Risk and …Pricing Uncertainty Induced by Climate Change (2019)Pricing Uncertainty Induced b…Price connectedness between green bond and financial markets (2019)Price connectedness between g…Geopolitical risks and stock market dynamics of the BRICS (2018)Geopolitical risks and stock …Do Shareholders Benefit from Green Bonds? (2018)Do Shareholders Benefit from …Corporate Green Bonds (2018)Corporate Green BondsModelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)Modelling Asymmetric Cointegr…Festschrift in Honor of Peter Schmidt (2014)Festschrift in Honor of Peter…The saving and investment nexus for China: evidence from cointegration tests (2005)The saving and investment nex…Bounds testing approaches to the analysis of level relationships (2001)Bounds testing approaches to …Error‐correction Mechanism Tests for Cointegration in a Single‐equation Framework (1998)Error‐correction Mechanism Te…Prospect Theory: An Analysis of Decision under Risk (1979)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Prospect theory: An analysis of decision under risk (1988)Public debt and growth: Heterogeneity and non-linearity (2015)Quantile cointegration in the autoregressive distributed-lag modeling framework (2015)Environmental degradation in France: The effects of FDI, financial development, and energy innovations (2018)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)An econometric study of CO2 emissions, energy consumption, income and foreign trade in Turkey (2009)Statistical Inference in Instrumental Variables Regression with I(1) Processes (1990)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)Testing for Error Correction in Panel Data* (2007)Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (1992)Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)On the relationship between energy consumption, CO2 emissions and economic growth in Europe (2010)The effects of financial development, economic growth, coal consumption and trade openness on CO2 emissions in South Africa (2013)CO2 emissions, energy consumption, economic and population growth in Malaysia (2014)Corporate financing and investment decisions when firms have information that investors do not have (1984)Common risk factors in the returns on stocks and bonds (1993)Illiquidity and stock returns: cross-section and time-series effects (2002)The Importance of Climate Risks for Institutional Investors (2019)Firms and social responsibility: A review of ESG and CSR research in corporate finance (2021)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Generalized impulse response analysis in linear multivariate models (1998)Dynamic spillover effects among green bond, renewable energy stocks and carbon markets during COVID-19 pandemic: Implications for hedging and investments strategies (2021)Green finance, fintech and environmental protection: Evidence from China (2021)Quantile time–frequency price connectedness between green bond, green equity, sustainable investments and clean energy markets (2022)Risk, Return, and Equilibrium: Empirical Tests (1973)Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches (2008)Climate Risk and Capital Structure (2019)Climate Finance (2020)Dissecting green returns (2022)The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)Climate Risk Disclosure and Institutional Investors (2023)Estimation and Inference of Impulse Responses by Local Projections (2005)The Impact of Uncertainty Shocks (2009)Measuring Economic Policy Uncertainty* (2016)Russia–Ukraine crisis: The effects on the European stock market (2022)Advancing green finance: a review of sustainable development (2023)The impact of the Russian-Ukrainian war on global financial markets (2023)Renewable energy consumption and economic growth nexus: Evidence from a threshold model (2020)
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References

  • 2001Bounds testing approaches to the analysis of level relationships21,232 cited
  • 2014Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework3,836 cited
  • 2022Measuring Geopolitical Risk3,788 cited
  • 2005The saving and investment nexus for China: evidence from cointegration tests3,682 cited
  • 2018Corporate Green Bonds2,907 cited
  • 1998Error‐correction Mechanism Tests for Cointegration in a Single‐equation Framework2,330 cited
  • 2018Do Shareholders Benefit from Green Bonds?1,235 cited
  • 2014Festschrift in Honor of Peter Schmidt781 cited
  • 2020Climate Change News Risk and Corporate Bond Returns557 cited
  • 2019Price connectedness between green bond and financial markets530 cited
  • 2020Understanding the role of green bonds in advancing sustainability500 cited
  • 2018Geopolitical risks and stock market dynamics of the BRICS485 cited
  • 2019Pricing Uncertainty Induced by Climate Change467 cited
  • 2022Impact of climate policy uncertainty on traditional energy and green markets: Evidence from time-varying granger tests443 cited
  • 2022Climate policy uncertainty and the price dynamics of green and brown energy stocks

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426 cited
  • 2020Diversification in the age of the 4th industrial revolution: The role of artificial intelligence, green bonds and cryptocurrencies354 cited
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