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Unearthing the hedge and safe-haven potential of green investment funds for energy commodities
16 references·0 citing·46 second hop
Unearthing the hedge and safe-haven potential of green investment funds for energy commodities (2024)Unearthing the hedge and safe-haven poten…Testing the safe-haven properties of gold and bitcoin in the backdrop of COVID-19: A wavelet quantile correlation approach (2022)Testing the safe-haven proper…Hedging climate risks with green assets (2022)Hedging climate risks with gr…Diversifier or more? Hedge and safe haven properties of green bonds during COVID-19 (2022)Diversifier or more? Hedge an…Green bonds and other assets: Evidence from extreme risk transmission (2021)Green bonds and other assets:…Dynamic and frequency spillovers between green bonds, oil and G7 stock markets: Implications for risk management (2021)Dynamic and frequency spillov…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…Is gold a safe haven or a hedge for the US dollar? Implications for risk management (2013)Is gold a safe haven or a hed…Getting beyond carry trade: What makes a safe haven currency? (2011)Getting beyond carry trade: W…Is gold a safe haven? International evidence (2010)Is gold a safe haven? Interna…Is Gold a Hedge or a Safe Haven? An Analysis of Stocks, Bonds and Gold (2009)Is Gold a Hedge or a Safe Hav…No Contagion, Only Interdependence: Measuring Stock Market Comovements (2002)No Contagion, Only Interdepen…An Introduction to Wavelets and Other Filtering Methods in Finance and Economics (2002)An Introduction to Wavelets a…Time-Varying Distributions and Dynamic Hedging with Foreign Currency Futures (1993)Time-Varying Distributions an…Testing for a Unit Root in Time Series Regression (1988)Testing for a Unit Root in Ti…Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Distribution of the Estimator…A long memory property of stock market returns and a new model (1993)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)An Introduction to Copulas (1999)Do global factors impact BRICS stock markets? A quantile regression approach (2014)Does gold act as a hedge or a safe haven for stocks? 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(2016)Impulse response analysis in nonlinear multivariate models (1996)Generalized impulse response analysis in linear multivariate models (1998)Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)Time-frequency connectedness among clean-energy stocks and fossil fuel markets: Comparison between financial, oil and pandemic crisis (2021)Quantile time–frequency price connectedness between green bond, green equity, sustainable investments and clean energy markets (2022)On the Network Topology of Variance Decompositions: Measuring the Connectedness of Financial Firms (2011)Does the Russia-Ukraine War Lead to Currency Asymmetries? A US Dollar Tale (2022)Investigating the influence of socioeconomic conditions, renewable energy and eco-innovation on environmental degradation in the United States: A wavelet quantile-based analysis (2023)RETRACTED: Exploring the dynamic connectedness among energy transition and its drivers: Understanding the moderating role of global geopolitical risk (2023)Using wavelets to decompose the time–frequency effects of monetary policy (2008)International comovement of stock market returns: A wavelet analysis (2009)Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions (2017)Statistical analysis of cointegration vectors (1988)Bounds testing approaches to the analysis of level relationships (2001)Testing for unit roots in heterogeneous panels (2003)
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References

  • 1988Testing for a Unit Root in Time Series Regression19,420 cited
  • 1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root9,128 cited
  • 2002No Contagion, Only Interdependence: Measuring Stock Market Comovements4,735 cited
  • 2009Is Gold a Hedge or a Safe Haven? An Analysis of Stocks, Bonds and Gold2,707 cited
  • 2010Is gold a safe haven? International evidence2,082 cited
  • 1993Time-Varying Distributions and Dynamic Hedging with Foreign Currency Futures1,529 cited
  • 2002An Introduction to Wavelets and Other Filtering Methods in Finance and Economics1,078 cited
  • 2013Is gold a safe haven or a hedge for the US dollar? Implications for risk management515 cited
  • 2022Testing the safe-haven properties of gold and bitcoin in the backdrop of COVID-19: A wavelet quantile correlation approach290 cited
  • 2021COVID-19 and time-frequency connectedness between green and conventional financial markets256 cited
  • 2022Diversifier or more? Hedge and safe haven properties of green bonds during COVID-19216 cited
  • 2011Getting beyond carry trade: What makes a safe haven currency?210 cited
  • 2021Asymmetric spillovers between green bonds and commodities187 cited
  • 2022Hedging climate risks with green assets179 cited

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2021
Green bonds and other assets: Evidence from extreme risk transmission
177 cited
  • 2021Dynamic and frequency spillovers between green bonds, oil and G7 stock markets: Implications for risk management166 cited
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