SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Green bonds and clean energy stocks: Safe havens against global uncertainties? A wavelet quantile-based examination
16 references·0 citing·38 second hopsampled
Green bonds and clean energy stocks: Safe havens against global uncertainties? A wavelet quantile-based examination (2024)Green bonds and clean energy stocks: Safe…Examining the interconnectedness of green finance: an analysis of dynamic spillover effects among green bonds, renewable energy, and carbon markets (2023)Examining the interconnectedn…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…Measuring Geopolitical Risk (2022)Measuring Geopolitical RiskDynamic spillover effects among green bond, renewable energy stocks and carbon markets during COVID-19 pandemic: Implications for hedging and investments strategies (2021)Dynamic spillover effects amo…Are green bonds a different asset class? Evidence from time-frequency connectedness analysis (2021)Are green bonds a different a…Time-frequency comovement among green bonds, stocks, commodities, clean energy, and conventional bonds (2020)Time-frequency comovement amo…Relationship between green bonds and financial and environmental variables: A novel time-varying causality (2020)Relationship between green bo…Frequency Connectedness and Cross-quantile Dependence Between Green Bond and Green Equity Markets (2020)Frequency Connectedness and C…Time-varying relation between black and green bond price benchmarks: Macroeconomic determinants for the first decade (2019)Time-varying relation between…Price connectedness between green bond and financial markets (2019)Price connectedness between g…Measuring the Frequency Dynamics of Financial Connectedness and Systemic Risk* (2018)Measuring the Frequency Dynam…Green bond and financial markets: Co-movement, diversification and price spillover effects (2018)Green bond and financial mark…Why is gold a safe haven? (2016)Why is gold a safe haven?Measuring Economic Policy Uncertainty* (2016)Measuring Economic Policy Unc…On the network topology of variance decompositions: Measuring the connectedness of financial firms (2014)On the network topology of va…Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)Better to give than to receiv…Macroeconomics and Reality (1980)Generalized impulse response analysis in linear multivariate models (1998)Dynamic Conditional Correlation (2002)Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions (2020)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Testing for a Unit Root in Time Series Regression (1988)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Green bonds for sustainable development: Review of literature on development and impact of green bonds (2021)Quantile time–frequency price connectedness between green bond, green equity, sustainable investments and clean energy markets (2022)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Time and frequency dynamics of connectedness between renewable energy stocks and crude oil prices (2018)An Introduction to Wavelets and Other Filtering Methods in Finance and Economics (2002)Do Shareholders Benefit from Green Bonds? (2018)Tail dependence between bitcoin and green financial assets (2021)A step forward on sustainability: The nexus of environmental responsibility, green technology, clean energy and green finance (2022)Role of green finance in improving energy efficiency and renewable energy development (2022)The Role of Monetary Policy (1995)The Impact of Uncertainty Shocks (2009)Measuring Uncertainty (2015)COVID-19 pandemic, oil prices, stock market, geopolitical risk and policy uncertainty nexus in the US economy: Fresh evidence from the wavelet-based approach (2020)The Unprecedented Stock Market Reaction to COVID-19 (2020)Efficient Tests for an Autoregressive Unit Root (1996)Does oil connect differently with prominent assets during war? Analysis of intra-day data during the Russia-Ukraine saga (2022)Dynamic connectedness among climate change index, green financial assets and renewable energy markets: Novel evidence from sustainable development perspective (2022)The spillover effects among fossil fuel, renewables and carbon markets: Evidence under the dual dilemma of climate change and energy crises (2023)Estimation and Inference of Impulse Responses by Local Projections (2005)Geopolitical risk and the systemic risk in the commodity markets under the war in Ukraine (2022)Russia–Ukraine crisis: The effects on the European stock market (2022)The impact of the Russian-Ukrainian war on global financial markets (2023)A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test (1999)Environmental degradation in France: The effects of FDI, financial development, and energy innovations (2018)Public spending and green economic growth in BRI region: Mediating role of green finance (2021)The protective nature of gold during times of oil price volatility: An analysis of the COVID-19 pandemic (2023)COVID-19 and the transformation of emerging economies: Financialization, green bonds, and stock market volatility (2024)RETRACTED: Green finance and renewable energy growth in developing nations: A GMM analysis (2024)Extreme return connectedness and its determinants between clean/green and dirty energy investments (2020)SRISK: A conditional capital shortfall measure of systemic risk (2017)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 2016Measuring Economic Policy Uncertainty*12,311 cited
  • 2011Better to give than to receive: Predictive directional measurement of volatility spillovers5,798 cited
  • 2014On the network topology of variance decompositions: Measuring the connectedness of financial firms4,694 cited
  • 2022Measuring Geopolitical Risk3,788 cited
  • 2018Measuring the Frequency Dynamics of Financial Connectedness and Systemic Risk*1,790 cited
  • 2018Green bond and financial markets: Co-movement, diversification and price spillover effects771 cited
  • 2019Price connectedness between green bond and financial markets526 cited
  • 2021Dynamic spillover effects among green bond, renewable energy stocks and carbon markets during COVID-19 pandemic: Implications for hedging and investments strategies479 cited
  • 2020Time-frequency comovement among green bonds, stocks, commodities, clean energy, and conventional bonds453 cited
  • 2023Examining the interconnectedness of green finance: an analysis of dynamic spillover effects among green bonds, renewable energy, and carbon markets345 cited
  • 2019Time-varying relation between black and green bond price benchmarks: Macroeconomic determinants for the first decade337 cited
  • 2020Relationship between green bonds and financial and environmental variables: A novel time-varying causality300 cited
  • 2022Testing the safe-haven properties of gold and bitcoin in the backdrop of COVID-19: A wavelet quantile correlation approach

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

290 cited
  • 2020Frequency Connectedness and Cross-quantile Dependence Between Green Bond and Green Equity Markets280 cited
  • 2016Why is gold a safe haven?272 cited
  • 2021Are green bonds a different asset class? Evidence from time-frequency connectedness analysis255 cited
  • Cited by

    No citing works inside the corpus for this window.