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Dynamic connectedness and portfolio strategies: Insights from fintech, robotics, renewable energy, and green bonds in China
16 references·0 citing·43 second hop
Dynamic connectedness and portfolio strategies: Insights from fintech, robotics, renewable energy, and green bonds in China (2025)Dynamic connectedness and portfolio strat…The race to zero emissions: Can renewable energy be the path to carbon neutrality? (2022)The race to zero emissions: C…Role of green technology innovation and renewable energy in carbon neutrality: A sustainable investigation from Turkey (2021)Role of green technology inno…Does financial development influence renewable energy consumption to achieve carbon neutrality in the USA? (2021)Does financial development in…Does exports diversification and environmental innovation achieve carbon neutrality target of OECD economies? (2021)Does exports diversification …Do FinTech trigger renewable energy use? Evidence from OECD countries (2021)Do FinTech trigger renewable …Crude Oil futures contracts and commodity markets: New evidence from a TVP-VAR extended joint connectedness approach (2021)Crude Oil futures contracts a…Risk spillovers between FinTech and traditional financial institutions: Evidence from the U.S. (2020)Risk spillovers between FinTe…Oil and asset classes implied volatilities: Investment strategies and hedging effectiveness (2020)Oil and asset classes implied…Can fintech improve the efficiency of commercial banks? —An analysis based on big data (2020)Can fintech improve the effic…The Joint Spillover Index (2019)The Joint Spillover IndexOn the Network Topology of Variance Decompositions: Measuring the Connectedness of Financial Firms (2011)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…Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets (2008)Measuring Financial Asset Ret…Modeling Asymmetric Comovements of Asset Returns (1998)Modeling Asymmetric Comovemen…The Theory of Externalities, Public Goods, and Club Goods (1996)The Theory of Externalities, …EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)EFFICIENT CAPITAL MARKETS: A …Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Multivariate Simultaneous Generalized ARCH (1995)Modeling and Forecasting Realized Volatility (2003)Introductory Econometrics for Finance (2008)Macroeconomics and Reality (1980)Generalized impulse response analysis in linear multivariate models (1998)Dynamic Conditional Correlation (2002)Measuring the Frequency Dynamics of Financial Connectedness and Systemic Risk* (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)The Behavior of Stock-Market Prices (1965)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Users of the world, unite! The challenges and opportunities of Social Media (2009)Fintech, regulatory arbitrage, and the rise of shadow banks (2018)On the Rise of FinTechs: Credit Scoring Using Digital Footprints (2019)The Role of Technology in Mortgage Lending (2019)Organizational readiness for digital financial innovation and financial resilience (2021)Digital transformation and the emergence of the Fintech sector: Systematic literature review (2022)The diffusion of financial technology-enabled innovation in GCC-listed banks and its relationship with profitability and market value (2024)On the Estimation of Security Price Volatilities from Historical Data (1980)No Contagion, Only Interdependence: Measuring Stock Market Comovements (2002)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Testing for a Unit Root in Time Series Regression (1988)Bounds testing approaches to the analysis of level relationships (2001)A step forward on sustainability: The nexus of environmental responsibility, green technology, clean energy and green finance (2022)Assessing the Digital Economy and its Carbon-Mitigation Effects: The Case of China (2022)Endorsing sustainable development in BRICS: The role of technological innovation, renewable energy consumption, and natural resources in limiting carbon emission (2022)Efficient Tests for an Autoregressive Unit Root (1996)Dynamic spillover effects among green bond, renewable energy stocks and carbon markets during COVID-19 pandemic: Implications for hedging and investments strategies (2021)Connectedness between geopolitical risk, financial instability indices and precious metals markets: Novel findings from Russia Ukraine conflict perspective (2022)Assessing oil price volatility co-movement with stock market volatility through quantile regression approach (2023)A Contribution to the Theory of Economic Growth (1956)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)Renewable energy and technological innovation: Which one is the winner in promoting net-zero emissions? (2022)The United States and China on the paths and policies to carbon neutrality (2022)Blockchain market and green finance: The enablers of carbon neutrality in China (2023)Endogenous Technological Change (1989)Impure Altruism and Donations to Public Goods: A Theory of Warm-Glow Giving (1990)Increasing Returns, Path Dependence, and the Study of Politics (2000)SRISK: A Conditional Capital Shortfall Measure of Systemic Risk (2016)
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References

  • 1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*24,470 cited
  • 2011Better to give than to receive: Predictive directional measurement of volatility spillovers6,033 cited
  • 2011On the Network Topology of Variance Decompositions: Measuring the Connectedness of Financial Firms4,943 cited
  • 2008Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets3,380 cited
  • 1996The Theory of Externalities, Public Goods, and Club Goods2,689 cited
  • 1998Modeling Asymmetric Comovements of Asset Returns1,588 cited
  • 2021Role of green technology innovation and renewable energy in carbon neutrality: A sustainable investigation from Turkey626 cited
  • 2020Can fintech improve the efficiency of commercial banks? —An analysis based on big data459 cited
  • 2021Crude Oil futures contracts and commodity markets: New evidence from a TVP-VAR extended joint connectedness approach433 cited
  • 2022The race to zero emissions: Can renewable energy be the path to carbon neutrality?360 cited
  • 2021Does exports diversification and environmental innovation achieve carbon neutrality target of OECD economies?315 cited
  • 2021Do FinTech trigger renewable energy use? Evidence from OECD countries226 cited
  • 2021Does financial development influence renewable energy consumption to achieve carbon neutrality in the USA?226 cited

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2020
Risk spillovers between FinTech and traditional financial institutions: Evidence from the U.S.
222 cited
  • 2019The Joint Spillover Index214 cited
  • 2020Oil and asset classes implied volatilities: Investment strategies and hedging effectiveness204 cited
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