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Dynamic linkages and spillover effects of biodiversity risk in socially responsible investment and commodity markets
16 references·0 citing·46 second hopsampled
Dynamic linkages and spillover effects of biodiversity risk in socially responsible investment and commodity markets (2025)Dynamic linkages and spillover effects of…Do investors care about biodiversity? (2024)Do investors care about biodi…Presidential Address: Sustainable Finance and ESG Issues— Value versus Values (2023)Presidential Address: Sustain…Biodiversity finance: A call for research into financing nature (2023)Biodiversity finance: A call …Quantile time–frequency price connectedness between green bond, green equity, sustainable investments and clean energy markets (2022)Quantile time–frequency price…Hedging climate risks with green assets (2022)Hedging climate risks with gr…Public Attention to Environmental Issues and Stock Market Returns (2020)Public Attention to Environme…Can sustainable investments outperform traditional benchmarks? Evidence from global stock markets (2019)Can sustainable investments o…Every Little Helps? ESG News and Stock Market Reaction (2017)Every Little Helps? ESG News …Sustainable Investing: Establishing Long-Term Value and Performance (2013)Sustainable Investing: Establ…Is gold a hedge or safe haven against oil price movements? (2013)Is gold a hedge or safe haven…Financialization, crisis and commodity correlation dynamics (2012)Financialization, crisis and …Correlations and volatility spillovers between oil prices and the stock prices of clean energy and technology companies (2011)Correlations and volatility s…Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)Better to give than to receiv…Causes and Consequences of the Oil Shock of 2007-08 (2009)Causes and Consequences of th…Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets (2008)Measuring Financial Asset Ret…Dynamic Conditional Correlation (2002)Dynamic Conditional Correlati…On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Asymmetric Dynamics in the Correlations of Global Equity and Bond Returns (2006)On the links between stock and commodity markets' volatility (2013)Speculators, commodities and cross-market linkages (2013)Dynamic spillover effects among crude oil, precious metal, and agricultural commodity futures markets (2016)Modelling the Coherence in Short-Run Nominal Exchange Rates: A Multivariate Generalized Arch Model (1990)ARCH modeling in finance (1992)Multivariate Simultaneous Generalized ARCH (1995)Modeling and Forecasting Realized Volatility (2003)Introductory Econometrics for Finance (2008)Multivariate GARCH models: a surveyModeling Asymmetric Comovements of Asset Returns (1998)Correlations and volatility spillovers across commodity and stock markets: Linking energies, food, and gold (2013)Time and frequency dynamics of connectedness between renewable energy stocks and crude oil prices (2018)Macroeconomics and Reality (1980)Generalized impulse response analysis in linear multivariate models (1998)On the network topology of variance decompositions: Measuring the connectedness of financial firms (2014)Measuring the Frequency Dynamics of Financial Connectedness and Systemic Risk* (2018)Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions (2020)An Introduction to Copulas (1999)Is Gold a Hedge or a Safe Haven? An Analysis of Stocks, Bonds and Gold (2010)The financial economics of gold — A survey (2015)Does uncertainty move the gold price? New evidence from a nonparametric causality-in-quantiles test (2016)Hedging geopolitical risk with precious metals (2020)The Economics of Exhaustible Resources (1931)Oil and the Macroeconomy since World War II (1983)Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market (2009)Oil Price Uncertainty (2010)Oil prices, exchange rates and emerging stock markets (2011)A Three-Dimensional Conceptual Model of Corporate Performance (1979)The pyramid of corporate social responsibility: Toward the moral management of organizational stakeholders (1991)Corporate Social and Financial Performance: A Meta-Analysis (2003)ESG and Corporate Financial Performance: Empirical Evidence from China’s Listed Power Generation Companies (2018)ESG disclosure and Firm performance: A bibliometric and meta analysis (2022)ESG and Industry 5.0: The role of technologies in enhancing ESG disclosure (2023)The robustness of identified VAR conclusions about money (1998)No Contagion, Only Interdependence: Measuring Stock Market Comovements (2002)Confirmation Bias: A Ubiquitous Phenomenon in Many Guises (1998)Women in the boardroom and their impact on governance and performance☆ (2009)ESG and financial performance: aggregated evidence from more than 2000 empirical studies (2015)The Effects of Mandatory ESG Disclosure around the World (2021)Biodiversity finance (2024)Corporate ESG Profiles and Investor Horizons (2026)Connectedness between geopolitical risk, financial instability indices and precious metals markets: Novel findings from Russia Ukraine conflict perspective (2022)Dynamic connectedness among climate change index, green financial assets and renewable energy markets: Novel evidence from sustainable development perspective (2022)Impact of climate policy uncertainty on traditional energy and green markets: Evidence from time-varying granger tests (2022)
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References

  • 2002Dynamic Conditional Correlation7,126 cited
  • 2011Better to give than to receive: Predictive directional measurement of volatility spillovers5,798 cited
  • 2008Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets3,131 cited
  • 2009Causes and Consequences of the Oil Shock of 2007-081,006 cited
  • 2011Correlations and volatility spillovers between oil prices and the stock prices of clean energy and technology companies877 cited
  • 2012Financialization, crisis and commodity correlation dynamics650 cited
  • 2017Every Little Helps? ESG News and Stock Market Reaction608 cited
  • 2022Quantile time–frequency price connectedness between green bond, green equity, sustainable investments and clean energy markets519 cited
  • 2023Presidential Address: Sustainable Finance and ESG Issues— Value versus Values471 cited
  • 2013Is gold a hedge or safe haven against oil price movements?362 cited
  • 2023Biodiversity finance: A call for research into financing nature247 cited
  • 2020Public Attention to Environmental Issues and Stock Market Returns215 cited
  • 2024Do investors care about biodiversity?205 cited
  • 2013Sustainable Investing: Establishing Long-Term Value and Performance201 cited

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2019
Can sustainable investments outperform traditional benchmarks? Evidence from global stock markets
184 cited
  • 2022Hedging climate risks with green assets179 cited
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