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The impact of climate policy uncertainty on the correlations between green bond and green stock markets
16 references·0 citing·45 second hop
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(2020)Is Gold a Hedge or a Safe-Hav…Dependence and risk spillovers between green bonds and clean energy markets (2020)Dependence and risk spillover…Green bond and financial markets: Co-movement, diversification and price spillover effects (2018)Green bond and financial mark…Energy consumption, financial development and economic growth in India: New evidence from a nonlinear and asymmetric analysis (2017)Energy consumption, financial…Oil prices, US stock return, and the dependence between their quantiles (2015)Oil prices, US stock return, …A component model for dynamic correlations (2009)A component model for dynamic…Dynamic Conditional Correlation (2002)Dynamic Conditional Correlati…Modeling Asymmetric Comovements of Asset Returns (1998)Modeling Asymmetric Comovemen…Time-Varying Distributions and Dynamic Hedging with Foreign Currency Futures (1993)Time-Varying Distributions an…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)Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)Oil and the Macroeconomy since World War II (1983)Estimating Production Functions Using Inputs to Control for Unobservables (2003)Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market (2009)Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions (2017)Does economic policy uncertainty predict the Bitcoin returns? An empirical investigation (2018)The role of green finance in reducing CO2 emissions: An empirical analysis (2021)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)Asymmetric correlations of equity portfolios (2002)International Asset Allocation With Regime Shifts (2002)Asymmetric Dynamics in the Correlations of Global Equity and Bond Returns (2006)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Testing for a Unit Root in Time Series Regression (1988)Correlations and volatility spillovers between oil prices and the stock prices of clean energy and technology companies (2011)Financial contagion during COVID–19 crisis (2020)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Bounds testing approaches to the analysis of level relationships (2001)Renewable and non-renewable energy consumption-economic growth nexus: New evidence from South Asia (2019)The effect of financial development on ecological footprint in BRI countries: evidence from panel data estimation (2019)Assessing the impact of transition from nonrenewable to renewable energy consumption on economic growth-environmental nexus from developing Asian economies (2021)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Price connectedness between green bond and financial markets (2019)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)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)Generalized autoregressive conditional heteroskedasticity (1986)COVID–19 media coverage and ESG leader indices (2021)A clean, green haven?—Examining the relationship between clean energy, clean and dirty cryptocurrencies (2022)Testing the safe-haven properties of gold and bitcoin in the backdrop of COVID-19: A wavelet quantile correlation approach (2022)Temperature Shocks and Economic Growth: Evidence from the Last Half Century (2012)Identification Properties of Recent Production Function Estimators (2015)More sustainable, more productive: Evidence from ESG ratings and total factor productivity among listed Chinese firms (2022)Does green finance really inhibit extreme hypocritical ESG risk? A greenwashing perspective exploration (2023)Dissecting climate risks: Are they reflected in stock prices? (2023)
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References

  • 2002Dynamic Conditional Correlation7,126 cited
  • 1998Modeling Asymmetric Comovements of Asset Returns1,588 cited
  • 1993Time-Varying Distributions and Dynamic Hedging with Foreign Currency Futures1,528 cited
  • 2015Oil prices, US stock return, and the dependence between their quantiles1,428 cited
  • 2021Measuring Climate Policy Uncertainty834 cited
  • 2018Green bond and financial markets: Co-movement, diversification and price spillover effects771 cited
  • 2017Energy consumption, financial development and economic growth in India: New evidence from a nonlinear and asymmetric analysis598 cited
  • 2022Climate policy uncertainty and firm-level total factor productivity: Evidence from China584 cited
  • 2020Is Gold a Hedge or a Safe-Haven Asset in the COVID–19 Crisis?526 cited
  • 2020Time-frequency comovement among green bonds, stocks, commodities, clean energy, and conventional bonds453 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 stocks415 cited
  • 2021Crude oil market and stock markets during the COVID-19 pandemic: Evidence from the US, Japan, and Germany357 cited
  • 2020Network connectedness of green bonds and asset classes

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349 cited
  • 2009A component model for dynamic correlations300 cited
  • 2020Dependence and risk spillovers between green bonds and clean energy markets284 cited
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