Aharon, D.Y. ; Umar, Z. ; Vo, X.V. Dynamic spillovers between the term structure of interest rates, bitcoin, and safe-haven currencies. 2021 Financ. Innov.. 7 1-25
Ahmed, W.M. On the higher-order moment interdependence of stock and commodity markets: a wavelet coherence analysis. 2022 Q. Rev. Econ. Financ.. 83 135-151
- Akovalı, U. ; Yılmaz, K. Unconventional Monetary Policy and Bond Market Connectedness in the New Normal (No. 2101). 2021 :
Paper not yet in RePEc: Add citation now
Ali, F. ; Khurram, M.U. ; Sensoy, A. ; Vo, X.V. Green cryptocurrencies and portfolio diversification in the era of greener paths. 2024 Renew. Sust. Energ. Rev.. 191 -
Antonakakis, N. ; Chatziantoniou, I. ; Gabauer, D. Refined measures of dynamic connectedness based on time-varying parameter vector autoregressions. 2020 J. Risk Financ. Manag.. 13 84-
Apergis, N. Realized higher-order moments spillovers across cryptocurrencies. 2023 J. Int. Financ. Mark. Inst. Money. 85 -
Badics, M.C. ; Huszar, Z.R. ; Kotro, B.B. The impact of crisis periods and monetary decisions of the fed and the ECB on the sovereign yield curve network. 2023 J. Int. Financ. Mark. Inst. Money. 101837 -
- Bae, K.H. ; Lim, C. ; Wei, K.J. Corporate governance and conditional skewness in the world’s stock markets. 2006 J. Bus.. 79 2999-3028
Paper not yet in RePEc: Add citation now
Berardi, A. ; Plazzi, A. Dissecting the yield curve: the international evidence. 2022 J. Bank. Financ.. 134 -
Bouri, E. Spillovers in the joint system of conditional higher-order moments: US evidence from green energy, brown energy, and technology stocks. 2023 Renew. Energy. 210 507-523
Bouri, E. ; Kamal, E. ; Kinateder, H. FTX collapse and systemic risk spillovers from FTX token to major cryptocurrencies. 2023 Financ. Res. Lett.. 104099 -
Bouri, E. ; Kristoufek, L. ; Azoury, N. Bitcoin and S&P500: co-movements of high-order moments in the time-frequency domain. 2022 PLoS One. 17 -
Broadstock, D.C. ; Chatziantoniou, I. ; Gabauer, D. Minimum connectedness portfolios and the market for green bonds: Advocating socially responsible investment (SRI) activity. 2022 En : Applications in Energy Finance: The Energy Sector, Economic Activity, Financial Markets and the Environment. Springer International Publishing: Cham
Campiglio, E. Beyond carbon pricing: the role of banking and monetary policy in financing the transition to a low-carbon economy. 2016 Ecol. Econ.. 121 220-230
Christoffersen, P. ; Errunza, V. ; Jacobs, K. ; Jin, X. Correlation dynamics and international diversification benefits. 2014 Int. J. Forecast.. 30 807-824
Cieslak, A. ; Povala, P. Information in the term structure of yield curve volatility. 2016 J. Financ.. 71 1393-1436
- Conlon, T. ; Corbet, S. ; Hu, Y. The collapse of the FTX exchange: the end of cryptocurrency's age of innocence. 2023 Br. Account. Rev.. 101277 -
Paper not yet in RePEc: Add citation now
Corbet, S. ; Goodell, J.W. ; Günay, S. Co-movements and spillovers of oil and renewable firms under extreme conditions: new evidence from negative WTI prices during COVID-19. 2020 Energy Econ.. 92 -
Cox, J.S. ; Griffith, T.G. When elections fail to resolve uncertainty: the case of the 2016 US presidential election. 2019 J. Financ. Res.. 42 735-756
Cui, J. ; Maghyereh, A. Time-frequency dependence and connectedness among global oil markets: fresh evidence from higher-order moment perspective. 2023 J. Commod. Mark.. 30 -
Diebold, F.X. ; Li, C. Forecasting the term structure of government bond yields. 2006 J. Econ.. 130 337-364
Diebold, F.X. ; Yilmaz, K. Better to give than to receive: predictive directional measurement of volatility spillovers. 2012 Int. J. Forecast.. 28 57-66
Diebold, F.X. ; Yılmaz, K. On the network topology of variance decompositions: measuring the connectedness of financial firms. 2014 J. Econ.. 182 119-134
Duan, K. ; Zhao, Y. ; Urquhart, A. ; Huang, Y. Do clean and dirty cryptocurrencies connect with financial assets differently? The role of economic policy uncertainty. 2023 Energy Econ.. 127 -
Ederington, L.H. The hedging performance of the new futures markets. 1979 J. Financ.. 34 157-170
Faria, G. ; Verona, F. The yield curve and the stock market: mind the long run. 2020 J. Financ. Mark.. 50 -
Gandal, N. ; Hamrick, J.T. ; Moore, T. ; Vasek, M. The rise and fall of cryptocurrency coins and tokens. 2021 Decisions Econ. Finan.. 44 981-1014
Gkillas, K. ; Bouri, E. ; Gupta, R. ; Roubaud, D. Spillovers in higher-order moments of crude oil, gold, and bitcoin. 2022 Q. Rev. Econ. Financ.. 84 398-406
Greenlaw, D. ; Hamilton, J.D. ; Hooper, P. ; Mishkin, F.S. Crunch Time: Fiscal Crises and the Role of Monetary Policy (No. w19297). 2013 National Bureau of Economic Research:
Gürkaynak, R.S. ; Wright, J.H. Macroeconomics and the term structure. 2012 J. Econ. Lit.. 50 331-367
Hanif, W. ; Ko, H.U. ; Pham, L. ; Kang, S.H. Dynamic connectedness and network in the high moments of cryptocurrency, stock, and commodity markets. 2023 Financ. Innov.. 9 1-40
Hasan, M. ; Naeem, M.A. ; Arif, M. ; Yarovaya, L. Higher moment connectedness in cryptocurrency market. 2021 J. Behav. Exp. Financ.. 32 -
Haubrich, J.G. Does the yield curve predict output?. 2021 Annu. Rev. Financ. Econ.. 13 341-362
Idilbi-Bayaa, Y. ; Qadan, M. What the current yield curve says, and what the future prices of energy do. 2022 Res. Policy. 75 -
- Iqbal, N. ; Bouri, E. ; Grebinevych, O. ; Roubaud, D. Modelling extreme risk spillovers in the commodity markets around crisis periods including COVID19. 2022 Ann. Oper. Res.. 1-30
Paper not yet in RePEc: Add citation now
- Iqbal, N. ; Naeem, M.A. ; Karim, S. ; Haseeb, M. Crash risk connectedness in commodity markets. 2023 Eur. J. Financ.. 1-25
Paper not yet in RePEc: Add citation now
Iqbal, N. ; Umar, Z. ; Ruman, A.M. ; Jiang, S. The term structure of yield curve and connectedness among ESG investments. 2024 Res. Int. Bus. Financ.. 67 -
Klomp, J. ; De Haan, J. Political institutions and economic volatility. 2009 Eur. J. Polit. Econ.. 25 311-326
Koop, G. ; Korobilis, D. Forecasting with high-dimensional panel VARs. 2019 Oxf. Bull. Econ. Stat.. 81 937-959
Kroner, K.F. ; Ng, V.K. Modeling asymmetric comovements of asset returns. 1998 Rev. Financ. Stud.. 11 817-844
Kumar, S. ; Patel, R. ; Iqbal, N. ; Gubareva, M. Interconnectivity among cryptocurrencies, NFTs, and DeFi: evidence from the Russia-Ukraine conflict. 2023 North Am. J. Econ. Finance. 68 -
- Marco, T. ; Mighri, Z. ; Tiwari, A.K. ; Sarwar, S. A quantile-time-frequency connectedness investigation through the dirty and clean cryptocurrencies spillover. 2023 J. Clean. Prod.. 425 -
Paper not yet in RePEc: Add citation now
Markowitz, H.M. Foundations of portfolio theory. 1991 J. Financ.. 46 469-477
Naeem, M.A. ; Gul, R. ; Farid, S. ; Karim, S. ; Lucey, B.M. Assessing linkages between alternative energy markets and cryptocurrencies. 2023 J. Econ. Behav. Organ.. 211 513-529
- Naeem, M.A. ; Husain, A. ; Bossman, A. ; Karim, S. Assessing linkage of energy cryptocurrency with clean and dirty energy markets. 2023 Energy Econ.. 107279 -
Paper not yet in RePEc: Add citation now
Naeem, M.A. ; Karim, S. ; Tiwari, A.K. Risk connectedness between green and conventional assets with portfolio implications. 2023 Comput. Econ.. 62 609-637
Naeem, M.A. ; Nguyen, T.T.H. ; Karim, S. ; Lucey, B.M. Extreme downside risk transmission between green cryptocurrencies and energy markets: the diversification benefits. 2023 Financ. Res. Lett.. 58 -
Nekhili, R. ; Bouri, E. Higher-order moments and co-moments' contribution to spillover analysis and portfolio risk management. 2023 Energy Econ.. 119 -
Nelson, C.R. ; Siegel, A.F. Parsimonious modeling of yield curves. 1987 J. Bus.. 473-489
Okorie, D.I. ; Lin, B. Crude oil price and cryptocurrencies: evidence of volatility connectedness and hedging strategy. 2020 Energy Econ.. 87 -
Olabi, A.G. ; Abdelkareem, M.A. Renewable energy and climate change. 2022 Renew. Sust. Energ. Rev.. 158 -
Patel, R. ; Kumar, S. ; Bouri, E. ; Iqbal, N. Spillovers between green and dirty cryptocurrencies and socially responsible investments around the war in Ukraine. 2023 Int. Rev. Econ. Financ.. 87 143-162
Pham, L. ; Karim, S. ; Naeem, M.A. ; Long, C. A tale of two tails among carbon prices, green and non-green cryptocurrencies. 2022 Int. Rev. Financ. Anal.. 82 -
- Ren, B. ; Lucey, B. A clean, green haven?—examining the relationship between clean energy, clean and dirty cryptocurrencies. 2022 Energy Econ.. 109 -
Paper not yet in RePEc: Add citation now
Ren, B. ; Lucey, B. Do clean and dirty cryptocurrency markets herd differently?. 2022 Financ. Res. Lett.. 47 -
Rey, H. Dilemma Not Trilemma: The Global Financial Cycle and Monetary Policy Independence (No. w21162). 2015 National Bureau of Economic Research:
Tian, J. ; Yu, L. ; Xue, R. ; Zhuang, S. ; Shan, Y. Global low-carbon energy transition in the post-COVID-19 era. 2022 Appl. Energy. 307 -
Trabelsi, N. ; Umar, Z. ; Dogah, K.E. ; Vo, X.V. Are investment grade Sukuks decoupled from the conventional yield curve?. 2024 Int. Rev. Financ. Anal.. 91 -
Umar, M. ; Farid, S. ; Naeem, M.A. Time-frequency connectedness among clean-energy stocks and fossil fuel markets: comparison between financial, oil and pandemic crisis. 2022 Energy. 240 -
- Umar, Z. ; Bossman, A. ; Iqbal, N. ; Vo, X.V. Dynamic Connectedness and Spillovers between Yield Curve’s Constituents and Commodities. 2022 :
Paper not yet in RePEc: Add citation now
Umar, Z. ; Choi, S.Y. ; Teplova, T. ; Sokolova, T. Dynamic spillovers and portfolio implication between green cryptocurrencies and fossil fuels. 2023 PLoS One. 18 -
- Umar, Z. ; Gubareva, M. ; Teplova, T. ; Alwahedi, W. Oil price shocks and the term structure of the US yield curve: a time–frequency analysis of spillovers and risk transmission. 2022 Ann. Oper. Res.. 1-25
Paper not yet in RePEc: Add citation now
Umar, Z. ; Iqbal, N. ; Teplova, T. ; Tan, D. Dynamic impact of the US yield curve on green bonds: navigating through recent crises. 2024 North Am. J. Econ. Finance. 102223 -
Umar, Z. ; Yousaf, I. ; Gubareva, M. ; Vo, X.V. Spillover and risk transmission between the term structure of the US interest rates and Islamic equities. 2022 Pac. Basin Financ. J.. 72 -
Xia, S. The link and spillovers between clean energy and fossil fuels market: a systematic literature review. 2022 J. Account. Lit.. 44 177-191
- Yadav, M.P. ; Tandon, P. ; Singh, A.B. ; Shore, A. ; Gaur, P. Exploring time and frequency linkages of green bond with renewable energy and crypto market. 2022 Ann. Oper. Res.. 1-26
Paper not yet in RePEc: Add citation now
Yousaf, I. ; Nekhili, R. ; Umar, M. Extreme connectedness between renewable energy tokens and fossil fuel markets. 2022 Energy Econ.. 114 -
Zhang, D. ; Chen, X.H. ; Lau, C.K.M. ; Xu, B. Implications of cryptocurrency energy usage on climate change. 2023 Technol. Forecast. Soc. Chang.. 187 -