Abakah, E.J.A. ; Adeabah, D. ; Tiwari, A.K. ; Abdullah, M. Effect of Russia–Ukraine war sentiment on blockchain and FinTech stocks. 2023 International Review of Financial Analysis. 90 -
Abdullah, M. ; Adeabah, D. ; Abakah, E.J.A. ; Lee, C.C. Extreme return and volatility connectedness among real estate tokens, REITs, and other assets: The role of global factors and portfolio implications. 2023 Finance Research Letters. 56 -
Alkathery, M.A. ; Chaudhuri, K. ; Nasir, M.A. Dependence between the GCC energy equities, global clean energy and emission markets: Evidence from wavelet analysis. 2023 Energy Economics. 121 -
Aloui, D. ; Benkraiem, R. ; Guesmi, K. ; Vigne, S. The European Central Bank and green finance: How would the green quantitative easing affect the investors' behavior during times of crisis?. 2023 International Review of Financial Analysis. 85 -
- Anscombe, F.J. ; Glynn, W.J. Distribution of the kurtosis statistic b2 for normal samples. 1983 Biometrika. 70 227-234
Paper not yet in RePEc: Add citation now
Asadi, M. ; Tiwari, A.K. ; Gholami, S. ; Ghasemi, H.R. ; Roubaud, D. Understanding interconnections among steel, coal, iron ore, and financial assets in the US and China using an advanced methodology. 2023 International Review of Financial Analysis. 89 -
Basse, T. ; Karmani, M. ; Rjiba, H. ; Wegener, C. Does adhering to the principles of green finance matter for stock valuation? Evidence from testing for (co-) explosiveness. 2023 Energy Economics. 123 -
Bax, K. ; Bonaccolto, G. ; Paterlini, S. Spillovers in Europe: The role of ESG. 2024 Journal of Financial Stability. 72 -
Chang, H.W. ; Chang, T. ; Ling, Y.H. ; Yang, Y.L. Dynamical linkages between the Brent oil price and stock markets in BRICS using quantile connectedness approach. 2023 Finance Research Letters. 54 -
- Chatziantoniou, I. ; Abakah, E.J.A. ; Gabauer, D. ; Tiwari, A.K. Quantile time–frequency price connectedness between green bond, green equity, sustainable investments and clean energy markets. 2022 Journal of Cleaner Production. 361 -
Paper not yet in RePEc: Add citation now
Chatziantoniou, I. ; Gabauer, D. ; Stenfors, A. Interest rate swaps and the transmission mechanism of monetary policy: A quantile connectedness approach. 2021 Economics Letters. 204 -
Chen, Y. ; Lin, B. Quantifying the extreme spillovers on worldwide ESG leaders' equity. 2022 International Review of Financial Analysis. 84 -
- D’Agostino, R.B. Transformation to normality of the null distribution of g1. 1970 Biometrika. 679-681 -
Paper not yet in RePEc: Add citation now
Demiralay, S. ; Gencer, H.G. ; Bayraci, S. Carbon credit futures as an emerging asset: Hedging, diversification and downside risks. 2022 Energy Economics. 113 -
- Dogan, E. ; Luni, T. ; Majeed, M.T. ; Tzeremes, P. The nexus between global carbon and renewable energy sources: A step towards sustainability. 2023 Journal of Cleaner Production. 416 -
Paper not yet in RePEc: Add citation now
Elliott, G. ; Rothenberg, T. ; Stock, J. Efficient tests for an autoregressive unit root?. 1996 Econometrica. 64 813-836
Fisher, T.J. ; Gallagher, C.M. New weighted portmanteau statistics for time series goodness of fit testing. 2012 Journal of the American Statistical Association. 107 777-787
Folqué, M. ; Escrig-Olmedo, E. ; Corzo Santamaria, T. Sustainable development and financial system: Integrating ESG risks through sustainable investment strategies in a climate change context. 2021 Sustainable Development. 29 876-890
- Ghosh, S. COVID-19, clean energy stock market, interest rate, oil prices, volatility index, geopolitical risk nexus: Evidence from quantile regression. 2022 Journal of Economics and Development. 24 329-344
Paper not yet in RePEc: Add citation now
- Gunay, S. ; Muhammed, S. ; Elkanj, N. Risk transmissions between regional green economy indices: Evidence from the US, Europe and Asia. 2022 Journal of Cleaner Production. 379 -
Paper not yet in RePEc: Add citation now
- Hakovirta, M. ; Kovanen, K. ; Martikainen, S. ; Manninen, J. ; Harlin, A. Corporate net zero strategy—Opportunities in start-up driven climate innovation. 2022 Business Strategy and the Environment. 32 3139-3150
Paper not yet in RePEc: Add citation now
Han, Y. ; Li, J. Should investors include green bonds in their portfolios? Evidence for the USA and Europe. 2022 International Review of Financial Analysis. 80 -
Hanif, W. ; Teplova, T. ; Rodina, V. ; Alomari, M. ; Mensi, W. Volatility spillovers and frequency dependence between oil price shocks and green stock markets. 2023 Resources Policy. 85 -
- He, L. ; Zhang, L. ; Zhong, Z. ; Wang, D. ; Wang, F. Green credit, renewable energy investment and green economy development: Empirical analysis based on 150 listed companies of China. 2019 Journal of Cleaner Production. 208 363-372
Paper not yet in RePEc: Add citation now
Hunjra, A.I. ; Azam, M. ; Bruna, M.G. ; Verhoeven, P. ; Al-Faryan, M.A.S. Sustainable development: The impact of political risk, macroeconomic policy uncertainty and ethnic conflict. 2022 International Review of Financial Analysis. 84 -
Inglesi-Lotz, R. ; Dogan, E. ; Nel, J. ; Tzeremes, P. Connectedness and spillovers in the innovation network of green transportation. 2023 Energy Policy. 180 -
- Jacob, A. ; Wilkens, M. What drives sustainable indices? A framework for analyzing the sustainable index landscape. 2021 En : A Framework for Analyzing the Sustainable Index Landscape (June 26, 2021). :
Paper not yet in RePEc: Add citation now
Jarque, C.M. ; Bera, A.K. Efficient tests for normality, homoscedasticity and serial independence of regression residuals. 1980 Economics Letters. 6 255-259
Khalfaoui, R. ; Stef, N. ; Wissal, B.A. ; Sami, B.J. Dynamic spillover effects and connectedness among climate change, technological innovation, and uncertainty: Evidence from a quantile VAR network and wavelet coherence. 2022 Technological Forecasting and Social Change. 181 -
- Li, J. ; Lian, G. ; Xu, A. How do ESG affect the spillover of green innovation among peer firms? Mechanism discussion and performance study. 2023 Journal of Business Research. 158 -
Paper not yet in RePEc: Add citation now
- Lin, B. ; Liu, H. China's building energy efficiency and urbanization. 2015 Energy and Buildings. 86 356-365
Paper not yet in RePEc: Add citation now
- Lin, T. ; Wu, W. ; Du, M. ; Ren, S. ; Huang, Y. ; Cifuentes-Faura, J. Does green credit really increase green technology innovation?. 2023 Science Progress. 106 -
Paper not yet in RePEc: Add citation now
Lucey, B. ; Ren, B. Time-varying tail risk connectedness among sustainability-related products and fossil energy investments. 2023 Energy Economics. 126 -
Madaleno, M. ; Dogan, E. ; Taskin, D. A step forward on sustainability: The nexus of environmental responsibility, green technology, clean energy and green finance. 2022 Energy Economics. 109 -
Madaleno, M. ; Taskin, D. ; Dogan, E. ; Tzeremes, P. A dynamic connectedness analysis between rare earth prices and renewable energy. 2023 Resources Policy. 85 -
Maggi, M. ; Torrente, M.L. ; Uberti, P. Proper measures of connectedness. 2020 Annals of Finance. 16 547-571
Moufty, S. ; Al-Najjar, B. ; Ibrahim, A. Communications of sustainability practices in the banking sector: Evidence from cross-country analysis. 2024 International Journal of Finance & Economics. 29 135-161
Nakajima, T. ; Hamori, S. ; He, X. ; Liu, G. ; Zhang, W. ; Zhang, Y. ; Liu, T. ESG Investment in the Global Economy. 2021 Springer:
Nie, D. ; Li, Y. ; Li, X. Dynamic spillovers and asymmetric spillover effect between the carbon emission trading market, fossil energy market, and new energy stock market in China. 2021 Energies. 14 6438-
Ouyang, Z. ; Zhou, X. Interconnected networks: Measuring extreme risk connectedness between China’s financial sector and real estate sector. 2023 International Review of Financial Analysis. 90 -
Rudkin, W. ; Cai, C.X. Information content of sustainability index recomposition: A synthetic portfolio approach. 2023 International Review of Financial Analysis. 88 -
- Ryszawska, B. Green economy indicators. 2015 En : Burchard-Dziubińska, M. Towards a green economy. From ideas to practice. Wydawnictwo Uniwersytetu Łódzkiego, Łódź:
Paper not yet in RePEc: Add citation now
Schoenmaker, D. ; Schramade, W. Investing for long-term value creation. 2019 Journal of Sustainable Finance & Investment. 9 356-377
Shaik, M. ; Rehman, M.Z. The dynamic volatility connectedness of major environmental, social, and governance (ESG) stock indices: Evidence based on DCC-GARCH model. 2023 Asia-Pacific Financial Markets. 30 231-246
Sheikh, U.A. ; Asadi, M. ; Roubaud, D. ; Hammoudeh, S. Global uncertainties and Australian financial markets: Quantile time-frequency connectedness. 2024 International Review of Financial Analysis. 92 -
- Tanjung, M. Can we expect contribution from environmental, social, governance performance to sustainable development?. 2021 Business Strategy & Development. 4 386-398
Paper not yet in RePEc: Add citation now
- Torrente, M.L. ; Uberti, P. Connectedness versus diversification: Two sides of the same coin. 2021 Mathematics and Financial Economics. 15 639-655
Paper not yet in RePEc: Add citation now
Umar, Z. ; Gubareva, M. ; Tran, D.K. ; Teplova, T. Impact of the Covid-19 induced panic on the environmental, social and governance leaders equity volatility: A time-frequency analysis. 2021 Research in International Business and Finance. 58 -
Wan, J. ; Yin, L. ; Wu, Y. Return and volatility connectedness across global ESG stock indexes: Evidence from the time-frequency domain analysis. 2024 International Review of Economics & Finance. 89 397-428
Wang, J. ; Ma, M. ; Dong, T. ; Zhang, Z. Do ESG ratings promote corporate green innovation? A quasi-natural experiment based on SynTao green Finance’s ESG ratings. 2023 International Review of Financial Analysis. 87 -
Wang, Z. ; Shahid, M.S. ; Binh An, N. ; Shahzad, M. ; Abdul-Samad, Z. Does green finance facilitate firms in achieving corporate social responsibility goals?. 2022 Economic Research-Ekonomska istraživanja. 35 5400-5419
Zhang, H. ; Gong, Z. ; Yang, Y. ; Chen, F. Dynamic connectedness between China green bond, carbon market and traditional financial markets: Evidence from quantile connectedness approach. 2023 Finance Research Letters. 58 -
Zhang, W. ; He, X. ; Hamori, S. Volatility spillover and investment strategies among sustainability-related financial indexes: Evidence from the DCC-GARCH-based dynamic connectedness and DCC-GARCH t-copula approach. 2022 International Review of Financial Analysis. 83 -
Zhao, M. ; Park, H. Quantile time-frequency spillovers among green bonds, cryptocurrencies, and conventional financial markets. 2024 International Review of Financial Analysis. 103198 -
- Zilberman, D. The economics of sustainable development. 2014 American Journal of Agricultural Economics. 96 385-396
Paper not yet in RePEc: Add citation now