create a website

Commonality in volatility among green, brown, and sustainable energy indices. (2024). Sensoy, Ahmet ; Rahman, Molla Ramizur ; Banerjee, Ameet Kumar ; Palma, Alessia.
In: Finance Research Letters.
RePEc:eee:finlet:v:64:y:2024:i:c:s1544612324004148.

Full description at Econpapers || Download paper

Cited: 5

Citations received by this document

Cites: 32

References cited by this document

Cocites: 38

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Risk sharing framework and systemic tolerance in Indian banks: Double layer network approach. (2025). Sensoy, Ahmet ; Misra, Arun Kumar ; Rahman, Molla Ramizur ; Banerjee, Ameet Kumar.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:73:y:2025:i:pb:s027553192400429x.

    Full description at Econpapers || Download paper

  2. Heterogeneous effects of common volatility in energy commodity markets on the structure of inter-sectoral connectedness within the Chinese stock market. (2025). Huang, Jionghao ; Chen, Baifan ; Tang, Lianzhou ; Wu, Jialu ; Xia, Xiaohua.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:102:y:2025:i:c:s1057521925002157.

    Full description at Econpapers || Download paper

  3. Interconnectedness in the FOREX market during the high inflation regime: A network analysis. (2024). Akhtaruzzaman, Md ; Le, Van ; Nath, Tamal ; Ahmed, Shamima ; Rahman, Molla Ramizur.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002605.

    Full description at Econpapers || Download paper

  4. Climate policy initiatives, green finance, and carbon risk interconnectedness. (2024). Boubaker, Sabri ; Al-Nassar, Nassar S ; Banerjee, Ameet Kumar.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:67:y:2024:i:pa:s1544612324008067.

    Full description at Econpapers || Download paper

  5. Extant linkages between Shanghai crude oil and US energy futures: Insights from spillovers of higher-order moments. (2024). Sensoy, Ahmet ; Goodell, John W ; Dionisio, Andreia ; Banerjee, Ameet Kumar.
    In: Energy Economics.
    RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324003918.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Ahmed, S. ; Assaf, R. ; Rahman, M.R. ; Tabassum, F. Is geopolitical risk interconnected? Evidence from Russian-Ukraine crisis. 2023 J. Econ. Asymmetr.. 28 e00306-

  2. Akhtaruzzaman, M. ; Banerjee, A.K. ; Boubaker, S. ; Moussa, F. Does green improve portfolio optimisation?. 2023 Energy Econ.. 124 -

  3. Akhtaruzzaman, M. ; Banerjee, A.K. ; Ghardallou, W. ; Umar, Z. Is greenness an optimal hedge for sectoral stock indices?. 2022 Econ. Model.. 117 -

  4. Akhtaruzzaman, M. ; Banerjee, A.K. ; Le, V. ; Moussa, F. Hedging precious metals with impact investing. 2024 Int. Rev. Econ. Finance. 89 651-664

  5. Akhtaruzzaman, M. ; Boubaker, S. ; Nguyen, D.K. ; Rahman, M.R. Systemic risk-sharing framework of cryptocurrencies in the COVID–19 crisis. 2022 Finance Res. Lett.. 47 -

  6. Anthony, J. ; Docherty, P. ; Lee, D. ; Shamsuddin, A. Liquidity commonality in the secondary corporate loan market. 2017 Econ. Lett.. 161 10-14

  7. Arfaoui, N. ; Yousaf, I. ; Jareño, F. Return and volatility connectedness between gold and energy markets: evidence from the pre-and post-COVID vaccination phases. 2023 Econ. Anal. Policy. 77 617-634

  8. Banerjee, A.K. Environmental Sustainability and the time-varying changing dynamics of Green and Brown Energy ETFs. 2024 Finance Res. Lett.. 105148-

  9. Banerjee, A.K. Second-order moment risk connectedness across climate and geopolitical risk and global commodity markets. 2024 Econ. Lett.. 235 -

  10. Banerjee, A.K. ; Akhtaruzzaman, M. ; Dionisio, A. ; Almeida, D. ; Sensoy, A. Nonlinear nexus between cryptocurrency returns and COVID–19 news sentiment. 2022 J. Behav. Exp. Finance. 36 -

  11. Banerjee, A.K. ; Dionisio, A. ; Pradhan, H.K. ; Mahapatra, B. Hunting the quicksilver: using textual news and causality analysis to predict market volatility. 2021 Int. Rev. Financ. Analy.. 77 -

  12. Banerjee, A.K. ; Özer, Z.S. ; Rahman, M.R. ; Sensoy, A. How does the time-varying dynamics of spillover between clean and brown energy ETFs change with the intervention of climate risk and climate policy uncertainty?. 2024 Int. Rev. Econ. Finance. 93 442-468

  13. Banerjee, A.K. ; Pradhan, H.K. Intraday analysis of macroeconomic news surprises, and asymmetries in Indian benchmark bond. 2022 Finance Res. Lett.. 45 -

  14. Banerjee, A.K. ; Pradhan, H.K. Responses of economic news on asset prices: a study of Indian stock index futures. 2020 Appl. Finance Lett.. 9 3-14
    Paper not yet in RePEc: Add citation now
  15. Bauer, R. ; Ruof, T. ; Smeets, P. Get real! Individuals prefer more sustainable investments. 2021 Rev. Financ. Stud.. 34 3976-4043

  16. Boubaker, S. ; Karim, S. ; Naeem, M.A. ; Rahman, M.R. On the prediction of systemic risk tolerance of cryptocurrencies. 2024 Technol. Forecast. Soc. Change. 198 -

  17. Brockman, P. ; Chung, D.Y. ; Pérignon, C. Commonality in liquidity: a global perspective. 2009 J. Financ. Quantit. Analy.. 44 851-882

  18. Chang, C.L. ; McAleer, M. The correct regularity condition and interpretation of asymmetry in EGARCH. 2017 Econ. Lett.. 161 52-55

  19. Chang, Y.T. ; Gau, Y.F. ; Hsu, C.C. Liquidity spillover in foreign exchange markets. 2022 Finance Res. Lett.. 44 -

  20. Chordia, T. ; Roll, R. ; Subrahmanyam, A. Commonality in liquidity. 2000 J. Financ. Econ.. 56 3-28

  21. Connolly, R.A. ; Stivers, C. ; Sun, L. Commonality in the time-variation of stock–stock and stock–bond return comovements. 2007 J. Financ. Mark.. 10 192-218

  22. Gu, Q. ; Li, S. ; Tian, S. ; Wang, Y. Climate, geopolitical, and energy market risk interconnectedness: evidence from a new climate risk index. 2023 Finance Res. Lett.. -

  23. Hanif, W. ; Hernandez, J.A. ; Mensi, W. ; Kang, S.H. ; Uddin, G.S. ; Yoon, S.M. Nonlinear dependence and connectedness between clean/renewable energy sector equity and European emission allowance prices. 2021 Energy Econ.. 101 -

  24. Huynh, T.D. ; Xia, Y. Climate change news risk and corporate bond returns. 2021 J. Financ. Quantit. Analy.. 56 1985-2009

  25. Karolyi, G.A. ; Lee, K.H. ; Van Dijk, M.A. Understanding commonality in liquidity around the world. 2012 J. Financ. Econ.. 105 82-112

  26. Li, C. ; Li, B. ; Tee, K.H. Measuring liquidity commonality in financial markets. 2020 Quantit. Finance. 20 1553-1566

  27. Lu, X. ; Huang, N. ; Mo, J. ; Ye, Z. Dynamics of the return and volatility connectedness among green finance markets during the COVID-19 pandemic. 2023 Energy Econ.. 125 -

  28. Lynch, A. ; Nikolic, B. ; Yan, X.S. ; Yu, H. Aggregate short selling, commonality, and stock market returns. 2014 J. Financ. Mark.. 17 199-229

  29. Rahman, M.R. ; Misra, A.K. ; Lucey, B.M. ; Mohapatra, S. ; Kumar, S. Network structure and risk-adjusted return approach to stock indices integration: a study on Asia-Pacific countries. 2023 J. Int. Financ. Mark. Instit. Money. 87 -

  30. Roy, A. ; Soni, A. ; Deb, S. A wavelet-based methodology to compare the impact of pandemic versus Russia–Ukraine conflict on crude oil sector and its interconnectedness with other energy and non-energy markets. 2023 Energy Econ.. 124 -

  31. Steckel, J.C. ; Jakob, M. To end coal, adapt to regional realities. 2022 Nature. 607 29-31

  32. Straumann, D. ; Mikosch, T. Quasi-maximum-likelihood estimation in conditionally heteroscedastic time series: a stochastic recurrence equations approach. 2006 Annal. StatisticsI. 34 2449-2495
    Paper not yet in RePEc: Add citation now

Cocites

Documents in RePEc which have cited the same bibliography

  1. Sustainable portfolio optimization: A multi-class framework for eco-friendly stocks. (2025). Kowalewski, Oskar ; Wahid, Abdul.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:76:y:2025:i:c:s0275531925000972.

    Full description at Econpapers || Download paper

  2. Environmental innovation and climate risk awareness: The moderating role of SDG13. (2025). Gamage, Pandula ; Akhtaruzzaman, MD ; Boubaker, Sabri ; Obeng, Victoria.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:75:y:2025:i:c:s0275531924005063.

    Full description at Econpapers || Download paper

  3. Sustainable synergy: Static and dynamic nexus between ESG and BRICS equity markets. (2025). Ali, Shoaib ; Naveed, Muhammad ; Sindhu, Muzammal Ilyas ; Al-Nassar, Nassar S.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:74:y:2025:i:c:s0275531924004914.

    Full description at Econpapers || Download paper

  4. Revisiting the currency-commodity nexus: New insights into the R2 decomposed connectedness and the role of global shocks. (2025). Xia, Xiaohua ; An, Chaofan ; Liu, Mengai ; Chen, Baifan ; Huang, Jionghao.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:98:y:2025:i:c:s1059056025000152.

    Full description at Econpapers || Download paper

  5. Dynamic asymmetric tail dependence structure among multi-asset classes for portfolio management: Dynamic skew-t copula approach. (2025). Ito, Kakeru.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:97:y:2025:i:c:s1059056024007160.

    Full description at Econpapers || Download paper

  6. Is the time-varying frequency connectedness across crude oil prices, geopolitical risk, economic policy uncertainty, and foreign exchange rates different between Asian and non-Asian countries?. (2025). Hamori, Shigeyuki ; Shang, Jin.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:102:y:2025:i:c:s0301420725000601.

    Full description at Econpapers || Download paper

  7. Herding effect of both global and local crises in BRICS countries. (2025). Tatomir, Marija ; Hibiki, Norio.
    In: The Journal of Economic Asymmetries.
    RePEc:eee:joecas:v:31:y:2025:i:c:s1703494925000076.

    Full description at Econpapers || Download paper

  8. ESG stock markets and clean energy prices prediction: Insights from advanced machine learning. (2025). Souissi, Bilel ; Ghallabi, Fahmi ; Ali, Shoaib ; Du, Anna Min.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:97:y:2025:i:c:s1057521924008214.

    Full description at Econpapers || Download paper

  9. Government intervention and green innovation in renewable energy. (2025). Akhtaruzzaman, MD ; Boubaker, Sabri ; Banerjee, Ameet Kumar.
    In: Energy Economics.
    RePEc:eee:eneeco:v:145:y:2025:i:c:s0140988325000088.

    Full description at Econpapers || Download paper

  10. Climate risk and corporate investment behavior in emerging economies. (2025). Arian, Adam ; Naeem, Muhammad A.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:65:y:2025:i:c:s1566014125000068.

    Full description at Econpapers || Download paper

  11. Risk spillovers between Chinese new energy futures and carbon-intensive assets: Asymmetric effect, time–frequency dynamics, and portfolio strategies. (2025). Zhao, Yachao ; Su, Xianfang.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824002006.

    Full description at Econpapers || Download paper

  12. An Empirical Analysis of the European Unions Economy and Politics in the Context of the War in Ukraine. (2024). Alexandru-Mihi, Ichim.
    In: Proceedings of the International Conference on Business Excellence.
    RePEc:vrs:poicbe:v:18:y:2024:i:1:p:482-493:n:1008.

    Full description at Econpapers || Download paper

  13. Did Precious Metals Serve as Hedge and Safe-haven Alternatives to Equity During the COVID-19 Pandemic: New Insights Using a Copula-based Approach. (2024). Pradhan, H K ; Banerjee, Ameet Kumar.
    In: Journal of Emerging Market Finance.
    RePEc:sae:emffin:v:23:y:2024:i:4:p:399-423.

    Full description at Econpapers || Download paper

  14. Advancing ESG Portfolio Optimization: Methods, Progress, and Future Directions. (2024). Billah, Arisona Lestari.
    In: GATR Journals.
    RePEc:gtr:gatrjs:afr236.

    Full description at Econpapers || Download paper

  15. On the prediction of systemic risk tolerance of cryptocurrencies. (2024). Boubaker, Sabri ; Karim, Sitara ; Naeem, Muhammad Abubakr ; Rahman, Molla Ramizur.
    In: Technological Forecasting and Social Change.
    RePEc:eee:tefoso:v:198:y:2024:i:c:s0040162523006480.

    Full description at Econpapers || Download paper

  16. Interconnectedness in the FOREX market during the high inflation regime: A network analysis. (2024). Akhtaruzzaman, Md ; Le, Van ; Nath, Tamal ; Ahmed, Shamima ; Rahman, Molla Ramizur.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002605.

    Full description at Econpapers || Download paper

  17. Performance of crypto-Forex portfolios based on intraday data. (2024). Lopez, Raquel ; Esparcia, Carlos.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000096.

    Full description at Econpapers || Download paper

  18. Is the Evergrande crisis spilling beyond China?. (2024). James, Wendy ; Ahmed, Shamima ; Moussa, Faten ; Banerjee, Ameet Kumar.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:67:y:2024:i:pb:s0275531923002064.

    Full description at Econpapers || Download paper

  19. How does the time-varying dynamics of spillover between clean and brown energy ETFs change with the intervention of climate risk and climate policy uncertainty?. (2024). Sensoy, Ahmet ; Ozer, Zeynep Sueda ; Rahman, Molla Ramizur ; Banerjee, Ameet Kumar.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:93:y:2024:i:pa:p:442-468.

    Full description at Econpapers || Download paper

  20. Hedging precious metals with impact investing. (2024). Akhtaruzzaman, Md ; Le, Van ; Moussa, Faten ; Banerjee, Ameet Kumar.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:89:y:2024:i:pa:p:651-664.

    Full description at Econpapers || Download paper

  21. Heterogeneous impacts of geopolitical risk factors on stock markets in the Middle East: A quantile regression analysis across four emerging economies. (2024). al Refai, Hisham ; Eissa, Mohamed Abdelaziz ; Chortareas, Georgios.
    In: The Journal of Economic Asymmetries.
    RePEc:eee:joecas:v:30:y:2024:i:c:s1703494924000239.

    Full description at Econpapers || Download paper

  22. Greenhouse gas emissions and the stability of equity markets. (2024). Wu, Zhenyu ; Jacoby, Gady ; Aharon, David Y ; Baig, Ahmed S.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:92:y:2024:i:c:s1042443124000180.

    Full description at Econpapers || Download paper

  23. Introducing the GVAR-GARCH model: Evidence from financial markets. (2024). Thomakos, Dimitrios ; Prelorentzos, Arsenios-Georgios ; Michaelides, Panayotis ; Konstantakis, Konstantinos ; Xidonas, Panos ; Goutte, Stephane.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:91:y:2024:i:c:s1042443124000027.

    Full description at Econpapers || Download paper

  24. Do clean energy stocks diversify the risk of FinTech stocks? Connectedness and portfolio implications. (2024). Sadorsky, Perry ; Henriques, Irene.
    In: Global Finance Journal.
    RePEc:eee:glofin:v:62:y:2024:i:c:s1044028324000917.

    Full description at Econpapers || Download paper

  25. Unravelling systemic risk commonality across cryptocurrency groups. (2024). Yarovaya, Larisa ; Mohapatra, Sabyasachi ; Naeem, Muhammad Abubakr ; Rahman, Molla Ramizur.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:65:y:2024:i:c:s1544612324006639.

    Full description at Econpapers || Download paper

  26. Commonality in volatility among green, brown, and sustainable energy indices. (2024). Sensoy, Ahmet ; Rahman, Molla Ramizur ; Banerjee, Ameet Kumar ; Palma, Alessia.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:64:y:2024:i:c:s1544612324004148.

    Full description at Econpapers || Download paper

  27. Environmental sustainability and the time-varying changing dynamics of green and brown energy ETFs. (2024). Banerjee, Ameet Kumar.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:62:y:2024:i:pb:s1544612324001788.

    Full description at Econpapers || Download paper

  28. Shedding light on the relationship between ESG ratings and systematic risk. (2024). Pistolesi, Francesco ; Teti, Emanuele.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:60:y:2024:i:c:s1544612323012540.

    Full description at Econpapers || Download paper

  29. Incorporating green assets in equity portfolios. (2024). Lalwani, Vaibhav.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:59:y:2024:i:c:s154461232301187x.

    Full description at Econpapers || Download paper

  30. The impact of geopolitical risks on foreign exchange markets: Evidence from the Russia–Ukraine war. (2024). Saadi, Samir ; Hossain, Ashrafee T ; Masum, Abdullah-Al.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:59:y:2024:i:c:s1544612323011224.

    Full description at Econpapers || Download paper

  31. Volatility spillovers and hedging strategies between impact investing and agricultural commodities. (2024). Sensoy, Ahmet ; Akhtaruzzaman, Md ; Goodell, John W ; Banerjee, Ameet Kumar.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001698.

    Full description at Econpapers || Download paper

  32. A financial supply chain on corporate working capital and interbank lines of credit. (2024). Kumar, Satish ; Rahman, Molla Ramizur ; Misra, Arun Kumar.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:91:y:2024:i:c:s1057521923004817.

    Full description at Econpapers || Download paper

  33. Extant linkages between Shanghai crude oil and US energy futures: Insights from spillovers of higher-order moments. (2024). Sensoy, Ahmet ; Goodell, John W ; Dionisio, Andreia ; Banerjee, Ameet Kumar.
    In: Energy Economics.
    RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324003918.

    Full description at Econpapers || Download paper

  34. How does greenness translate into greenium? Evidence from Chinas green bonds. (2024). Li, Xiru ; Hu, Xin ; Zhou, Sitong ; Lin, Renda ; Zeng, Lidan ; Zhu, BO.
    In: Energy Economics.
    RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324002196.

    Full description at Econpapers || Download paper

  35. Climate change exposure and cost of equity. (2024). Sensoy, Ahmet ; Cepni, Oguzhan ; Yilmaz, Muhammed Hasan.
    In: Energy Economics.
    RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988323007867.

    Full description at Econpapers || Download paper

  36. Connectivity and spillover during crises: Highlighting the prominent and growing role of green energy. (2024). Sensoy, Ahmet ; Goodell, John W ; Banerjee, Ameet Kumar.
    In: Energy Economics.
    RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007223.

    Full description at Econpapers || Download paper

  37. Cold Climate Challenges: Analysis of Heat Recovery Efficiency in Ventilation Systems. (2023). Zemitis, Jurgis ; Prozuments, Aleksejs ; Bulanovs, Aleksejs.
    In: Energies.
    RePEc:gam:jeners:v:16:y:2023:i:22:p:7483-:d:1275864.

    Full description at Econpapers || Download paper

  38. Did the collapse of Silicon Valley Bank catalyze financial contagion?. (2023). Boubaker, Sabri ; Akhtaruzzaman, Md ; Goodell, John W.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323004543.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-09-21 19:13:53 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated August, 3 2024. Contact: Jose Manuel Barrueco.