create a website

Extreme weather, climate risk, and the lead–lag role of carbon. (2024). Chen, Zhang-Hangjian ; Xu, Yaping ; Gao, Xiang ; Chu, Wei-Wei ; Koedijk, Kees G.
In: Global Finance Journal.
RePEc:eee:glofin:v:61:y:2024:i:c:s1044028324000462.

Full description at Econpapers || Download paper

Cited: 1

Citations received by this document

Cites: 55

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Stress testing climate risk: A network-based analysis of the Chinese banking system. (2024). Zhou, Wei-Xing ; Nguyen, Duc Khuong ; Dai, Peng-Fei ; Li, Tai-Min ; Xu, Hai-Chuan.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:149:y:2024:i:c:s0261560624001943.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Akinlo, A.E. ; Apanisile, O. Stock markets and carbon emissions nexus in Nigeria: Evidence from nonlinear ARDL and causality approaches. 2023 Energy and Climate Change. 4 -
    Paper not yet in RePEc: Add citation now
  2. Antonakakis, N. ; Cunado, J. ; Filis, G. ; Gabauer, D. ; de Gracia, F.P. Oil and asset classes implied volatilities: Investment strategies and hedging effectiveness. 2020 Energy Economics. 91 -

  3. Batten, J.A. ; Maddox, G.E. ; Young, M.R. Does weather, or energy prices, affect carbon prices?. 2021 Energy Economics. 96 -

  4. Benz, E. ; Trück, S. Modeling the price dynamics of CO2 emission allowances. 2009 Energy Economics. 31 4-15

  5. Bernanke, B.S. ; Kuttner, K.N. What explains the stock market’s reaction to Federal Reserve policy?. 2005 The Journal of Finance. 60 1221-1257

  6. Bomfim, A.N. Pre-announcement effects, news effects, and volatility: Monetary policy and the stock market. 2003 Journal of Banking & Finance. 27 133-151

  7. Brown, S.J. ; Warner, J.B. Using daily stock returns: The case of event studies. 1985 Journal of Financial Economics. 14 3-31

  8. Chen, Y. ; Zhao, H. ; Li, Z. ; Lu, J. A dynamic analysis of the relationship between investor sentiment and stock market realized volatility: Evidence from China. 2020 PLoS One. 15 -

  9. Chen, Z.H. ; Li, S.P. ; Cai, M.L. ; Zhong, L.X. ; Ren, F. Cross-region risk spillover between the stock and stock index futures markets under exogenous shocks. 2021 The North American Journal of Economics and Finance. 58 -

  10. Chen, Z.H. ; Ren, F. ; Yang, M.Y. ; Lu, F.Z. ; Li, S.P. Dynamic lead–lag relationship between Chinese carbon emission trading and stock markets under exogenous shocks. 2023 International Review of Economics and Finance. 85 295-305

  11. Cook, T. ; Hahn, T. The effect of changes in the federal funds rate target on market interest rates in the 1970s. 1989 Journal of Monetary Economics. 24 331-351

  12. Delarue, E. ; Voorspools, K. ; D’haeseleer, W., Fuel switching in the electricity sector under the EU ETS: Review and prospective. 2008 Journal of Energy Engineering. 134 40-46
    Paper not yet in RePEc: Add citation now
  13. Demirer, R. ; Kutan, A.M. The behavior of crude oil spot and futures prices around OPEC and SPR announcements: An event study perspective. 2010 Energy Economics. 32 1467-1476

  14. Diks, C. ; Panchenko, V. A new statistic and practical guidelines for nonparametric granger causality testing. 2006 Journal of Economic Dynamics and Control. 30 1647-1669

  15. Ding, H. ; Jin, Y. ; Qin, C. ; Ying, J. Tail causality between crude oil price and RMB exchange rate. 2020 China & World Economy. 28 116-134

  16. Ederington, L.H. The hedging performance of the new futures markets. 1979 The Journal of Finance. 34 157-170

  17. Egeth, H. ; Kahneman, D. Attention and effort. 1975 American Journal of Psychology. 88 39-
    Paper not yet in RePEc: Add citation now
  18. Engle, R. Dynamic conditional correlation: A simple class of multivariate generalized autoregressive conditional heteroskedasticity models. 2002 Journal of Business & Economic Statistics. 20 339-350

  19. Fama, E.F. Efficient capital markets: II. 1991 The Journal of Finance. 46 1575-1617

  20. Gao, Y. ; Zhao, K. ; Wang, C. ; Liu, C. The dynamic relationship between internet attention and stock market liquidity: A thermal optimal path method. 2020 Physica A: Statistical Mechanics and its Applications. 550 -

  21. Guo, L.Y. ; Feng, C. Are there spillovers among China’s pilots for carbon emission allowances trading?. 2021 Energy Economics. 103 -
    Paper not yet in RePEc: Add citation now
  22. Hou, K. ; Moskowitz, T.J. Market frictions, price delay, and the cross-section of expected returns. 2005 The Review of Financial Studies. 18 981-1020

  23. Hou, K. ; Xiong, W. ; Peng, L. A tale of two anomalies: The implications of investor attention for price and earnings momentum. Available at SSRN, 976394. 2009 :

  24. Jin, Z. ; Guo, K. The dynamic relationship between stock market and macroeconomy at sectoral level: Evidence from Chinese and US stock market. 2021 Complexity. 2021 1-16
    Paper not yet in RePEc: Add citation now
  25. Kroner, K.F. ; Sultan, J. Time-varying distributions and dynamic hedging with foreign currency futures. 1993 Journal of Financial and Quantitative Analysis. 28 535-551

  26. Lai, S. ; Bogoch, I.I. ; Ruktanonchai, N.W. ; Watts, A. ; Lu, X. ; Yang, W. ; Tatem, A.J. Assessing spread risk of COVID-19 within and beyond China in early 2020. 2022 Data Science and Management. 5 212-218
    Paper not yet in RePEc: Add citation now
  27. Li, D. ; Liu, Y. ; Sun, M. ; Wang, X. ; Xu, W. Does venture-backed innovation support carbon neutrality?. 2024 China Finance Review International. 14 191-200
    Paper not yet in RePEc: Add citation now
  28. Lin, B. ; Xu, B. A non-parametric analysis of the driving factors of China’s carbon prices. 2021 Energy Economics. 104 -

  29. Liu, J. ; Man, Y. ; Dong, X. Tail dependence and risk spillover effects between China’s carbon market and energy markets. 2023 International Review of Economics and Finance. 84 553-567

  30. Liu, X. ; Jin, Z. An analysis of the interactions between electricity, fossil fuel and carbon market prices in Guangdong, China. 2020 Energy for Sustainable Development. 55 82-94
    Paper not yet in RePEc: Add citation now
  31. Mansanet-Bataller, M. ; Pardo, A. ; Valor, E. CO2 prices, energy and weather. 2007 The Energy Journal. 28 73-92

  32. Rannou, Y. ; Barneto, P. ; Boutabba, M.A. Green bond market vs. carbon market in Europe: Two different trajectories but some complementarities. 2023 En : Recent trends in financial engineering: Towards more sustainable social impact. World Scientific Publishing:
    Paper not yet in RePEc: Add citation now
  33. Ren, F. ; Cai, M.L. ; Li, S.P. ; Xiong, X. ; Chen, Z.H. A multi-market comparison of the intraday lead–lag relations among stock index-based spot, futures and options. 2023 Computational Economics. 62 1-28

  34. Rodrik, D. The real exchange rate and economic growth. 2008 Brookings Papers on Economic Activity. 2008 365-412

  35. Shao, Y.H. ; Yang, Y.H. ; Shao, H.L. ; Stanley, H.E. Time-varying lead–lag structure between the crude oil spot and futures markets. 2019 Physica A: Statistical Mechanics and its Applications. 523 723-733

  36. Shen, D. ; Zhang, Y. ; Xiong, X. ; Zhang, W. Baidu index and predictability of Chinese stock returns. 2017 Financial Innovation. 3 1-8

  37. Sornette, D. ; Zhou, W.X. Non-parametric determination of real-time lag structure between two time series: The “optimal thermal causal path” method. 2005 Quantitative Finance. 5 577-591
    Paper not yet in RePEc: Add citation now
  38. Vellachami, S. ; Hasanov, A.S. ; Brooks, R. Risk transmission from the energy markets to the carbon market: Evidence from the recursive window approach. 2023 International Review of Financial Analysis. 102715 -

  39. Venturini, A. Climate change, risk factors and stock returns: A review of the literature. 2022 International Review of Financial Analysis. 79 -

  40. Wang, D. ; Tu, J. ; Chang, X. ; Li, S. The lead–lag relationship between the spot and futures markets in China. 2017 Quantitative Finance. 17 1447-1456
    Paper not yet in RePEc: Add citation now
  41. Wen, F. ; Zhao, L. ; He, S. ; Yang, G. Asymmetric relationship between carbon emission trading market and stock market: Evidences from China. 2020 Energy Economics. 91 -

  42. Wu, Y. ; Tian, Y. The price of carbon risk: Evidence from China’s bond market. 2022 China Journal of Accounting Research. 15 -
    Paper not yet in RePEc: Add citation now
  43. Xia, J. ; Li, R.Y.M. ; Zhan, X. ; Song, L. ; Bai, W. A study on the impact of fiscal decentralization on carbon emissions with U-shape and regulatory effect. 2022 Frontiers in Environmental Science. 10 -
    Paper not yet in RePEc: Add citation now
  44. Xing, X. ; Chen, Y. ; Wang, X. ; Li, B. ; Deng, J. The impact of national carbon market establishment on risk transmission among carbon and energy markets in China: A systemic importance analysis. 2023 Finance Research Letters. 57 -

  45. Yang, J. ; Wan, Y. ; Shen, S. Research on the impact of exchange rates and interest rates on carbon price changes in the context of sustainable development. 2023 Frontiers in Ecology and Evolution. 10 1122582-
    Paper not yet in RePEc: Add citation now
  46. Yang, Y.H. ; Shao, Y.H. Time-dependent lead-lag relationships between the VIX and VIX futures markets. 2020 The North American Journal of Economics and Finance. 53 -

  47. Yao, C.Z. ; Li, H.Y. Time-varying lead–lag structure between investor sentiment and stock market. 2020 The North American Journal of Economics and Finance. 52 -
    Paper not yet in RePEc: Add citation now
  48. Yu, J. ; Mallory, M.L. Exchange rate effect on carbon credit price via energy markets. 2014 Journal of International Money and Finance. 47 145-161

  49. Yuan, Y. Market-wide attention, trading, and stock returns. 2015 Journal of Financial Economics. 116 548-564

  50. Zafar, M.W. ; Zaidi, S.A.H. ; Sinha, A. ; Gedikli, A. ; Hou, F. The role of stock market and banking sector development, and renewable energy consumption in carbon emissions: Insights from G-7 and N-11 countries. 2019 Resources Policy. 62 427-436
    Paper not yet in RePEc: Add citation now
  51. Zhang, G. ; Wang, H. ; Hua, X. ; Liao, Y. ; Peng, L. Study on the synergistic effect of foreign trade, technological progress, and carbon emissions. 2022 Frontiers in Ecology and Evolution. 10 -
    Paper not yet in RePEc: Add citation now
  52. Zhang, W. ; Yan, K. ; Shen, D. Can the Baidu index predict realized volatility in the Chinese stock market?. 2021 Financial Innovation. 7 1-31

  53. Zhang, Y. ; Yang, Y. ; Xie, C. Exchange rate fluctuations and energy import in China: A threshold cointegration analysis. 2020 Energy Economics. 86 -
    Paper not yet in RePEc: Add citation now
  54. Zhou, A. ; Li, J. How do trade liberalization and human capital affect renewable energy consumption? Evidence from the panel threshold model. 2022 Renewable Energy. 184 332-342

  55. Zhou, K. ; Li, Y. Influencing factors and fluctuation characteristics of China’s carbon emission trading price. 2019 Physica A: Statistical Mechanics and its Applications. 524 459-474
    Paper not yet in RePEc: Add citation now

Cocites

Documents in RePEc which have cited the same bibliography

  1. Volatility spillovers during normal and high volatility states and their driving factors: A cross‐country and cross‐asset analysis. (2024). Iqbal, Najaf ; Liu, Guangrui ; Bouri, Elie ; Kumar, Ashish.
    In: International Journal of Finance & Economics.
    RePEc:wly:ijfiec:v:29:y:2024:i:1:p:975-995.

    Full description at Econpapers || Download paper

  2. Spillovers and Portfolio Management Between the Uncertainty Indices of Oil and Gold and G7 Stock Markets. (2024). Kang, Sang Hoon ; Vo, Xuan Vinh ; Ziadat, Salem Adel ; Mensi, Walid.
    In: Computational Economics.
    RePEc:kap:compec:v:64:y:2024:i:4:d:10.1007_s10614-023-10488-y.

    Full description at Econpapers || Download paper

  3. Sectoral uncertainty spillovers in emerging markets: A quantile time–frequency connectedness approach. (2024). Gabauer, David ; Balli, Hatice ; Nhat, Tam Hoang.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:93:y:2024:i:pb:p:121-139.

    Full description at Econpapers || Download paper

  4. The tail risk of crude oil Price_Based on EPU and geopolitical risk perspective. (2024). Zhu, Zixiang ; Lyu, Yiqing ; Jia, Wenbo.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:92:y:2024:i:c:s0301420724003799.

    Full description at Econpapers || Download paper

  5. Extreme weather, climate risk, and the lead–lag role of carbon. (2024). Chen, Zhang-Hangjian ; Xu, Yaping ; Gao, Xiang ; Chu, Wei-Wei ; Koedijk, Kees G.
    In: Global Finance Journal.
    RePEc:eee:glofin:v:61:y:2024:i:c:s1044028324000462.

    Full description at Econpapers || Download paper

  6. Bridging the gap: Uncovering static and dynamic relationships between digital assets and BRICS equity markets. (2024). Ali, Shoaib ; Al-Nassar, Nassar S ; Naveed, Muhammad.
    In: Global Finance Journal.
    RePEc:eee:glofin:v:60:y:2024:i:c:s1044028324000279.

    Full description at Econpapers || Download paper

  7. US dollar and oil market uncertainty: New evidence from explainable machine learning. (2024). Kocaarslan, Baris.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:64:y:2024:i:c:s1544612324004057.

    Full description at Econpapers || Download paper

  8. A high-frequency data dive into SVB collapse. (2024). Ali, Shoaib ; Aharon, David Y.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:59:y:2024:i:c:s1544612323011959.

    Full description at Econpapers || Download paper

  9. To hedge or not to hedge? Cryptocurrencies, gold and oil against stock market risk. (2024). Kliber, Agata ; Just, Magorzata ; Echaust, Krzysztof.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002242.

    Full description at Econpapers || Download paper

  10. Connectedness between healthcare cryptocurrencies and major asset classes: Implications for hedging and investments strategies. (2024). Chishti, Muhammad Zubair ; Teplova, Tamara ; Patel, Ritesh ; Gubareva, Mariya.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001133.

    Full description at Econpapers || Download paper

  11. Social media information diffusion and excess stock returns co-movement. (2024). Chen, Zhang-Hangjian ; Wu, Wang-Long ; Li, Sai-Ping ; Bao, Kun ; Koedijk, Kees G.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005525.

    Full description at Econpapers || Download paper

  12. Assessing the US financial sector post three bank collapses: Signals from fintech and financial sector ETFs. (2024). Sensoy, Ahmet ; Goodell, John W ; Pradhan, H K ; Banerjee, Ameet Kumar.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005112.

    Full description at Econpapers || Download paper

  13. Measuring the G20 stock market return transmission mechanism: Evidence from the R2 connectedness approach. (2024). Gabauer, David ; Chatziantoniou, Ioannis ; Karim, Sitara ; Naeem, Muhammad Abubakr.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005021.

    Full description at Econpapers || Download paper

  14. Clean energy market connectedness and investment strategies: New evidence from DCC-GARCH R2 decomposed connectedness measures. (2024). Gabauer, David ; Cocca, Teodoro ; Pomberger, Stefan.
    In: Energy Economics.
    RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324003888.

    Full description at Econpapers || Download paper

  15. Quantile time-frequency connectedness analysis between crude oil, gold, financial markets, and macroeconomic indicators: Evidence from the US and EU. (2024). Hamori, Shigeyuki ; Shang, Jin.
    In: Energy Economics.
    RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001816.

    Full description at Econpapers || Download paper

  16. Unveiling hidden connections: Spillover among BRICS cryptocurrency-implied exchange rate discounts and US financial markets. (2024). Xiao, Zumian ; Wang, Shuhan ; Ma, Shiqun ; Xiang, Lijin ; Liu, Jianjian.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000147.

    Full description at Econpapers || Download paper

  17. African stock markets’ connectedness: Quantile VAR approach. (2024). YAYA, OLAOLUWA ; Adenikinju, Olayinka ; Olayinka, Hammed A.
    In: Modern Finance.
    RePEc:bdy:modfin:v:2:y:2024:i:1:p:51-68:id:70.

    Full description at Econpapers || Download paper

  18. The asymmetric impact of oil price uncertainty on emerging market financial stress: A quantile regression approach. (2023). Jana, Rabin K ; Ghosh, Indranil ; Das, Debojyoti ; Dutta, Anupam.
    In: International Journal of Finance & Economics.
    RePEc:wly:ijfiec:v:28:y:2023:i:4:p:4299-4323.

    Full description at Econpapers || Download paper

  19. Risk Dependence and Risk Spillovers Effect from Crude Oil on the Chinese Stock Market and Gold Market: Implications on Portfolio Management. (2023). Meng, Juan ; Wang, Guannan ; Mo, Bin.
    In: Energies.
    RePEc:gam:jeners:v:16:y:2023:i:5:p:2141-:d:1077108.

    Full description at Econpapers || Download paper

  20. Nexus between green finance, renewable energy and carbon emission: Empirical evidence from selected Asian economies. (2023). Wu, Yang ; Xu, Lan.
    In: Renewable Energy.
    RePEc:eee:renene:v:215:y:2023:i:c:s0960148123008893.

    Full description at Econpapers || Download paper

  21. Higher-order moment risk spillovers and optimal portfolio strategies in global oil markets. (2023). Alshater, Muneer ; Mensi, Walid ; Cui, Jinxin.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:86:y:2023:i:pa:s0301420723009972.

    Full description at Econpapers || Download paper

  22. Exploring the nexus between monetary uncertainty and volatility in global crude oil: A contemporary approach of regime-switching. (2023). Karabayeva, Zhnsaya ; Oskenbayev, Yessengali ; Umair, Muhammad ; Yu, Mengyan.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:85:y:2023:i:pb:s0301420723005974.

    Full description at Econpapers || Download paper

  23. Asymmetric effects and volatility transmission from metals markets to solar energy stocks: Evidence from DCC, ADCC, and quantile regression approach. (2023). Lee, Chien-Chiang ; Abbas, Ghulam ; Yahya, Farzan.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:82:y:2023:i:c:s030142072300209x.

    Full description at Econpapers || Download paper

  24. Asymmetric efficiency and connectedness among green stocks, halal tourism stocks, cryptocurrencies, and commodities: Portfolio hedging implications. (2023). Chowdhury, Mohammad Ashraful ; Sulong, Zunaidah ; Ferdous, Mohammad Ashraful ; Abdullah, Mohammad.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723001277.

    Full description at Econpapers || Download paper

  25. Transmission of risks between energy and agricultural commodities: Frequency time-varying VAR, asymmetry and portfolio management. (2023). YAYA, OLAOLUWA ; Islam, M. Nazmul ; Furuoka, Fumitaka ; Al-Faryan, Mamdouh Abdulaziz Sa ; Ling, Pui Kiew ; Saleh, Mamdouh Abdulaziz.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000478.

    Full description at Econpapers || Download paper

  26. Natural resources and financial development: Role of corporate social responsibility on green economic growth in Vietnam. (2023). Le, Thanh Tiep ; Cai, LU.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:81:y:2023:i:c:s030142072200722x.

    Full description at Econpapers || Download paper

  27. Dynamic connectedness, spillover, and optimal hedging strategy among FinTech, Sukuk, and Islamic equity markets. (2023). Billah, Syed ; Boujlil, Rhada ; Rabbani, Mustafa Raza ; Shaik, Muneer ; Rahman, Mashuk.
    In: Global Finance Journal.
    RePEc:eee:glofin:v:58:y:2023:i:c:s1044028323000960.

    Full description at Econpapers || Download paper

  28. A network-based strategy of price correlations for optimal cryptocurrency portfolios. (2023). Rocha, Luis ; Jing, Ruixue.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:58:y:2023:i:pc:s1544612323008759.

    Full description at Econpapers || Download paper

  29. Connectedness between monetary policy uncertainty and sectoral stock market returns: Evidence from asymmetric TVP-VAR approach. (2023). Sharif, Arshian ; Raza, Syed ; Kumar, Satish ; Ahmed, Maiyra.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:90:y:2023:i:c:s1057521923004623.

    Full description at Econpapers || Download paper

  30. Multilayer information spillover networks between oil shocks and banking sectors: Evidence from oil-rich countries. (2023). Wang, Gang-Jin ; Uddin, Gazi ; Naifar, Nader ; Elsayed, Ahmed.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001187.

    Full description at Econpapers || Download paper

  31. Higher-order moment risk connectedness and optimal investment strategies between international oil and commodity futures markets: Insights from the COVID-19 pandemic and Russia-Ukraine conflict. (2023). Maghyereh, Aktham ; Cui, Jinxin.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000364.

    Full description at Econpapers || Download paper

  32. Connectedness in implied higher-order moments of precious metals and energy markets. (2023). Xu, Yahua ; Lei, Xiaojie ; Zhang, Hongwei ; Bouri, Elie.
    In: Energy.
    RePEc:eee:energy:v:263:y:2023:i:pb:s0360544222024744.

    Full description at Econpapers || Download paper

  33. Time-frequency connectedness and spillover among carbon, climate, and energy futures: Determinants and portfolio risk management implications. (2023). Billah, Syed ; Hoque, Mohammad Enamul ; Soo-Wah, Low.
    In: Energy Economics.
    RePEc:eee:eneeco:v:127:y:2023:i:pb:s0140988323005327.

    Full description at Econpapers || Download paper

  34. Economic policy uncertainty and dynamic correlations in energy markets: Assessment and solutions. (2023). Ren, Xiaohang ; JAWADI, Fredj ; Wang, Xiong ; Bu, Ruijun ; Li, Jingyao.
    In: Energy Economics.
    RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322006041.

    Full description at Econpapers || Download paper

  35. The oil price crisis and contagion effects on the Canadian economy. (2022). Gajurel, Dinesh ; Chawla, Akhila.
    In: Applied Economics.
    RePEc:taf:applec:v:54:y:2022:i:13:p:1527-1543.

    Full description at Econpapers || Download paper

  36. Transmission of risks between energy and agricultural commodities: Frequency time-varying VAR, asymmetry and portfolio management. (2022). YAYA, OLAOLUWA ; Islam, M. Nazmul ; Furuoka, Fumitaka ; Al-Faryan, Mamdouh Abdulaziz Sa ; Ling, Piu Kiew ; Saleh, Mamdouh Abdulaziz.
    In: MPRA Paper.
    RePEc:pra:mprapa:117003.

    Full description at Econpapers || Download paper

  37. An application of a TVP-VAR extended joint connected approach to explore connectedness between WTI crude oil, gold, stock and cryptocurrencies during the COVID-19 health crisis. (2022). Hong, Nguyen Thi ; Ha, Le Thanh.
    In: Technological Forecasting and Social Change.
    RePEc:eee:tefoso:v:183:y:2022:i:c:s0040162522004322.

    Full description at Econpapers || Download paper

  38. Crude oil and Islamic sectoral stocks: Asymmetric TVP-VAR connectedness and investment strategies. (2022). Gabauer, David ; Chatziantoniou, Ioannis ; Antonakakis, Nikolaos ; Adekoya, Oluwasegun ; Oliyide, Johnson ; Akinseye, Ademola B.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:78:y:2022:i:c:s0301420722003221.

    Full description at Econpapers || Download paper

  39. Dynamic spillover effects among green bond, renewable energy stocks and carbon markets during COVID-19 pandemic: Implications for hedging and investments strategies. (2022). Tiwari, Aviral ; Gabauer, David ; Dwumfour, Richard ; Abakah, Emmanuel ; Aikins, Emmanuel Joel.
    In: Global Finance Journal.
    RePEc:eee:glofin:v:51:y:2022:i:c:s1044028321000909.

    Full description at Econpapers || Download paper

  40. 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). Hamori, Shigeyuki ; He, Xie ; Zhang, Wenting.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:83:y:2022:i:c:s1057521922001843.

    Full description at Econpapers || Download paper

  41. Connectedness mechanisms in the “Carbon-Commodity-Finance” system: Investment and management policy implications for emerging economies. (2022). Tian, Tingting ; Lai, Kee-Hung.
    In: Energy Policy.
    RePEc:eee:enepol:v:169:y:2022:i:c:s0301421522004153.

    Full description at Econpapers || Download paper

  42. Green bonds and implied volatilities: Dynamic causality, spillovers, and implications for portfolio management. (2022). Pham, Linh ; Do, Hung.
    In: Energy Economics.
    RePEc:eee:eneeco:v:112:y:2022:i:c:s0140988322002651.

    Full description at Econpapers || Download paper

  43. The dynamic connectedness and hedging opportunities of implied and realized volatility: Evidence from clean energy ETFs. (2022). Elik, Smail ; Vergili, Gizem ; Hol, Arife Ozdemir ; Sak, Ahmet Furkan.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:60:y:2022:i:c:s1062940822000262.

    Full description at Econpapers || Download paper

  44. Dynamic volatility spillover effects between wind and solar power generations: Implications for hedging strategies and a sustainable power sector. (2022). Yu, Yihua ; Cui, Jian ; Song, Feng.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:116:y:2022:i:c:s0264999322002735.

    Full description at Econpapers || Download paper

  45. Gold and oil prices: abnormal returns, momentum and contrarian effects. (2021). Plastun, Alex ; Caporale, Guglielmo Maria.
    In: Financial Markets and Portfolio Management.
    RePEc:kap:fmktpm:v:35:y:2021:i:3:d:10.1007_s11408-021-00380-w.

    Full description at Econpapers || Download paper

  46. Dynamic Connectedness and Portfolio Diversification during the Coronavirus Disease 2019 Pandemic: Evidence from the Cryptocurrency Market. (2021). Yoon, Seong-Min ; Tiwari, Aviral ; Nasreen, Samia.
    In: Sustainability.
    RePEc:gam:jsusta:v:13:y:2021:i:14:p:7672-:d:591227.

    Full description at Econpapers || Download paper

  47. Quantile connectedness among gold, gold mining, silver, oil and energy sector uncertainty indexes. (2021). Yoon, Seong-Min ; Lee, Yun-Jung ; Vo, Xuan Vinh ; Mensi, Walid.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:74:y:2021:i:c:s030142072100458x.

    Full description at Econpapers || Download paper

  48. The US equity sectors, implied volatilities, and COVID-19: What does the spillover analysis reveal?. (2021). Arreola Hernandez, Jose ; Ahmad, Wasim ; Saini, Seema ; Mishra, Ritesh Kumar.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721001161.

    Full description at Econpapers || Download paper

  49. Global financial uncertainties and China’s crude oil futures market: Evidence from interday and intraday price dynamics. (2021). Wei, YU ; Li, Shouwei ; Liu, Liang ; Wang, Lei ; Yang, Kun.
    In: Energy Economics.
    RePEc:eee:eneeco:v:96:y:2021:i:c:s0140988321000542.

    Full description at Econpapers || Download paper

  50. Dynamic and frequency-domain risk spillovers among oil, gold, and foreign exchange markets: Evidence from implied volatility. (2021). Ding, Qian ; Chen, Jinyu ; Huang, Jianbai.
    In: Energy Economics.
    RePEc:eee:eneeco:v:102:y:2021:i:c:s0140988321003960.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-10-04 22:10:03 || 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.