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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.

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  1. Solar Weather Dynamics and the US Economy: A Comprehensive GVAR Perspective. (2024). Michaelides, Panayotis ; Konstantakis, Konstantinos ; Samitas, Areistidis ; Xidonas, Panos ; Daglis, Theodoros.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:63:y:2024:i:3:d:10.1007_s11156-024-01282-4.

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    In: Global Finance Journal.
    RePEc:eee:glofin:v:62:y:2024:i:c:s1044028324000917.

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  18. 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.

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  19. 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.

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

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  21. 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.

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  22. 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.

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  23. 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.

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  24. 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.

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  25. 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.

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