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ESG, clean energy, and petroleum futures markets: Asymmetric return connectedness and hedging effectiveness. (2024). Mishra, Sibanjan ; Bhattacherjee, Purba ; Wee, Jung Bum ; Bouri, Elie.
In: International Review of Economics & Finance.
RePEc:eee:reveco:v:94:y:2024:i:c:s1059056024003678.

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  3. Asymmetric connectedness among the G7 REITs market: How important are oil returns, climate policy uncertainty, and geopolitical risks?. (2025). Ohikhuare, Obaika M.
    In: Research in Economics.
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  4. Exploring shock transmission and risk diversification in REIT, commodity, and green bond markets under extreme market conditions. (2025). Alghazali, Abdullah ; Belghouthi, Houssem Eddine ; Nabli, Mohamed Amine ; Mensi, Walid ; Kang, Sang Hoon.
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  5. ESG stock markets and clean energy prices prediction: Insights from advanced machine learning. (2025). Souissi, Bilel ; Ghallabi, Fahmi ; Ali, Shoaib ; Du, Anna Min.
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  6. Dynamic spillovers between Shanghai crude oil futures and Chinas green markets: Evidence from quantile-on-quantile connectedness approach. (2025). Liu, Hongfei ; Ping, Weiying.
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  7. Hedging the climate change risks of Chinas brown assets: Green assets or precious metals?. (2024). Yao, Xiaoyang ; Le, Wei ; Li, Jianfeng ; Wang, Hui.
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  38. 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.

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  39. Quantile and asymmetric return connectedness among BRICS stock markets. (2023). Seetharam, Yudhvir ; Nyakurukwa, Kingstone.
    In: The Journal of Economic Asymmetries.
    RePEc:eee:joecas:v:27:y:2023:i:c:s1703494923000154.

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  40. 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.

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  41. 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.

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  42. Can green assets hedge against economic policy uncertainty? Evidence from China with portfolio implications. (2023). Shi, Zhengxu ; Xia, Yufei ; Du, Xiaoying ; Cai, Rongjiang ; Niu, Mengyi.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:55:y:2023:i:pa:s1544612323002465.

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  43. Model-free connectedness measures. (2023). Stenfors, Alexis ; Gabauer, David ; Chatziantoniou, Ioannis.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001770.

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  44. Risk spillovers across geopolitical risk and global financial markets. (2023). Shen, Yue ; Jiang, Yaohui ; Wang, Xiaohan ; Zheng, Jinlin ; Wen, Baoyu.
    In: Energy Economics.
    RePEc:eee:eneeco:v:127:y:2023:i:pa:s0140988323005492.

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  45. The spillover effect between Chinese crude oil futures market and Chinese green energy stock market. (2023). Umar, Muhammad ; Li, Jingpeng ; Huo, Jiale.
    In: Energy Economics.
    RePEc:eee:eneeco:v:119:y:2023:i:c:s014098832300066x.

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  46. Independent policy, dependent outcomes: A game of cross-country dominoes across European yield curves. (2022). Stenfors, Alexis ; Gabauer, David ; Chatziantoniou, Ioannis.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:81:y:2022:i:c:s1042443122001305.

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