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   RePEc:eee:riibaf:v:75:y:2025:i:c:s027553192400535x.

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2. How do selected asset classes react to sudden shocks? Evidence from Israel-Hamas conflict using Event Study approach. (2025). Shroff, Sumita ; Agrawal, Nidhi ; Paliwal, Udai Lal ; Yadav, Miklesh Prasad.
   In: Research in International Business and Finance.
   RePEc:eee:riibaf:v:75:y:2025:i:c:s0275531924005051.

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3. The impact of climate policy uncertainty on the correlations between green bond and green stock markets. (2025). Liu, Yinpeng ; Dai, Zhifeng ; Jiang, Qinnan ; Chen, Yaling.
   In: International Review of Financial Analysis.
   RePEc:eee:finana:v:102:y:2025:i:c:s1057521925001334.

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4. Modeling climate policy uncertainty into cryptocurrency volatilities. (2025). Cui, Tianxiang ; Wu, Xiangling ; Ding, Shusheng ; Goodell, John W ; Du, Anna Min.
   In: International Review of Financial Analysis.
   RePEc:eee:finana:v:102:y:2025:i:c:s1057521925001176.

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5. A Darwinian Approach via ML to the Analysis of Cryptocurrencies€™ Returns. (2024). Ferrari, Annalisa ; Cini, Federico.
   In: Journal of Applied Finance & Banking.
   RePEc:spt:apfiba:v:14:y:2024:i:6:f:14_6_6.

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6. Metaverse tokens or metaverse stocks – Who’s the boss?. (2024). Vakhromov, Oleg ; Alon, Ilan ; Aharon, David Y.
   In: Research in International Business and Finance.
   RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000515.

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7. Insights into the dynamics of market efficiency spillover of financial assets in different equity markets. (2024). Choi, Sun-Yong ; Lee, Min-Jae.
   In: Physica A: Statistical Mechanics and its Applications.
   RePEc:eee:phsmap:v:641:y:2024:i:c:s0378437124002280.

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8. Gold-backed cryptocurrencies: A hedging tool against categorical and regional financial stress. (2024). Tiwari, Aviral ; Billah, Syed ; Hoque, Mohammad Enamul ; Alam, Md Rafayet.
   In: Global Finance Journal.
   RePEc:eee:glofin:v:60:y:2024:i:c:s104402832400036x.

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9. Is gold always a safe haven?. (2024). Corbet, Shaen ; Ryan, Michael ; Oxley, Les.
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   RePEc:eee:finlet:v:64:y:2024:i:c:s1544612324004689.

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    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924004101.

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11. Proof-of-work versus proof-of-stake coins as possible hedges against green and dirty energy. (2024). Kliber, Agata ; Będowska-Sójka, Barbara ; Bdowska-Sojka, Barbara.
    In: Energy Economics.
    RePEc:eee:eneeco:v:138:y:2024:i:c:s0140988324005280.

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12. Equity markets and ESG dynamics: Assessing spillovers and portfolio strategies through time-varying parameters. (2024). Ali, Shoaib ; Wang, YI ; Ayaz, Muhammad.
    In: Energy Economics.
    RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324002561.

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13. The essential role of U.S.-China tensions: a fresh insight into the gold market. (2024). Qin, Meng.
    In: Theoretical and Applied Economics.
    RePEc:agr:journl:v:xxxi:y:2024:i:4(641):p:227-246.

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2. The safe haven, hedging, and diversification properties of oil, gold, and cryptocurrency for the G7 equity markets: Evidence from the pre- and post-COVID-19 periods. (2024). Hammoudeh, Shawkat ; Tarchella, Salma ; Khalfaoui, Rabeh.
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14. The Impact of the COVID-19 Pandemic on the Connectedness between Green Industries and Financial Markets in China: Evidence from Time-Frequency Domain with Portfolio Implications. (2022). Zheng, Yujie ; Xing, Xiaoyun ; Qin, Tao ; Lu, Jingxuan ; Deng, Jing ; Liu, Cheng.
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26. Clean energy deserves to be an asset class: A volatility-reward analysis. (2022). Fahmy, Hany.
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27. Hedging the risk of travel and leisure stocks: The role of crude oil. (2021). Jalkh, Naji ; Bouri, Elie ; Vo, Xuan Vinh ; Dutta, Anupam.
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28. Accuracy and Predictive Power of Sell-Side Target Prices for Global Clean Energy Companies. (2021). Lohrmann, Christoph.
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29. Multivariate Analysis of Energy Commodities during the COVID-19 Pandemic: Evidence from a Mixed-Frequency Approach. (2021). Petrella, Lea ; Candila, Vincenzo ; Andreani, Mila ; Morelli, Giacomo.
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30. Risk Spillover during the COVID-19 Global Pandemic and Portfolio Management. (2021). Yousfi, Mohamed ; Bouzgarrou, Houssam ; Dhaoui, Abderrazak.
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31. How Integrated are Regional Green Equity Markets? Evidence from a Cross-Quantilogram Approach. (2021). Pham, Linh.
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32. Chinese jigsaw: Solving the equity market response to the COVID-19 crisis: Do alternative asset provide effective hedging performance?. (2021). Tarchella, Salma ; Dhaoui, Abderrazak.
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33. From volatility spillover to risk spread: An empirical study focuses on renewable energy markets. (2021). Zhou, Wei ; Gu, Qinen ; Chen, Jin.
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34. Crude oil prices and clean energy stock indices: Lagged and asymmetric effects with quantile regression. (2021). Bouri, Elie ; Saeed, Tareq ; Dawar, Ishaan ; Dutta, Anupam.
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35. Cross hedging with stock index futures. (2021). Mohamad, Azhar ; Zainudin, Ahmad Danial.
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36. Measuring risk spillovers between oil and clean energy stocks: Evidence from a systematic framework. (2021). Geng, Yong ; Tan, Xueping ; Wang, Xinyu ; Vivian, Andrew.
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37. Dynamic asymmetric optimal portfolio allocation between energy stocks and energy commodities: Evidence from clean energy and oil and gas companies. (2021). Miller, Stephen ; Asl, Mahdi Ghaemi ; Canarella, Giorgio.
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38. Stock market and deviations from covered interest parity. (2021). Ibhagui, Oyakhilome.
    In: Journal of International Financial Markets, Institutions and Money.
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39. Frequency connectedness and cross-quantile dependence between green bond and green equity markets. (2021). Pham, Linh.
    In: Energy Economics.
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40. Extreme return connectedness and its determinants between clean/green and dirty energy investments. (2021). Bouri, Elie ; Saeed, Tareq ; al Sulami, Hamed.
    In: Energy Economics.
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41. Can clean energy stock price rule oil price? New evidences from a regime-switching model at first and second moments. (2021). Uddin, Gazi ; Ghosh, Sajal ; Yahya, Muhammad ; Kanjilal, Kakali ; Dutta, Anupam.
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42. Relationship between green investments, energy markets, and stock markets in the aftermath of the global financial crisis. (2021). Tiwari, Aviral ; Shahbaz, Muhammad ; Jiao, Zhilun ; Abakah, Emmanuel ; Trabelsi, Nader ; Aikins, Emmanuel Joel.
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43. Reserve currency and the volatility of clean energy stocks: The role of uncertainty. (2021). Soytas, Ugur ; Kocaarslan, Baris.
    In: Energy Economics.
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44. Which clean energy sectors are attractive? A portfolio diversification perspective. (2021). Kuang, Wei.
    In: Energy Economics.
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45. The golden hedge: From global financial crisis to global pandemic. (2021). Burdekin, Richard ; Tao, Ran.
    In: Economic Modelling.
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46. Is gold a hedge or a safe-haven asset in the COVID–19 crisis?. (2021). Sensoy, Ahmet ; lucey, brian ; Boubaker, Sabri ; Akhtaruzzaman, Md.
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47. Can Crude Oil Futures be the Good Hedging Tool for Tyre Equities? Evidence from India. (2021). Pinto, Prakash ; Ramesh, K G ; Hawaldar, Iqbal Thonse ; Kumar, Abhaya K.
    In: International Journal of Energy Economics and Policy.
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48. Volatility Connectedness between Clean Energy Firms and Crude Oil in the COVID-19 Era. (2020). Foglia, Matteo ; Angelini, Eliana.
    In: Sustainability.
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49. Dynamics of Connectedness in Clean Energy Stocks. (2020). Herrera, Rodrigo ; Fuentes, Fernanda.
    In: Energies.
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50. Spillovers to Renewable Energy Stocks in the US and Europe: Are They Different?. (2020). Hamori, Shigeyuki ; Liu, Tiantian.
    In: Energies.
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51. Hedging Strategies of Green Assets against Dirty Energy Assets. (2020). Tran, Khoa ; Bouri, Elie ; Saeed, Tareq.
    In: Energies.
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52. The hedging effectiveness of global sectors in emerging and developed stock markets. (2020). Han, Liyan ; Wu, Lei ; Jin, Jiayu ; Zeng, Hong Chao.
    In: International Review of Economics & Finance.
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53. Increasing the risk management effectiveness from higher accuracy: A novel non-parametric method. (2020). Li, Yong ; Huang, Jinbo ; Lu, Dong ; Ding, Ashley.
    In: Pacific-Basin Finance Journal.
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54. When US sneezes, clichés spread: How do the commodity index funds react then?. (2020). Ahmad, Wasim ; Awasthi, Kritika ; Phani, B V ; Rahman, Abdul.
    In: Resources Policy.
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55. Implied volatility relationships between crude oil and the U.S. stock markets: Dynamic correlation and spillover effects. (2020). Ding, Zhihua ; Liu, Zhenhua ; Wu, Jy S ; Tseng, Hui-Kuan.
    In: Resources Policy.
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56. Examining the predictive information of CBOE OVX on China’s oil futures volatility: Evidence from MS-MIDAS models. (2020). Lu, Xinjie ; Wang, Jiqian ; Ma, Feng.
    In: Energy.
    RePEc:eee:energy:v:212:y:2020:i:c:s0360544220318508.

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57. Impact of energy sector volatility on clean energy assets. (2020). Vo, Xuan Vinh ; Bouri, Elie ; Saeed, Tareq ; Dutta, Anupam.
    In: Energy.
    RePEc:eee:energy:v:212:y:2020:i:c:s0360544220317655.

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58. Evaluation of cross-quantile dependence and causality between non-ferrous metals and clean energy indexes. (2020). Uddin, Gazi ; Ghosh, Sajal ; Yahya, Muhammad ; Kanjilal, Kakali ; Dutta, Anupam.
    In: Energy.
    RePEc:eee:energy:v:202:y:2020:i:c:s0360544220308847.

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59. On the intraday dynamics of oil price and exchange rate: What can we learn from China and India?. (2020). Uddin, Gazi ; Ahmad, Wasim ; Kaur, Rishman Jot ; Prakash, Ravi ; Rahman, Md Lutfur ; Dutta, Anupam.
    In: Energy Economics.
    RePEc:eee:eneeco:v:91:y:2020:i:c:s0140988320302115.

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60. Diversification and optimal hedges for socially responsible investment in Brazil. (2020). Penabad, Maria-Celia ; Lopez-Andion, Carmen ; Iglesias-Casal, A ; Lopez-Penabad, Maria-Celia ; Maside-Sanfiz, Jose Manuel.
    In: Economic Modelling.
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61. Coherence, connectedness and dynamic hedging effectiveness between emerging markets equities and commodity index funds. (2019). Mishra, Anil ; Ahmad, Wasim ; Singh, Jitendra.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:61:y:2019:i:c:p:441-460.

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62. Gold and crude oil as safe-haven assets for clean energy stock indices: Blended copulas approach. (2019). Uddin, Gazi ; Jalkh, Naji ; Bouri, Elie ; Naji, Jalkh ; Elie, Bouri ; Dutta, Anupam.
    In: Energy.
    RePEc:eee:energy:v:178:y:2019:i:c:p:544-553.

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63. The co-movement between oil and clean energy stocks: A wavelet-based analysis of horizon associations. (2019). Maghyereh, Aktham ; Abdoh, Hussein ; Awartani, Basel.
    In: Energy.
    RePEc:eee:energy:v:169:y:2019:i:c:p:895-913.

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64. Dynamic correlations between oil prices and the stock prices of clean energy and technology firms: The role of reserve currency (US dollar). (2019). Soytas, Ugur ; Kocaarslan, Baris.
    In: Energy Economics.
    RePEc:eee:eneeco:v:84:y:2019:i:c:s014098831930283x.

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65. Do all clean energy stocks respond homogeneously to oil price?. (2019). Pham, Linh.
    In: Energy Economics.
    RePEc:eee:eneeco:v:81:y:2019:i:c:p:355-379.

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66. Cross-quantilogram-based correlation and dependence between renewable energy stock and other asset classes. (2019). Uddin, Gazi ; Rahman, Md Lutfur ; Hedstrom, Axel ; Ahmed, Ali.
    In: Energy Economics.
    RePEc:eee:eneeco:v:80:y:2019:i:c:p:743-759.

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