The spillover effects and connectedness among green commodities, Bitcoins, and US stock markets: Evidence from the quantile VAR network
Published 2022 View Full Article
- Home
- Publications
- Publication Search
- Publication Details
Title
The spillover effects and connectedness among green commodities, Bitcoins, and US stock markets: Evidence from the quantile VAR network
Authors
Keywords
Green commodity, Bitcoin, Network analysis, Uncertainty, Spillover connectedness
Journal
JOURNAL OF ENVIRONMENTAL MANAGEMENT
Volume 306, Issue -, Pages 114493
Publisher
Elsevier BV
Online
2022-01-16
DOI
10.1016/j.jenvman.2022.114493
References
Ask authors/readers for more resources
Related references
Note: Only part of the references are listed.- Multiscale multifractal detrended partial cross-correlation analysis of Chinese and American stock markets
- (2021) Xinlei Ge et al. CHAOS SOLITONS & FRACTALS
- The macro effects of GPR and EPU indexes over the global oil market—Are the two types of uncertainty shock alike?
- (2021) Xin Gu et al. ENERGY ECONOMICS
- Interest rate swaps and the transmission mechanism of monetary policy: A quantile connectedness approach
- (2021) Ioannis Chatziantoniou et al. ECONOMICS LETTERS
- Fossil energy and clean energy stock markets under COVID-19 pandemic
- (2021) Yosra Ghabri et al. APPLIED ECONOMICS
- Stock market reactions to upside and downside volatility of Bitcoin: A quantile analysis
- (2021) Walid M.A. Ahmed North American Journal of Economics and Finance
- Time-frequency connectedness among clean-energy stocks and fossil fuel markets: Comparison between financial, oil and pandemic crisis
- (2021) Muhammad Umar et al. ENERGY
- The effect of green energy, global environmental indexes, and stock markets in predicting oil price crashes: Evidence from explainable machine learning
- (2021) Sami Ben Jabeur et al. JOURNAL OF ENVIRONMENTAL MANAGEMENT
- Global evolution of research on green energy and environmental technologies:A bibliometric study
- (2021) Hao Tan et al. JOURNAL OF ENVIRONMENTAL MANAGEMENT
- Does renewable energy index respond to the pandemic uncertainty?
- (2021) Wael Hemrit et al. RENEWABLE ENERGY
- Zero air pollution and zero carbon from all energy at low cost and without blackouts in variable weather throughout the U.S. with 100% wind-water-solar and storage
- (2021) Mark Z. Jacobson et al. RENEWABLE ENERGY
- Green building design based on solar energy utilization: Take a kindergarten competition design as an example
- (2021) Yongwang Zhang et al. Energy Reports
- Reserve currency and the volatility of clean energy stocks: The role of uncertainty
- (2021) Baris Kocaarslan et al. ENERGY ECONOMICS
- Tail dependence between bitcoin and green financial assets
- (2021) Muhammad Abubakr Naeem et al. ECONOMICS LETTERS
- Oil prices and agricultural commodity markets: Evidence from pre and during COVID-19 outbreak
- (2021) Ngo Thai Hung RESOURCES POLICY
- Quantile connectedness among gold, gold mining, silver, oil and energy sector uncertainty indexes
- (2021) Walid Mensi et al. RESOURCES POLICY
- Energy markets and green bonds: A tail dependence analysis with time-varying optimal copulas and portfolio implications
- (2021) Muhammad Abubakr Naeem et al. RESOURCES POLICY
- Dynamic spillover effects among green bond, renewable energy stocks and carbon markets during COVID-19 pandemic: Implications for hedging and investments strategies
- (2021) Aviral Kumar Tiwari et al. Global Finance Journal
- The connectedness in the world petroleum futures markets using a Quantile VAR approach
- (2021) Sangram Keshari Jena et al. Journal of Commodity Markets
- Modeling and optimization of an island water-energy nexus powered by a hybrid solar-wind renewable system
- (2020) Hasan Mehrjerdi ENERGY
- Multifractal detrended cross-correlation analysis on benchmark cryptocurrencies and crude oil prices
- (2020) Majid Mirzaee Ghazani et al. PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS
- Backcasting and forecasting time series using detrended cross-correlation analysis
- (2020) Javier E. Contreras-Reyes et al. PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS
- Public Attention to Environmental Issues and Stock Market Returns
- (2020) Imane El Ouadghiri et al. ECOLOGICAL ECONOMICS
- Quantile Coherency: A General Measure for Dependence between Cyclical Economic Variables
- (2019) Jozef Baruník et al. Econometrics Journal
- Multi-fluctuation nonlinear patterns of European financial markets based on adaptive filtering with application to family business, green, Islamic, common stocks, and comparison with Bitcoin, NASDAQ, and VIX
- (2019) Salim Lahmri et al. PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS
- DCCA and DMCA correlations of cryptocurrency markets
- (2019) Paulo Ferreira et al. PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS
- A vision-based statistical methodology for automatically modeling continuous urban traffic flows
- (2018) Hana Rabbouch et al. ADVANCED ENGINEERING INFORMATICS
- Detrending moving-average cross-correlation coefficient: Measuring cross-correlations between non-stationary series
- (2014) Ladislav Kristoufek PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS
- A new approach to quantify power-law cross-correlation and its application to commodity markets
- (2011) Ling-Yun He et al. PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS
- Detrended Cross-Correlation Analysis: A New Method for Analyzing Two Nonstationary Time Series
- (2008) Boris Podobnik et al. PHYSICAL REVIEW LETTERS
Create your own webinar
Interested in hosting your own webinar? Check the schedule and propose your idea to the Peeref Content Team.
Create NowBecome a Peeref-certified reviewer
The Peeref Institute provides free reviewer training that teaches the core competencies of the academic peer review process.
Get Started