Volatility spillover and investment strategies among sustainability-related financial indexes: Evidence from the DCC-GARCH-based dynamic connectedness and DCC-GARCH t-copula approach

On the Dynamics of International Real-Estate-Investment Trust-Propagation Mechanisms: Evidence from Time-Varying Return and Volatility Connectedness Measures

(2021) Keagile Lesame et al.   Entropy

Nonlinear dependence and connectedness between clean/renewable energy sector equity and European emission allowance prices

(2021) Waqas Hanif et al.   ENERGY ECONOMICS

Frequency connectedness and cross-quantile dependence between green bond and green equity markets

(2021) Linh Pham   ENERGY ECONOMICS

Volatility connectedness of major cryptocurrencies: The role of investor happiness

(2021) Elie Bouri et al.   Journal of Behavioral and Experimental Finance

The effect of financial development on renewable energy demand: The case of developing countries

(2021) Muhammad Shahbaz et al.   RENEWABLE ENERGY

Time and frequency dynamics of connectedness and hedging performance in global stock markets: Bitcoin versus conventional hedges

(2021) Peijin Wang et al.   Research in International Business and Finance

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

Dynamic and frequency spillovers between green bonds, oil and G7 stock markets: Implications for risk management

(2021) Walid Mensi et al.   Economic Analysis and Policy

Can One Reinforce Investments in Renewable Energy Stock Indices with the ESG Index?

(2020) Guizhou Liu et al.   Energies

Renewable energy investment risk: An investigation of changes over time and the underlying drivers

(2020) Florian Egli   ENERGY POLICY

Volatility Spillovers between Equity and Green Bond Markets

(2020) Daehyeon Park et al.   Sustainability

Dynamic Interrelationship and Volatility Spillover among Sustainability Stock Markets, Major European Conventional Indices, and International Crude Oil

(2020) Basel Maraqa et al.   Sustainability

Hedging Strategies of Green Assets against Dirty Energy Assets

(2020) Tareq Saeed et al.   Energies

A comparative study on the volatility of EU and China’s carbon emission permits trading markets

(2020) Limei Sun et al.   PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS

Does the ESG Index Affect Stock Return? Evidence from the Eurostoxx50

(2020) Mario La Torre et al.   Sustainability

The volatility spillover effect of the European Union (EU) carbon financial market

(2020) Shihong Zeng et al.   JOURNAL OF CLEANER PRODUCTION

Green credit, renewable energy investment and green economy development: Empirical analysis based on 150 listed companies of China

(2018) Lingyun He et al.   JOURNAL OF CLEANER PRODUCTION

A review of renewable energy investment in the BRICS countries: History, models, problems and solutions

(2017) Shihong Zeng et al.   RENEWABLE & SUSTAINABLE ENERGY REVIEWS

On the network topology of variance decompositions: Measuring the connectedness of financial firms

(2014) Francis X. Diebold et al.   JOURNAL OF ECONOMETRICS

Is the EUA a new asset class?

(2012) Vicente Medina et al.   QUANTITATIVE FINANCE