Quantile time–frequency price connectedness between green bond, green equity, sustainable investments and clean energy markets

Are green bonds a different asset class? Evidence from time-frequency connectedness analysis

(2021) Román Ferrer et al.   JOURNAL OF CLEANER PRODUCTION

Comparative efficiency of green and conventional bonds pre- and during COVID-19: An asymmetric multifractal detrended fluctuation analysis

(2021) Muhammad Abubakr Naeem et al.   ENERGY POLICY

Asymmetric spillovers between green bonds and commodities

(2021) Muhammad Abubakr Naeem et al.   Journal of Cleaner Production

Factors affecting changes of greenhouse gas emissions in Belt and Road countries

(2021) Changjian Wang et al.   RENEWABLE & SUSTAINABLE ENERGY REVIEWS

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

(2021) Linh Pham   ENERGY ECONOMICS

Interest rate swaps and the transmission mechanism of monetary policy: A quantile connectedness approach

(2021) Ioannis Chatziantoniou et al.   ECONOMICS LETTERS

Risk spillover and network connectedness analysis of China’s green bond and financial markets: Evidence from financial events of 2015–2020

(2021) Yang Gao et al.   North American Journal of Economics and Finance

Green Bonds and Asset Classes: New Evidence from Time-varying Copula and Transfer Entropy Models

(2021) Ngo Thai Hung   Global Business Review

COVID-19 and time-frequency connectedness between green and conventional financial markets

(2021) Muhammad Arif et al.   Global Finance Journal

Relationship between green investments, energy markets, and stock markets in the aftermath of the global financial crisis

(2021) Muhammad Shahbaz et al.   ENERGY ECONOMICS

Combining parametric and non-parametric approach, variable & source -specific productivity changes and rebound effect of energy & environment

(2021) Zhuang Miao et al.   TECHNOLOGICAL FORECASTING AND SOCIAL CHANGE

Asymmetric tail dependence between green bonds and other asset classes

(2021) Linh Pham et al.   Global Finance Journal

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

Volatility Spillovers between Equity and Green Bond Markets

(2020) Daehyeon Park et al.   Sustainability

Dependence and risk spillovers between green bonds and clean energy markets

(2020) Nana Liu et al.   JOURNAL OF CLEANER PRODUCTION

Do green investments react to oil price shocks? Implications for sustainable development

(2020) Anupam Dutta et al.   JOURNAL OF CLEANER PRODUCTION

Business as unusual: The implications of fossil divestment and green bonds for financial flows, economic growth and energy market

(2018) Solveig Glomsrød et al.   Energy for Sustainable Development

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

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

New Weighted Portmanteau Statistics for Time Series Goodness of Fit Testing

(2012) Thomas J. Fisher et al.   JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION