Spillovers and connectedness between green bond and stock markets in bearish and bullish market scenarios

Quantile Connectedness: Modeling Tail Behavior in the Topology of Financial Networks

(2022) Tomohiro Ando et al.   MANAGEMENT SCIENCE

Downside and upside risk spillovers between green finance and energy markets

(2022) Hela Mzoughi et al.   Finance Research Letters

The spillover effects and connectedness among green commodities, Bitcoins, and US stock markets: Evidence from the quantile VAR network

(2022) Rabeh Khalfaoui et al.   JOURNAL OF ENVIRONMENTAL MANAGEMENT

A step forward on sustainability: The nexus of environmental responsibility, green technology, clean energy and green finance

(2022) Mara Madaleno et al.   ENERGY ECONOMICS

Dependence structure and dynamic connectedness between green bonds and financial markets: Fresh insights from time-frequency analysis before and during COVID-19 pandemic

(2022) Ahmed H. Elsayed et al.   ENERGY ECONOMICS

Impacts of COVID-19 outbreak, macroeconomic and financial stress factors on price spillovers among green bond

(2022) Walid Mensi et al.   International Review of Financial Analysis

Asymmetric connectedness between cryptocurrency environment attention index and green assets

(2022) Javed Bin Kamal et al.   Journal of Economic Asymmetries

Green bonds and implied volatilities: Dynamic causality, spillovers, and implications for portfolio management

(2022) Linh Pham et al.   ENERGY ECONOMICS

Asymmetric spillovers and connectedness between crude oil and currency markets using high-frequency data

(2022) Walid Mensi et al.   RESOURCES POLICY

Extreme directional spillovers between investor attention and green bond markets

(2022) Linh Pham et al.   International Review of Economics & Finance

Exploring the dynamic spillover of cryptocurrency environmental attention across the commodities, green bonds, and environment-related stocks

(2022) M. Kabir Hassan et al.   North American Journal of Economics and Finance

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

Does green financing help to improve environmental & social responsibility? Designing SDG framework through advanced quantile modelling

(2021) Avik Sinha et al.   JOURNAL OF ENVIRONMENTAL MANAGEMENT

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

(2021) Linh Pham   ENERGY ECONOMICS

Volatility spillovers between strategic commodity futures and stock markets and portfolio implications: Evidence from developed and emerging economies

(2021) Walid Mensi et al.   RESOURCES POLICY

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

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

(2021) Muhammad Arif et al.   Global Finance Journal

Green bonds and other assets: Evidence from extreme risk transmission

(2021) Muhammad Abubakr Naeem et al.   JOURNAL OF ENVIRONMENTAL MANAGEMENT

Should investors include green bonds in their portfolios? Evidence for the USA and Europe

(2021) Yingwei Han et al.   International Review of Financial Analysis

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

The impact of carbon emissions on country risk: Evidence from the G7 economies

(2020) Sajid M. Chaudhry et al.   JOURNAL OF ENVIRONMENTAL MANAGEMENT

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

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