Financial technology stocks, green financial assets, and energy markets: A quantile causality and dependence analysis

Multi-scale risk contagion among international oil market, Chinese commodity market and Chinese stock market: A MODWT-Vine quantile regression approach

(2022) Fenghua Wen et al.   ENERGY ECONOMICS

Green finance and decarbonization: Evidence from around the world

(2022) Md Al Mamun et al.   Finance Research Letters

Investigating the spillovers and connectedness between green finance and renewable energy sources

(2022) Eyup Dogan et al.   RENEWABLE ENERGY

Fintech and Sustainability: Do They Affect Each Other?

(2021) Cristina Chueca Vergara et al.   Sustainability

Safe haven in GFC versus COVID-19: 100 turbulent days in the financial markets

(2021) Harald Kinateder et al.   Finance Research Letters

Can green financial development promote renewable energy investment efficiency? A consideration of bank credit

(2019) Lingyun He et al.   RENEWABLE ENERGY

International crude oil prices and the stock prices of clean energy and technology companies: Evidence from non-linear cointegration tests with unknown structural breaks

(2016) Ripsy Bondia et al.   ENERGY

The cross-quantilogram: Measuring quantile dependence and testing directional predictability between time series

(2016) Heejoon Han et al.   JOURNAL OF ECONOMETRICS

Determinants of renewable energy growth: A global sample analysis

(2014) Mariana Aguirre et al.   ENERGY POLICY

Financial market volatility and contagion effect: A copula–multifractal volatility approach

(2013) Wang Chen et al.   PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS

A CONSISTENT NONPARAMETRIC TEST FOR CAUSALITY IN QUANTILE

(2012) Kiho Jeong et al.   ECONOMETRIC THEORY

A consistent nonparametric test for nonlinear causality—Specification in time series regression

(2011) Yoshihiko Nishiyama et al.   JOURNAL OF ECONOMETRICS

What determines the inclusion in a sustainability stock index?

(2009) Andreas Ziegler et al.   ECOLOGICAL ECONOMICS