IDEAS home Printed from https://ideas.repec.org/r/eee/ecmode/v88y2020icp25-38.html
   My bibliography  Save this item

Price connectedness between green bond and financial markets

Citations

Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
as


Cited by:

  1. Chuc Anh Tu & Tapan Sarker & Ehsan Rasoulinezhad, 2020. "Factors Influencing the Green Bond Market Expansion: Evidence from a Multi-Dimensional Analysis," JRFM, MDPI, vol. 13(6), pages 1-14, June.
  2. Guo, Dong & Zhou, Peng, 2021. "Green bonds as hedging assets before and after COVID: A comparative study between the US and China," Energy Economics, Elsevier, vol. 104(C).
  3. Agoraki, Maria-Eleni K. & Aslanidis, Nektarios & Kouretas, Georgios P., 2023. "How has COVID-19 affected the performance of green investment funds?," Journal of International Money and Finance, Elsevier, vol. 131(C).
  4. Tiwari, Aviral Kumar & Aikins Abakah, Emmanuel Joel & Gabauer, David & Dwumfour, Richard Adjei, 2022. "Dynamic spillover effects among green bond, renewable energy stocks and carbon markets during COVID-19 pandemic: Implications for hedging and investments strategies," Global Finance Journal, Elsevier, vol. 51(C).
  5. Arif, Muhammad & Naeem, Muhammad Abubakr & Farid, Saqib & Nepal, Rabindra & Jamasb, Tooraj, 2022. "Diversifier or more? Hedge and safe haven properties of green bonds during COVID-19," Energy Policy, Elsevier, vol. 168(C).
  6. Akhtaruzzaman, Md & Banerjee, Ameet Kumar & Ghardallou, Wafa & Umar, Zaghum, 2022. "Is greenness an optimal hedge for sectoral stock indices?," Economic Modelling, Elsevier, vol. 117(C).
  7. Li, Hailing & Li, Yuxin & Zhang, Hua, 2023. "The spillover effects among the traditional energy markets, metal markets and sub-sector clean energy markets," Energy, Elsevier, vol. 275(C).
  8. Lin, Boqiang & Su, Tong, 2022. "Green bond vs conventional bond: Outline the rationale behind issuance choices in China," International Review of Financial Analysis, Elsevier, vol. 81(C).
  9. Ana-Belén Alonso-Conde & Javier Rojo-Suárez, 2020. "On the Effect of Green Bonds on the Profitability and Credit Quality of Project Financing," Sustainability, MDPI, vol. 12(16), pages 1-19, August.
  10. Boqiang Lin & Tong Su, 2023. "Uncertainties and green bond markets: Evidence from tail dependence," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(4), pages 4458-4475, October.
  11. Juan Camilo Mejía-Escobar & Juan David González-Ruiz & Giovanni Franco-Sepúlveda, 2021. "Current State and Development of Green Bonds Market in the Latin America and the Caribbean," Sustainability, MDPI, vol. 13(19), pages 1-25, September.
  12. Huang, Zishan & Zhu, Huiming & Hau, Liya & Deng, Xi, 2023. "Time-frequency co-movement and network connectedness between green bond and financial asset markets: Evidence from multiscale TVP-VAR analysis," The North American Journal of Economics and Finance, Elsevier, vol. 67(C).
  13. Ahmed, Walid M.A. & Sleem, Mohamed A.E., 2023. "Short- and long-run determinants of the price behavior of US clean energy stocks: A dynamic ARDL simulations approach," Energy Economics, Elsevier, vol. 124(C).
  14. Qi, Xiaohong & Zhang, Guofu, 2022. "Dynamic connectedness of China’s green bonds and asset classes," The North American Journal of Economics and Finance, Elsevier, vol. 63(C).
  15. Gazi Salah Uddin & Muhammad Yahya & Ali Ahmed & Donghyun Park & Shu Tian, 2024. "In search of light in the darkness: What can we learn from ethical, sustainable and green investments?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 29(2), pages 1451-1495, April.
  16. Tiwari, Aviral Kumar & Abakah, Emmanuel Joel Aikins & Doğan, Buhari & Ghosh, Sudeshna, 2023. "Sustainable debt and gas markets: A new look using the time-varying wavelet-windowed cross-correlation approach," Energy Economics, Elsevier, vol. 120(C).
  17. Wang, Kai-Hua & Zhao, Yan-Xin & Jiang, Cui-Feng & Li, Zheng-Zheng, 2022. "Does green finance inspire sustainable development? Evidence from a global perspective," Economic Analysis and Policy, Elsevier, vol. 75(C), pages 412-426.
  18. Farhad Taghizadeh-Hesary & Naoyuki Yoshino & Han Phoumin, 2021. "Analyzing the Characteristics of Green Bond Markets to Facilitate Green Finance in the Post-COVID-19 World," Sustainability, MDPI, vol. 13(10), pages 1-24, May.
  19. Sohag, Kazi & Hassan, M. Kabir & Bakhteyev, Stepan & Mariev, Oleg, 2023. "Do green and dirty investments hedge each other?," Energy Economics, Elsevier, vol. 120(C).
  20. Zhou, Yang & Xie, Chi & Wang, Gang-Jin & Zhu, You & Uddin, Gazi Salah, 2023. "Analysing and forecasting co-movement between innovative and traditional financial assets based on complex network and machine learning," Research in International Business and Finance, Elsevier, vol. 64(C).
  21. Tiwari, Aviral Kumar & Aikins Abakah, Emmanuel Joel & Adekoya, Oluwasegun B. & Hammoudeh, Shawkat, 2023. "What do we know about the price spillover between green bonds and Islamic stocks and stock market indices?," Global Finance Journal, Elsevier, vol. 55(C).
  22. Mirza, Nawazish & Naeem, Muhammad Abubakr & Ha Nguyen, Thi Thu & Arfaoui, Nadia & Oliyide, Johnson A., 2023. "Are sustainable investments interdependent? The international evidence," Economic Modelling, Elsevier, vol. 119(C).
  23. Pham, Linh, 2021. "Frequency connectedness and cross-quantile dependence between green bond and green equity markets," Energy Economics, Elsevier, vol. 98(C).
  24. Umar, Zaghum & Kenourgios, Dimitris & Papathanasiou, Sypros, 2020. "The static and dynamic connectedness of environmental, social, and governance investments: International evidence," Economic Modelling, Elsevier, vol. 93(C), pages 112-124.
  25. Su, Tong & Lin, Boqiang, 2022. "The liquidity impact of Chinese green bonds spreads," International Review of Economics & Finance, Elsevier, vol. 82(C), pages 318-334.
  26. Flavin, Thomas & Sheenan, Lisa, 2023. "Can Green Bonds be a Safe Haven for Equity Investors?," QBS Working Paper Series 2023/06, Queen's University Belfast, Queen's Business School.
  27. Fernandes, Leonardo H.S. & Silva, José W.L. & de Araujo, Fernando H.A. & Tabak, Benjamin M., 2023. "Multifractal cross-correlations between green bonds and financial assets," Finance Research Letters, Elsevier, vol. 53(C).
  28. Han, Yingwei & Li, Jie, 2022. "Should investors include green bonds in their portfolios? Evidence for the USA and Europe," International Review of Financial Analysis, Elsevier, vol. 80(C).
  29. Kocaarslan, Baris & Soytas, Ugur, 2023. "The role of major markets in predicting the U.S. municipal green bond market performance: New evidence from machine learning models," Technological Forecasting and Social Change, Elsevier, vol. 196(C).
  30. Huynh, Toan Luu Duc & Hille, Erik & Nasir, Muhammad Ali, 2020. "Diversification in the age of the 4th industrial revolution: The role of artificial intelligence, green bonds and cryptocurrencies," Technological Forecasting and Social Change, Elsevier, vol. 159(C).
  31. Adekoya, Oluwasegun B. & Oliyide, Johnson A. & Asl, Mahdi Ghaemi & Jalalifar, Saba, 2021. "Financing the green projects: Market efficiency and volatility persistence of green versus conventional bonds, and the comparative effects of health and financial crises," International Review of Financial Analysis, Elsevier, vol. 78(C).
  32. Yuan, Xi & Qin, Meng & Zhong, Yifan & Nicoleta-Claudia, Moldovan, 2023. "Financial roles in green investment based on the quantile connectedness," Energy Economics, Elsevier, vol. 117(C).
  33. Pham, Linh & Nguyen, Canh Phuc, 2021. "Asymmetric tail dependence between green bonds and other asset classes," Global Finance Journal, Elsevier, vol. 50(C).
  34. Jiang, Yonghong & Wang, Jieru & Ao, Zhiming & Wang, Yujou, 2022. "The relationship between green bonds and conventional financial markets: Evidence from quantile-on-quantile and quantile coherence approaches," Economic Modelling, Elsevier, vol. 116(C).
  35. Mohamed Amine Boutabba & Yves Rannou, 2020. "Investor strategies and Liquidity Premia in the European Green Bond market," Post-Print hal-02544451, HAL.
  36. Sharma, Gagan Deep & Shahbaz, Muhammad & Singh, Sanjeet & Chopra, Ritika & Cifuentes-Faura, Javier, 2023. "Investigating the nexus between green economy, sustainability, bitcoin and oil prices: Contextual evidence from the United States," Resources Policy, Elsevier, vol. 80(C).
  37. Su, Xianfang & Guo, Dawei & Dai, Liang, 2023. "Do green bond and green stock markets boom and bust together? Evidence from China," International Review of Financial Analysis, Elsevier, vol. 89(C).
  38. Liu, Min, 2022. "The driving forces of green bond market volatility and the response of the market to the COVID-19 pandemic," Economic Analysis and Policy, Elsevier, vol. 75(C), pages 288-309.
  39. Emmanuel Joel Aikins Abakah & Aviral Kumar Tiwari & Aarzoo Sharma & Dorika Jeremiah Mwamtambulo, 2022. "Extreme Connectedness between Green Bonds, Government Bonds, Corporate Bonds and Other Asset Classes: Insights for Portfolio Investors," JRFM, MDPI, vol. 15(10), pages 1-17, October.
  40. Imran, Zulfiqar Ali & Ahad, Muhammad, 2023. "Safe-haven properties of green bonds for industrial sectors (GICS) in the United States: Evidence from Covid-19 pandemic and Global Financial Crisis," Renewable Energy, Elsevier, vol. 210(C), pages 408-423.
  41. Iulia Lupu & Adina Criste, 2022. "Tendencies In Green Finance," Annals - Economy Series, Constantin Brancusi University, Faculty of Economics, vol. 3, pages 57-63, June.
  42. Apergis, Nicholas, 2023. "The connectedness between green and conventional bond yields during the COVID-19 crisis: The role of the vaccination process," Economics Letters, Elsevier, vol. 224(C).
  43. Naeem, Muhammad Abubakr & Farid, Saqib & Ferrer, Román & Shahzad, Syed Jawad Hussain, 2021. "Comparative efficiency of green and conventional bonds pre- and during COVID-19: An asymmetric multifractal detrended fluctuation analysis," Energy Policy, Elsevier, vol. 153(C).
  44. Wenbing Luo & Ziyan Tian & Shihu Zhong & Qinke Lyu & Mingjun Deng, 2022. "Global Evolution of Research on Sustainable Finance from 2000 to 2021: A Bibliometric Analysis on WoS Database," Sustainability, MDPI, vol. 14(15), pages 1-23, August.
  45. Wang, Chih-Wei & Wu, Yu-Ching & Hsieh, Hsin-Yi & Huang, Po-Hsiang & Lin, Meng-Chieh, 2022. "Does green bond issuance have an impact on climate risk concerns?," Energy Economics, Elsevier, vol. 111(C).
  46. Jiongye Jin & Jianing Zhang, 2023. "The Stock Performance of Green Bond Issuers During COVID-19 Pandemic: The Case of China," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 30(1), pages 211-230, March.
  47. Doğan, Buhari & Trabelsi, Nader & Tiwari, Aviral Kumar & Ghosh, Sudeshna, 2023. "Dynamic dependence and causality between crude oil, green bonds, commodities, geopolitical risks, and policy uncertainty," The Quarterly Review of Economics and Finance, Elsevier, vol. 89(C), pages 36-62.
  48. Kung, Chih-Chun & Lan, Xiaolong & Yang, Yunxia & Kung, Shan-Shan & Chang, Meng-Shiuh, 2022. "Effects of green bonds on Taiwan's bioenergy development," Energy, Elsevier, vol. 238(PA).
  49. Hussain, Jafar & Lee, Chien-Chiang & Chen, Yongxiu, 2022. "Optimal green technology investment and emission reduction in emissions generating companies under the support of green bond and subsidy," Technological Forecasting and Social Change, Elsevier, vol. 183(C).
  50. Dutta, Anupam & Bouri, Elie & Noor, Md Hasib, 2021. "Climate bond, stock, gold, and oil markets: Dynamic correlations and hedging analyses during the COVID-19 outbreak," Resources Policy, Elsevier, vol. 74(C).
  51. Rehman, Mobeen Ur & Nautiyal, Neeraj & Ghardallou, Wafa & Vo, Xuan Vinh & Zeitun, Rami, 2023. "Comovement and spillover among energy markets: A Comparison across different crisis periods," Economic Analysis and Policy, Elsevier, vol. 79(C), pages 277-302.
  52. Tang, Yumei & Chen, Xihui Haviour & Sarker, Provash Kumer & Baroudi, Sarra, 2023. "Asymmetric effects of geopolitical risks and uncertainties on green bond markets," Technological Forecasting and Social Change, Elsevier, vol. 189(C).
  53. Chaofeng Tang & Kentaka Aruga & Yi Hu, 2023. "The Dynamic Correlation and Volatility Spillover among Green Bonds, Clean Energy Stock, and Fossil Fuel Market," Sustainability, MDPI, vol. 15(8), pages 1-23, April.
  54. Oliyide, Johnson A. & Adekoya, Oluwasegun B. & Marie, Mohamed & Al-Faryan, Mamdouh Abdulaziz Saleh, 2023. "Green finance and commodities: Cross-market connectedness during different COVID-19 episodes," Resources Policy, Elsevier, vol. 85(PA).
  55. Uddin, Gazi Salah & Jayasekera, Ranadeva & Park, Donghyun & Luo, Tianqi & Tian, Shu, 2022. "Go green or stay black: Bond market dynamics in Asia," International Review of Financial Analysis, Elsevier, vol. 81(C).
  56. Elsayed, Ahmed H. & Naifar, Nader & Nasreen, Samia & Tiwari, Aviral Kumar, 2022. "Dependence structure and dynamic connectedness between green bonds and financial markets: Fresh insights from time-frequency analysis before and during COVID-19 pandemic," Energy Economics, Elsevier, vol. 107(C).
  57. Jafar Hussain & Chien‐Chiang Lee, 2022. "A green path towards sustainable development: Optimal behavior of the duopoly game model with carbon neutrality instruments," Sustainable Development, John Wiley & Sons, Ltd., vol. 30(6), pages 1523-1541, December.
  58. Riaz Tabassum & Selama Aslam Izah & Nor Normaziah Mohd & Hassan Ahmad Fahmi Sheikh, 2024. "Meaningful Review of Existing Trends, Expansion, and Future Directions of Green Bond Research: A Bibliometric Approach," Studia Universitatis „Vasile Goldis” Arad – Economics Series, Sciendo, vol. 34(1), pages 1-36, March.
  59. Mzoughi, Hela & Urom, Christian & Guesmi, Khaled, 2022. "Downside and upside risk spillovers between green finance and energy markets," Finance Research Letters, Elsevier, vol. 47(PA).
  60. Umar, Zaghum & Abrar, Afsheen & Hadhri, Sinda & Sokolova, Tatiana, 2023. "The connectedness of oil shocks, green bonds, sukuks and conventional bonds," Energy Economics, Elsevier, vol. 119(C).
  61. Guglielmo Maria Caporale & Nicola Spagnolo, 2023. "US Municipal Green Bonds and Financial Integration," CESifo Working Paper Series 10323, CESifo.
  62. Jiang, Wei & Dong, Lingfei & Liu, Xinyi, 2023. "How does COVID-19 affect the spillover effects of green finance, carbon markets, and renewable/non-renewable energy markets? Evidence from China," Energy, Elsevier, vol. 281(C).
  63. Naeem, Muhammad Abubakr & Bouri, Elie & Costa, Mabel D. & Naifar, Nader & Shahzad, Syed Jawad Hussain, 2021. "Energy markets and green bonds: A tail dependence analysis with time-varying optimal copulas and portfolio implications," Resources Policy, Elsevier, vol. 74(C).
  64. Sun, Huaping & Tariq, Gulzara & Youn, Ik Joong & Mansoor, Sofia, 2022. "Impacts of green energy finance on eco-friendly environments," Resources Policy, Elsevier, vol. 79(C).
  65. Jiasheng Yu & Maojun Zhang & Ruoyu Liu & Guodong Wang, 2023. "Dynamic Effects of Climate Policy Uncertainty on Green Bond Volatility: An Empirical Investigation Based on TVP-VAR Models," Sustainability, MDPI, vol. 15(2), pages 1-17, January.
  66. Joao Leitao & Joaquim Ferreira & Ernesto Santibanez‐Gonzalez, 2021. "Green bonds, sustainable development and environmental policy in the European Union carbon market," Business Strategy and the Environment, Wiley Blackwell, vol. 30(4), pages 2077-2090, May.
  67. Ren, Xiaohang & Li, Yiying & yan, Cheng & Wen, Fenghua & Lu, Zudi, 2022. "The interrelationship between the carbon market and the green bonds market: Evidence from wavelet quantile-on-quantile method," Technological Forecasting and Social Change, Elsevier, vol. 179(C).
  68. Taghizadeh-Hesary, Farhad & Yoshino, Naoyuki & Rasoulinezhad, Ehsan & Rimaud, Cedric, 2021. "Power purchase agreements with incremental tariffs in local currency: An innovative green finance tool," Global Finance Journal, Elsevier, vol. 50(C).
  69. Man, Yuanyuan & Zhang, Sunpei & Liu, Jianing, 2023. "Dynamic connectedness, asymmetric risk spillovers, and hedging performance of China's green bonds," Finance Research Letters, Elsevier, vol. 56(C).
  70. Abakah, Emmanuel Joel Aikins & Tiwari, Aviral Kumar & Adekoya, Oluwasegun B. & Oteng-Abayie, Eric Fosu, 2023. "An analysis of the time-varying causality and dynamic correlation between green bonds and US gas prices," Technological Forecasting and Social Change, Elsevier, vol. 186(PA).
  71. Le, TN-Lan & Abakah, Emmanuel Joel Aikins & Tiwari, Aviral Kumar, 2021. "Time and frequency domain connectedness and spill-over among fintech, green bonds and cryptocurrencies in the age of the fourth industrial revolution," Technological Forecasting and Social Change, Elsevier, vol. 162(C).
  72. Billah, Mabruk & Amar, Amine Ben & Balli, Faruk, 2023. "The extreme return connectedness between Sukuk and green bonds and their determinants and consequences for investors," Pacific-Basin Finance Journal, Elsevier, vol. 77(C).
  73. Khalfaoui, Rabeh & Mefteh-Wali, Salma & Dogan, Buhari & Ghosh, Sudeshna, 2023. "Extreme spillover effect of COVID-19 pandemic-related news and cryptocurrencies on green bond markets: A quantile connectedness analysis," International Review of Financial Analysis, Elsevier, vol. 86(C).
  74. Tiwari, Aviral Kumar & Trabelsi, Nader & Abakah, Emmanuel Joel Aikins & Nasreen, Samia & Lee, Chien-Chiang, 2023. "An empirical analysis of the dynamic relationship between clean and dirty energy markets," Energy Economics, Elsevier, vol. 124(C).
  75. Duan, Xiaoping & Xiao, Ya & Ren, Xiaohang & Taghizadeh-Hesary, Farhad & Duan, Kun, 2023. "Dynamic spillover between traditional energy markets and emerging green markets: Implications for sustainable development," Resources Policy, Elsevier, vol. 82(C).
  76. Reboredo, Juan C. & Ugolini, Andrea & Ojea-Ferreiro, Javier, 2022. "Do green bonds de-risk investment in low-carbon stocks?," Economic Modelling, Elsevier, vol. 108(C).
  77. Takashi Kanamura, 2023. "Portfolio diversification and sustainable assets from new perspectives," Journal of Asset Management, Palgrave Macmillan, vol. 24(7), pages 581-600, December.
  78. Hualin Xie & Zhenyi Ouyang & Yongrok Choi, 2020. "Characteristics and Influencing Factors of Green Finance Development in the Yangtze River Delta of China: Analysis Based on the Spatial Durbin Model," Sustainability, MDPI, vol. 12(22), pages 1-15, November.
  79. Duan, Kun & Liu, Yang & Yan, Cheng & Huang, Yingying, 2023. "Differences in carbon risk spillovers with green versus traditional assets: Evidence from a full distributional analysis," Energy Economics, Elsevier, vol. 127(PA).
  80. Cepni, Oguzhan & Demirer, Riza & Pham, Linh & Rognone, Lavinia, 2023. "Climate uncertainty and information transmissions across the conventional and ESG assets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 83(C).
  81. Jing Deng & Jingxuan Lu & Yujie Zheng & Xiaoyun Xing & Cheng Liu & Tao Qin, 2022. "The Impact of the COVID-19 Pandemic on the Connectedness between Green Industries and Financial Markets in China: Evidence from Time-Frequency Domain with Portfolio Implications," Sustainability, MDPI, vol. 14(20), pages 1-24, October.
  82. Mensi, Walid & Naeem, Muhammad Abubakr & Vo, Xuan Vinh & Kang, Sang Hoon, 2022. "Dynamic and frequency spillovers between green bonds, oil and G7 stock markets: Implications for risk management," Economic Analysis and Policy, Elsevier, vol. 73(C), pages 331-344.
  83. Mensi, Walid & Rehman, Mobeen Ur & Vo, Xuan Vinh, 2022. "Impacts of COVID-19 outbreak, macroeconomic and financial stress factors on price spillovers among green bond," International Review of Financial Analysis, Elsevier, vol. 81(C).
  84. Mensi, Walid & Vo, Xuan Vinh & Ko, Hee-Un & Kang, Sang Hoon, 2023. "Frequency spillovers between green bonds, global factors and stock market before and during COVID-19 crisis," Economic Analysis and Policy, Elsevier, vol. 77(C), pages 558-580.
  85. Karel Janda & Binyi Zhang, 2021. "Attractiveness of Chinese Bonds Financing Climate and Environmental Projects," FFA Working Papers 4.007, Prague University of Economics and Business, revised 26 Apr 2022.
  86. Dragos HURU & Ioana MANAFI & Ionut PANDELICA & Marilena Carmen UZLAU, 2022. "Nonlinear Dependencies between Green Bonds and General Financial Market Indices," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 169-181, December.
  87. Saeed, Tareq & Bouri, Elie & Alsulami, Hamed, 2021. "Extreme return connectedness and its determinants between clean/green and dirty energy investments," Energy Economics, Elsevier, vol. 96(C).
  88. Piñeiro-Chousa, Juan & López-Cabarcos, M.Ángeles & Caby, Jérôme & Šević, Aleksandar, 2021. "The influence of investor sentiment on the green bond market," Technological Forecasting and Social Change, Elsevier, vol. 162(C).
  89. Piñeiro-Chousa, Juan & López-Cabarcos, M. Ángeles & Šević, Aleksandar, 2022. "Green bond market and Sentiment: Is there a switching Behaviour?," Journal of Business Research, Elsevier, vol. 141(C), pages 520-527.
  90. Dongming Jiang & Fang Jia, 2022. "Extreme Spillover between Green Bonds and Clean Energy Markets," Sustainability, MDPI, vol. 14(10), pages 1-15, May.
  91. Gao, Yang & Li, Yangyang & Wang, Yaojun, 2021. "Risk spillover and network connectedness analysis of China’s green bond and financial markets: Evidence from financial events of 2015–2020," The North American Journal of Economics and Finance, Elsevier, vol. 57(C).
  92. Mishra, Tapas & Park, Donghyun & Parhi, Mamata & Uddin, Gazi Salah & Tian, Shu, 2023. "A memory in the bond: Green bond and sectoral investment interdependence in a fractionally cointegrated VAR framework," Energy Economics, Elsevier, vol. 121(C).
  93. Zhang, Wenting & He, Xie & Hamori, Shigeyuki, 2023. "The impact of the COVID-19 pandemic and Russia-Ukraine war on multiscale spillovers in green finance markets: Evidence from lower and higher order moments," International Review of Financial Analysis, Elsevier, vol. 89(C).
  94. Su, Tong & Zhang, Zuopeng (Justin) & Lin, Boqiang, 2022. "Green bonds and conventional financial markets in China: A tale of three transmission modes," Energy Economics, Elsevier, vol. 113(C).
  95. Yevheniia Antoniuk & Thomas Leirvik, 2021. "Climate Transition Risk and the Impact on Green Bonds," JRFM, MDPI, vol. 14(12), pages 1-19, December.
  96. Pham, Linh & Do, Hung Xuan, 2022. "Green bonds and implied volatilities: Dynamic causality, spillovers, and implications for portfolio management," Energy Economics, Elsevier, vol. 112(C).
  97. Naeem, Muhammad Abubakr & Nguyen, Thi Thu Ha & Nepal, Rabindra & Ngo, Quang-Thanh & Taghizadeh–Hesary, Farhad, 2021. "Asymmetric relationship between green bonds and commodities: Evidence from extreme quantile approach," Finance Research Letters, Elsevier, vol. 43(C).
  98. Huang, Jie & Cao, Yu & Zhong, Pengshu, 2022. "Searching for a safe haven to crude oil: Green bond or precious metals?," Finance Research Letters, Elsevier, vol. 50(C).
  99. Li, Yanxi & Yu, Conghui & Shi, Jinyan & Liu, Yuanyuan, 2023. "How does green bond issuance affect total factor productivity? Evidence from Chinese listed enterprises," Energy Economics, Elsevier, vol. 123(C).
  100. Pham, Linh & Nguyen, Canh Phuc, 2022. "How do stock, oil, and economic policy uncertainty influence the green bond market?," Finance Research Letters, Elsevier, vol. 45(C).
  101. Chopra, Monika & Mehta, Chhavi, 2023. "Going green: Do green bonds act as a hedge and safe haven for stock sector risk?," Finance Research Letters, Elsevier, vol. 51(C).
  102. Azhgaliyeva, Dina & Kapsalyamova, Zhanna & Mishra, Ranjeeta, 2022. "Oil price shocks and green bonds: An empirical evidence," Energy Economics, Elsevier, vol. 112(C).
  103. Peng, Wei & Xiong, Langyu, 2022. "Managing financing costs and fostering green transition: The role of green financial policy in China," Economic Analysis and Policy, Elsevier, vol. 76(C), pages 820-836.
  104. Billah, Mabruk & Elsayed, Ahmed H. & Hadhri, Sinda, 2023. "Asymmetric relationship between green bonds and Sukuk markets: The role of global risk factors," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 83(C).
  105. Arif, Muhammad & Hasan, Mudassar & Alawi, Suha M. & Naeem, Muhammad Abubakr, 2021. "COVID-19 and time-frequency connectedness between green and conventional financial markets," Global Finance Journal, Elsevier, vol. 49(C).
  106. Yadav, Mikesh Prasad & Pandey, Asheesh & Taghizadeh-Hesary, Farhad & Arya, Vandana & Mishra, Nandita, 2023. "Volatility spillover of green bond with renewable energy and crypto market," Renewable Energy, Elsevier, vol. 212(C), pages 928-939.
  107. Dong, Xiyong & Xiong, Youlin & Nie, Siyue & Yoon, Seong-Min, 2023. "Can bonds hedge stock market risks? Green bonds vs conventional bonds," Finance Research Letters, Elsevier, vol. 52(C).
  108. Abdullah, Mohammad & Chowdhury, Mohammad Ashraful Ferdous & Sulong, Zunaidah, 2023. "Asymmetric efficiency and connectedness among green stocks, halal tourism stocks, cryptocurrencies, and commodities: Portfolio hedging implications," Resources Policy, Elsevier, vol. 81(C).
  109. Román Ferrer & Rafael Benítez & Vicente J. Bolós, 2021. "Interdependence between Green Financial Instruments and Major Conventional Assets: A Wavelet-Based Network Analysis," Mathematics, MDPI, vol. 9(8), pages 1-20, April.
  110. Song, Feng & Cui, Jian & Yu, Yihua, 2022. "Dynamic volatility spillover effects between wind and solar power generations: Implications for hedging strategies and a sustainable power sector," Economic Modelling, Elsevier, vol. 116(C).
  111. Pham, Linh & Cepni, Oguzhan, 2022. "Extreme directional spillovers between investor attention and green bond markets," International Review of Economics & Finance, Elsevier, vol. 80(C), pages 186-210.
  112. Alessandra Ortolano & Eugenia Nissi, 2022. "The Volatility of the “Green” Option-Adjusted Spread: Evidence before and during the Pandemic Period," Risks, MDPI, vol. 10(3), pages 1-13, February.
  113. Martiradonna, Monica & Romagnoli, Silvia & Santini, Amia, 2023. "The beneficial role of green bonds as a new strategic asset class: Dynamic dependencies, allocation and diversification before and during the pandemic era," Energy Economics, Elsevier, vol. 120(C).
  114. Xiang, Shihui & Cao, Yanyan, 2023. "Green finance and natural resources commodities prices: Evidence from COVID-19 period," Resources Policy, Elsevier, vol. 80(C).
  115. Anh Huu Nguyen & Thinh Gia Hoang & Duy Thanh Nguyen & Loan Quynh Thi Nguyen & Duong Thuy Doan, 2023. "The Development of Green Bond in Developing Countries: Insights from Southeast Asia Market Participants," The European Journal of Development Research, Palgrave Macmillan;European Association of Development Research and Training Institutes (EADI), vol. 35(1), pages 196-218, February.
IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.