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Navigating China's green bonds: Insights from cryptocurrency price, oil price, and economic policy uncertainty

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  • Wen, Cui-Ping
  • Wang, Kai-Hua
  • Su, Chi-Wei
  • Li, Xin
  • Wang, Zu-Shan

Abstract

This study examines the impacts of bitcoin price (BTP), crude oil price (COP), and economic policy uncertainty (EPU) on China's green bonds (GBs) in a period from 2014: M10 to 2024: M04 using the quantile autoregressive distributed lag model. Results demonstrate that BTP and EPU positively and negatively affect GBs in the long-term across all quartiles, respectively, while COP enhibits insignificance. In the short-term, all variables positively affect GBs and are concentrated in the low quantiles. This study constructs a multivariate framework to explore financial linkages across markets and examines variable interactions, enriching the theoretical framework of the GB market.

Suggested Citation

  • Wen, Cui-Ping & Wang, Kai-Hua & Su, Chi-Wei & Li, Xin & Wang, Zu-Shan, 2025. "Navigating China's green bonds: Insights from cryptocurrency price, oil price, and economic policy uncertainty," International Review of Economics & Finance, Elsevier, vol. 102(C).
    • Handle: RePEc:eee:reveco:v:102:y:2025:i:c:s1059056025004873
    DOI: 10.1016/j.iref.2025.104324
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