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Exploring Upside and Downside Risk Dynamics Across Green Cryptocurrencies, Clean Energy, and Rare Earth Metals

In: Critical Minerals Supply Chains Security and Resiliency in the ASEAN, Vol. 1

Author

Listed:
  • Muhammad Abubakr Naeem

    (United Arab Emirates University, College of Business and Economics)

  • Madiha Kiran

    (Department of Business Administration, ILMA University)

  • Nadia Arfaoui

    (IDRAC Business School)

Abstract

This chapter explores the extreme downside and upside risk connectedness across green cryptocurrencies, clean energy, and rare earth metals using the quantile volatility connectedness approach, advanced by (Ando et al. 2022), over the period ranging from 2019 to 2024. The chapter finds asymmetric connectedness among the studied markets, with heightened dependence on the extreme upper quantiles. Under bullish market, findings reveal that IOTA (Terbium) appears as major risk transmitter of shocks to Stellar Lumens and Cardano (Dysprosium and Praseodymium). The results highlight also a weak bidirectional spillover between Terbium and Samarium Oxide/SAMR, as well as between EUAs and Praseodymium. Under bearish market state, the findings identify the European Union Allowance as a major receiver over the whole sample period. Moreover, Terbium, S&P Green Bond, and S&P Clean Energy predominantly act as net recipient of shocks during the first wave of COVID-19 outbreak, after which it shown mixed behavior as both receivers and transmitters for the rest of the sample period. These chapter findings provide valuable and fresh insights for policymakers, portfolio managers, and investors, allowing them to establish more effective regulations, and risk management strategies.

Suggested Citation

  • Muhammad Abubakr Naeem & Madiha Kiran & Nadia Arfaoui, 2026. "Exploring Upside and Downside Risk Dynamics Across Green Cryptocurrencies, Clean Energy, and Rare Earth Metals," Economics, Law, and Institutions in Asia Pacific, in: Han Phoumin & Rabindra Nepal & Farhad Taghizadeh-Hesary (ed.), Critical Minerals Supply Chains Security and Resiliency in the ASEAN, Vol. 1, chapter 0, pages 273-302, Springer.
    • Handle: RePEc:spr:eclchp:978-981-96-9358-0_11
    DOI: 10.1007/978-981-96-9358-0_11
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