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Frequency spillovers between green bonds, global factors and stock market before and during COVID-19 crisis

Citations

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Cited by:

  1. Yousaf, Imran & Mensi, Walid & Vo, Xuan Vinh & Kang, Sang Hoon, 2024. "Dynamic spillovers and connectedness between crude oil and green bond markets," Resources Policy, Elsevier, vol. 89(C).
  2. Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Sakiru A. Solarin & OlaOluwa S. Yaya, 2024. "Testing for Persistence in German Green and Brown Stock Market Indices," CESifo Working Paper Series 11207, CESifo.
  3. Chen, Shuiyang & Meng, Bin & Kuang, Haibo, 2025. "High-order moment joint risk spillovers and investment management: Implications for green shipbuilding policy and practice," Transport Policy, Elsevier, vol. 163(C), pages 152-167.
  4. Walid Mensi & Salem Adel Ziadat & Xuan Vinh Vo & Sang Hoon Kang, 2024. "Spillovers and Portfolio Management Between the Uncertainty Indices of Oil and Gold and G7 Stock Markets," Computational Economics, Springer;Society for Computational Economics, vol. 64(4), pages 2233-2262, October.
  5. Hoque, Mohammad Enamul & Sahabuddin, Mohammad & Bilgili, Faik, 2024. "Volatility interconnectedness among financial and geopolitical markets: Evidence from COVID-19 and Ukraine-Russia crises," Economic Analysis and Policy, Elsevier, vol. 82(C), pages 303-320.
  6. Zeng, Hongjun & Abedin, Mohammad Zoynul & Lucey, Brian & Ma, Shenglin, 2025. "Tail risk contagion and multiscale spillovers in the green finance index and large US technology stocks," International Review of Financial Analysis, Elsevier, vol. 97(C).
  7. Alomari, Mohammed & Belghouthi, Houssem Eddine & Mensi, Walid & Vo, Xuan Vinh & Kang, Sang Hoon, 2024. "Extreme time-frequency connectedness between energy sector markets and financial markets," Economic Analysis and Policy, Elsevier, vol. 84(C), pages 847-877.
  8. Ziadat, Salem Adel & Mensi, Walid & Al-Kharusi, Sami & Vo, Xuan Vinh & Kang, Sang Hoon, 2024. "Are clean energy markets hedges for stock markets? A tail quantile connectedness regression," Energy Economics, Elsevier, vol. 136(C).
  9. Yousfi, Mohamed & Farhani, Ramzi & Bouzgarrou, Houssam, 2024. "From the pandemic to the Russia–Ukraine crisis: Dynamic behavior of connectedness between financial markets and implications for portfolio management," Economic Analysis and Policy, Elsevier, vol. 81(C), pages 1178-1197.
  10. Umar, Zaghum & Hadhri, Sinda & Abakah, Emmanuel Joel Aikins & Usman, Muhammad & Umar, Muhammad, 2024. "Return and volatility spillovers among oil price shocks and international green bond markets," Research in International Business and Finance, Elsevier, vol. 69(C).
  11. 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).
  12. Kocaarslan, Baris, 2023. "Funding liquidity risk and the volatility of U.S. municipal green bonds during the COVID-19 pandemic," Finance Research Letters, Elsevier, vol. 58(PD).
  13. Gao, Yang & Zhou, Yueyi & Zhao, Wandi, 2025. "Liquidity spillover and investment strategy construction among Chinese green financial markets," International Review of Economics & Finance, Elsevier, vol. 98(C).
  14. AlGhazali, Abdullah & Belghouthi, Houssem Eddine & Mensi, Walid & Mclver, Ron & Kang, Sang Hoon, 2024. "Oil price shocks, sustainability index, and green bond market spillovers and connectedness during bear and bull market conditions," Economic Analysis and Policy, Elsevier, vol. 84(C), pages 1470-1489.
  15. Nong, Huifu, 2024. "Analyzing the Role of the Real Estate Sector in the Sectoral Network of the Chinese Economy," Structural Change and Economic Dynamics, Elsevier, vol. 70(C), pages 567-580.
  16. Kayani, Umar & Ullah, Mirzat & Aysan, Ahmet Faruk & Nazir, Sidra & Frempong, Josephine, 2024. "Quantile connectedness among digital assets, traditional assets, and renewable energy prices during extreme economic crisis," Technological Forecasting and Social Change, Elsevier, vol. 208(C).
  17. Mensi, Walid & El Khoury, Rim & Al-Kharusi, Sami & Kang, Sang Hoon, 2024. "Extreme dynamic connectedness and hedging strategy across commodity, bond, currency, and stock markets: Evidence from Asian Pacific, Canada, Mexico, and US countries," International Review of Economics & Finance, Elsevier, vol. 96(PA).
  18. Gao, Yang & Zhou, Yueyi & Zhao, Longfeng, 2024. "Quantile interdependence and network connectedness between China's green financial and energy markets," Economic Analysis and Policy, Elsevier, vol. 81(C), pages 1148-1177.
  19. Hossain, Mohammad Razib & Rao, Amar & Sharma, Gagan Deep & Dev, Dhairya & Kharbanda, Aeshna, 2024. "Empowering energy transition: Green innovation, digital finance, and the path to sustainable prosperity through green finance initiatives," Energy Economics, Elsevier, vol. 136(C).
  20. Nong, Huifu & Yu, Ziliang & Li, Yang, 2024. "Financial shock transmission in China's banking and housing sectors: A network analysis," Economic Analysis and Policy, Elsevier, vol. 82(C), pages 701-723.
  21. Kocaarslan, Baris & Mushtaq, Rizwan, 2024. "The impact of liquidity conditions on the time-varying link between U.S. municipal green bonds and major risky markets during the COVID-19 crisis: A machine learning approach," Energy Policy, Elsevier, vol. 184(C).
  22. Huang, Wei-Qiang & Dai, Jing, 2025. "Optimal portfolio selection of China's green bond and stock markets: Evidence from the multi-frequency extreme risk connectedness," Economic Analysis and Policy, Elsevier, vol. 85(C), pages 208-237.
  23. Kajal Panwar & Miklesh Prasad Yadav & Neha Puri, 2025. "Spillover Effect of Green Bond with Metal and Bullion Market," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 32(1), pages 1-18, March.
  24. Naeem, Muhammad Abubakr & Senthilkumar, Arunachalam & Arfaoui, Nadia & Mohnot, Rajesh, 2024. "Mapping fear in financial markets: Insights from dynamic networks and centrality measures," Pacific-Basin Finance Journal, Elsevier, vol. 85(C).
  25. Ozcelebi, Oguzhan & Kang, Sang Hoon, 2024. "Extreme connectedness and network across financial assets and commodity futures markets," The North American Journal of Economics and Finance, Elsevier, vol. 71(C).
  26. Mensi, Walid & Selmi, Refk & Al-Kharusi, Sami & Belghouthi, Houssem Eddine & Kang, Sang Hoon, 2024. "Connectedness between green bonds, conventional bonds, oil, heating oil, natural gas, and petrol: new evidence during bear and bull market scenarios," Resources Policy, Elsevier, vol. 91(C).
  27. Bhattacherjee, Purba & Mishra, Sibanjan & Kang, Sang Hoon, 2025. "Extreme frequency connectedness, determinants and portfolio analysis of major cryptocurrencies: Insights from quantile time-frequency approach," The Quarterly Review of Economics and Finance, Elsevier, vol. 100(C).
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