Connectedness and portfolio management between renewable energy tokens and metals: Evidence from TVP-VAR approach

Citations

Cited by:

1. Ali, Shoaib & Naveed, Muhammad & Yousaf, Imran & Khattak, Muhammad Sualeh, 2024. "From cryptos to consciousness: Dynamics of return and volatility spillover between green cryptocurrencies and G7 markets," Finance Research Letters, Elsevier, vol. 60(C).
2. Pan, Zhaoshuai & Guo, Jiaxing, 2025. "External uncertainty and raw material price in energy transition: Implications for green development," Renewable Energy, Elsevier, vol. 241(C).
3. Ali, Shoaib & Al-Nassar, Nassar S. & Naveed, Muhammad, 2024. "Bridging the gap: Uncovering static and dynamic relationships between digital assets and BRICS equity markets," Global Finance Journal, Elsevier, vol. 60(C).
4. Aharon, David Y. & Alon, Ilan & Vakhromov, Oleg, 2024. "Metaverse tokens or metaverse stocks – Who’s the boss?," Research in International Business and Finance, Elsevier, vol. 69(C).
5. Zhang, Hongwei & Li, Zongzhen & Song, Huiling & Gao, Wang, 2024. "Insight into clean energy market’s role in the connectedness between joint-consumption metals," Energy, Elsevier, vol. 302(C).
6. Ali, Shoaib & Naveed, Muhammad & Al-Nassar, Nassar S. & Mirza, Nawazish, 2024. "Mineral Metamorphosis: Tracing the static and dynamic nexus between minerals and global south markets," Resources Policy, Elsevier, vol. 96(C).
7. Yousaf, Imran & Youssef, Manel & Goodell, John W., 2024. "Tail connectedness between artificial intelligence tokens, artificial intelligence ETFs, and traditional asset classes," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 91(C).
8. Naifar, Nader, 2025. "Interactions between renewable energy tokens, oil shocks, and clean energy investments: Do COP26 policies matter?," Energy Policy, Elsevier, vol. 198(C).
9. Pham, Son Duy & Do, Hung Xuan & Nepal, Rabindra & Jamasb, Tooraj, 2025. "Tail risk connectedness in the Australian National Electricity Markets: The impact of rare events," Energy Economics, Elsevier, vol. 141(C).
   • Duy Pham, Son & Do, Hung Xuan & Nepal, Rabindra & Jamasb, Tooraj, 2024. "Tail Risk Connectedness in the Australian National Electricity Markets: The Impact of Rare Events," Working Papers 9-2024, Copenhagen Business School, Department of Economics.
10. Lee, Geul & Ryu, Doojin, 2025. "Are base layer blockchains establishing a new sector? Evidence from a connectedness approach," Research in International Business and Finance, Elsevier, vol. 73(PB).
11. Ali, Shoaib & Naveed, Muhammad & Youssef, Manel & Yousaf, Imran, 2024. "FinTech-powered integration: Navigating the static and dynamic connectedness between GCC equity markets and renewable energy cryptocurrencies," Resources Policy, Elsevier, vol. 89(C).
12. Ali, Shoaib & Umar, Muhammad & Gubareva, Mariya & Vo, Xuan Vinh, 2024. "Extreme connectedness between NFTs and US equity market: A sectoral analysis," International Review of Economics & Finance, Elsevier, vol. 91(C), pages 299-315.
13. Yousaf, Imran & Cui, Jinxin & Ali, Shoaib, 2024. "Dynamic spillover between green cryptocurrencies and stocks: A portfolio implication," International Review of Economics & Finance, Elsevier, vol. 96(PB).
14. Ali, Shoaib & Al-Nassar, Nassar S. & Sindhu, Muzammal Ilyas & Naveed, Muhammad, 2025. "Sustainable synergy: Static and dynamic nexus between ESG and BRICS equity markets," Research in International Business and Finance, Elsevier, vol. 74(C).
15. Nasir, Rana Muhammad & He, Feng & Yousaf, Imran, 2025. "Relationship of green cryptocurrencies, energy tokens, centralized and decentralized exchange tokens with crypto policy uncertainty," Research in International Business and Finance, Elsevier, vol. 75(C).
16. Ali, Shoaib & Yousfi, Mohamed & Chughtai, Sumayya & Min Du, Anna, 2024. "Return and volatility connectedness between agricultural tokens and us equity sectors," Research in International Business and Finance, Elsevier, vol. 72(PB).
17. Zhang, Qingjun & Wei, Renyi & Fan, Sijia, 2025. "New energy mineral price shocks and volatility responses in green securities markets: Structural effects and dynamic spillovers," Applied Energy, Elsevier, vol. 382(C).
18. Bulut, Emre & Marangoz, Cumali, 2025. "Exploring the impact of economic recession indicators on global financial markets: A QVAR analysis," International Review of Financial Analysis, Elsevier, vol. 99(C).
19. Yousaf, Imran & Ijaz, Muhammad Shahzad & Umar, Muhammad & Li, Yanshuang, 2024. "Exploring volatility interconnections between AI tokens, AI stocks, and fossil fuel markets: evidence from time and frequency-based connectedness analysis," Energy Economics, Elsevier, vol. 133(C).
20. Ali, Shoaib & Zhang, Ting & Yousaf, Imran, 2025. "Interlinkage between lending and borrowing tokens and US equity sector: Implications for social finance," Research in International Business and Finance, Elsevier, vol. 73(PA).
21. Ali, Shoaib & Umar, Muhammad & Naveed, Muhammad & Shan, Shan, 2024. "Assessing the impact of renewable energy tokens on BRICS stock markets: A new diversification approach," Energy Economics, Elsevier, vol. 134(C).
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23. Ali, Shoaib & Naveed, Muhammad & Hanif, Hasan & Gubareva, Mariya, 2024. "The resilience of Shariah-compliant investments: Probing the static and dynamic connectedness between gold-backed cryptocurrencies and GCC equity markets," International Review of Financial Analysis, Elsevier, vol. 91(C).
24. Wang, Yi & Ali, Shoaib & Ayaz, Muhammad, 2024. "Equity markets and ESG dynamics: Assessing spillovers and portfolio strategies through time-varying parameters," Energy Economics, Elsevier, vol. 134(C).
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26. Alharbi, Samar S. & Naveed, Muhammad & Ali, Shoaib & Moussa, Faten, 2025. "Sailing towards sustainability: Connectedness between ESG stocks and green cryptocurrencies," International Review of Economics & Finance, Elsevier, vol. 98(C).