Impact of climate policy uncertainty on return spillover among green assets and portfolio implications

Citations

Cited by:

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13. Abeeb Olaniran & Elie Bouri & Rangan Gupta, 2025. "Multi-Moment and Multilayer Analysis of Connectedness among Clean, Brown, and Technology ETFs: The Role of Climate Risk," Working Papers 202519, University of Pretoria, Department of Economics.
14. Qi, Shaozhou & Pang, Lidong & Li, Xinqiang & Huang, Lin, 2025. "The dynamic connectedness in the “carbon-energy-green finance” system: The role of climate policy uncertainty and artificial intelligence," Energy Economics, Elsevier, vol. 143(C).
15. Cao, Jie & Zhu, Yingxin & Yin, Zhujia & Li, Jing & Chang, Chun-Ping, 2025. "Resilience of energy market under geopolitical risks: What’s the policy implications?," Economic Analysis and Policy, Elsevier, vol. 86(C), pages 1706-1724.
16. Ali, Shoaib & Xiaoyang, Xu & Alharbi, Samar S. & Rasheed, Muhammad Shahid, 2025. "Financial markets and environmental risks: unveiling the impact of climate uncertainty," Research in International Business and Finance, Elsevier, vol. 78(C).
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21. Lukman A. Lasisi & Franklin N. Ngwu & Mohammed K. Taliat & Abeeb O. Olaniran & Kelechi C. Nnamdi, 2025. "Modelling commodity market volatility with climate policy uncertainty: a GARCH-MIDAS approach," SN Business & Economics, Springer, vol. 5(3), pages 1-21, March.
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