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High-yield bond and energy markets

Citations

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Cited by:

  1. Kanamura, Takashi, 2021. "Risk Mitigation and Return Resilience for High Yield Bond ETFs with ESG Components," Finance Research Letters, Elsevier, vol. 41(C).
  2. Alper Gormus & Saban Nazlioglu & Steven L. Beach, 2023. "Environmental, Social, and Governance Considerations in WTI Financialization through Energy Funds," JRFM, MDPI, vol. 16(4), pages 1-17, April.
  3. Demirer, Rıza & Ferrer, Román & Shahzad, Syed Jawad Hussain, 2020. "Oil price shocks, global financial markets and their connectedness," Energy Economics, Elsevier, vol. 88(C).
  4. Marcos Velazquez & Alper Gormus & Nima Vafai, 2023. "The Dynamic Dependency between a Cryptocurrency ETF and ETFs Representing Conventional Asset Classes," JRFM, MDPI, vol. 16(9), pages 1-14, September.
  5. Basse, Tobias & Desmyter, Steven & Saft, Danilo & Wegener, Christoph, 2023. "Leading indicators for the US housing market: New empirical evidence and thoughts about implications for risk managers and ESG investors," International Review of Financial Analysis, Elsevier, vol. 89(C).
  6. Umar, Zaghum & Abrar, Afsheen & Hadhri, Sinda & Sokolova, Tatiana, 2023. "The connectedness of oil shocks, green bonds, sukuks and conventional bonds," Energy Economics, Elsevier, vol. 119(C).
  7. Szafranek, Karol & Rubaszek, Michał & Uddin, Gazi Salah, 2024. "The role of uncertainty and sentiment for intraday volatility connectedness between oil and financial markets," Energy Economics, Elsevier, vol. 137(C).
  8. Yunus, Nafeesa, 2023. "Long-run and short-run impact of the U.S. economy on stock, bond and housing markets: An evaluation of U.S. and six major economies," The Quarterly Review of Economics and Finance, Elsevier, vol. 90(C), pages 211-232.
  9. Yağcılar Gamze Göçmen & Erdaş Mehmet Levent & Arslan Zühal, 2025. "Research on the Impact of Financial Development and Human Capital on the Sustainable Development Goals in Central and Eastern European Countries (CEECs): Evidence from Econometric Approaches," Review of Economic Perspectives, Sciendo, vol. 25(1), pages 29-47.
  10. Goldstein, Michael A. & Namin, Elmira Shekari, 2023. "Corporate bond liquidity and yield spreads: A review," Research in International Business and Finance, Elsevier, vol. 65(C).
  11. Mensi, Walid & Hamed Al-Yahyaee, Khamis & Vinh Vo, Xuan & Hoon Kang, Sang, 2021. "Dynamic spillover and connectedness between oil futures and European bonds," The North American Journal of Economics and Finance, Elsevier, vol. 56(C).
  12. Kanamura, Takashi, 2020. "Are green bonds environmentally friendly and good performing assets?," Energy Economics, Elsevier, vol. 88(C).
  13. Kanamura, Takashi, 2025. "Stochastic behavior of green bond premiums," International Review of Financial Analysis, Elsevier, vol. 97(C).
  14. Gan, Tian & Jiang, Yan & Wu, Xi & Zhang, Mingxin, 2023. "Oil price uncertainty and the cost of debt: Evidence from the Chinese bond market," Journal of Asian Economics, Elsevier, vol. 87(C).
  15. 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.
  16. Cepni, Oguzhan & Gupta, Rangan & Karahan, Cenk C. & Lucey, Brian, 2022. "Oil price shocks and yield curve dynamics in emerging markets," International Review of Economics & Finance, Elsevier, vol. 80(C), pages 613-623.
  17. Nazlioglu, Saban & Gupta, Rangan & Bouri, Elie, 2020. "Movements in international bond markets: The role of oil prices," International Review of Economics & Finance, Elsevier, vol. 68(C), pages 47-58.
  18. Shahzad, Syed Jawad Hussain & Bouri, Elie & Hernandez, Jose Areola & Roubaud, David, 2021. "Causal nexus between crude oil and US corporate bonds," The Quarterly Review of Economics and Finance, Elsevier, vol. 80(C), pages 577-589.
  19. Nazlioglu, Saban & Gupta, Rangan & Gormus, Alper & Soytas, Ugur, 2020. "Price and volatility linkages between international REITs and oil markets," Energy Economics, Elsevier, vol. 88(C).
  20. Semei Coronado & Rangan Gupta & Saban Nazlioglu & Omar Rojas, 2023. "Time‐varying causality between bond and oil markets of the United States: Evidence from over one and half centuries of data," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(3), pages 2239-2247, July.
  21. Basse, Tobias & Wegener, Christoph, 2022. "Inflation expectations: Australian consumer survey data versus the bond market," Journal of Economic Behavior & Organization, Elsevier, vol. 203(C), pages 416-430.
  22. Rangan Gupta & Syed Jawad Hussain Shahzad & Xin Sheng & Sowmya Subramaniam, 2020. "The Role of Oil and Risk Shocks in the High-Frequency Movements of the Term Structure of Interest Rates of the United States," Working Papers 202063, University of Pretoria, Department of Economics.
  23. Piñeiro-Chousa, Juan & López-Cabarcos, M. Ángeles & Šević, Aleksandar, 2022. "Green bond market and Sentiment: Is there a switching Behaviour?," Journal of Business Research, Elsevier, vol. 141(C), pages 520-527.
  24. Ouyang, Zi-sheng & Liu, Meng-tian & Huang, Su-su & Yao, Ting, 2022. "Does the source of oil price shocks matter for the systemic risk?," Energy Economics, Elsevier, vol. 109(C).
  25. 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).
  26. Pata, Ugur Korkut & Caglar, Abdullah Emre, 2021. "Investigating the EKC hypothesis with renewable energy consumption, human capital, globalization and trade openness for China: Evidence from augmented ARDL approach with a structural break," Energy, Elsevier, vol. 216(C).
  27. Apergis, Nicholas, 2019. "Oil prices and corporate high-yield spreads: Evidence from panels of nonenergy and energy European firms," The Quarterly Review of Economics and Finance, Elsevier, vol. 72(C), pages 34-40.
  28. Jiang, Yong & Liu, Cenjie & Xie, Rui, 2021. "Oil price shocks and credit spread: Structural effect and dynamic spillover," The North American Journal of Economics and Finance, Elsevier, vol. 58(C).
  29. Efe Caglar Cagli & Pinar Evrim Mandaci, 2021. "Information transmission between bitcoin derivatives and spot markets: high-frequency causality analysis with Fourier approximation," Economics and Business Letters, Oviedo University Press, vol. 10(4), pages 394-402.
  30. Liu, Min, 2022. "The driving forces of green bond market volatility and the response of the market to the COVID-19 pandemic," Economic Analysis and Policy, Elsevier, vol. 75(C), pages 288-309.
  31. Rehman, Mobeen Ur & Nautiyal, Neeraj & Vo, Xuan Vinh, 2025. "Is it just green? Asymmetry behavior of returns in green investments," International Review of Economics & Finance, Elsevier, vol. 100(C).
  32. Mohammed Amine Mouffok & Omar Mouffok & Wassila Bouabdallah, 2025. "The impact of commodity prices on developed and emerging financial markets during COVID-19 pandemic and Russia–Ukraine war: evidence from the Dynamic ARDL approach," SN Business & Economics, Springer, vol. 5(7), pages 1-26, July.
  33. Elie Bouri & Rangan Gupta & Clement Kweku Kyei & Sowmya Subramaniam, 2020. "High-Frequency Movements of the Term Structure of Interest Rates of the United States: The Role of Oil Market Uncertainty," Working Papers 202085, University of Pretoria, Department of Economics.
  34. Lucey, Brian & Ren, Boru, 2023. "Time-varying tail risk connectedness among sustainability-related products and fossil energy investments," Energy Economics, Elsevier, vol. 126(C).
  35. Elsayed, Ahmed H. & Naifar, Nader & Uddin, Gazi Salah & Wang, Gang-Jin, 2023. "Multilayer information spillover networks between oil shocks and banking sectors: Evidence from oil-rich countries," International Review of Financial Analysis, Elsevier, vol. 87(C).
  36. Dutta, Anupam & Bouri, Elie & Noor, Md Hasib, 2021. "Climate bond, stock, gold, and oil markets: Dynamic correlations and hedging analyses during the COVID-19 outbreak," Resources Policy, Elsevier, vol. 74(C).
  37. Balcilar, Mehmet & Gupta, Rangan & Wang, Shixuan & Wohar, Mark E., 2020. "Oil price uncertainty and movements in the US government bond risk premia," The North American Journal of Economics and Finance, Elsevier, vol. 52(C).
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