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Extreme quantile spillovers and drivers among clean energy, electricity and energy metals markets

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  1. Juncal Cunado & David Gabauer & Rangan Gupta, 2024. "Realized volatility spillovers between energy and metal markets: a time-varying connectedness approach," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 10(1), pages 1-17, December.
  2. Wang, Zhuo & Chen, Xiaodan & Zhou, Chunyan & Zhang, Yifeng & Wei, Yu, 2024. "Examining the quantile cross-coherence between fossil energy and clean energy: Is the dependence structure changing with the COVID-19 outbreak?," International Review of Financial Analysis, Elsevier, vol. 94(C).
  3. Bouri, Elie & Jalkh, Naji, 2024. "Flight-to-safety across time and market conditions," International Review of Economics & Finance, Elsevier, vol. 94(C).
  4. Cagli, Efe Caglar, 2023. "The volatility spillover between battery metals and future mobility stocks: Evidence from the time-varying frequency connectedness approach," Resources Policy, Elsevier, vol. 86(PA).
  5. Ye, Yingjin & Lin, Boqiang & Que, DingFei & Cai, Sijie & Wang, Chonghao, 2024. "COVID-19, the Russian-Ukrainian conflict and the extreme spillovers between fossil energy, electricity, and carbon markets," Energy, Elsevier, vol. 311(C).
  6. Ustaoglu, Erkan, 2025. "Static and dynamic return and volatility connectedness between transportation tokens and transportation indices: Evidence from quantile connectedness approach," The North American Journal of Economics and Finance, Elsevier, vol. 75(PA).
  7. Naeem, Muhammad Abubakr & Arfaoui, Nadia, 2023. "Exploring downside risk dependence across energy markets: Electricity, conventional energy, carbon, and clean energy during episodes of market crises," Energy Economics, Elsevier, vol. 127(PB).
  8. Su, Xianfang & Zhao, Yachao, 2023. "What has the strongest connectedness with clean energy? Technology, substitutes, or raw materials," Energy Economics, Elsevier, vol. 128(C).
  9. Jin Chen & Yue Chen & Wei Zhou, 2024. "Relation exploration between clean and fossil energy markets when experiencing climate change uncertainties: substitutes or complements?," Palgrave Communications, Palgrave Macmillan, vol. 11(1), pages 1-17, December.
  10. 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).
  11. Goutte, Stéphane & Mhadhbi, Mayssa, 2024. "Analyzing Crisis Dynamics: How metal-energy Markets influence green electricity investments," Energy Economics, Elsevier, vol. 134(C).
  12. Wang, Kai-Hua & Wang, Zu-Shan & Yunis, Manal & Kchouri, Bilal, 2023. "Spillovers and connectedness among climate policy uncertainty, energy, green bond and carbon markets: A global perspective," Energy Economics, Elsevier, vol. 128(C).
  13. Ali, Shoaib & Ijaz, Muhammad Shahzad & Yousaf, Imran & Li, Yanshuang, 2023. "Connectedness and portfolio management between renewable energy tokens and metals: Evidence from TVP-VAR approach," Energy Economics, Elsevier, vol. 127(PA).
  14. Pham, Linh & Hsu, Kuang-Chung, 2025. "Metals of the future in a world in crisis: Geopolitical disruptions and the cleantech metal industry," Energy Economics, Elsevier, vol. 141(C).
  15. Tianyou Li & Yanbing Ju & Peiwu Dong, 2023. "Investigating the interconnectedness of carbon, fossil energy, and financial markets: A dynamic spillover index approach," PLOS ONE, Public Library of Science, vol. 18(12), pages 1-21, December.
  16. Lucey, Brian & Ren, Boru, 2023. "Time-varying tail risk connectedness among sustainability-related products and fossil energy investments," Energy Economics, Elsevier, vol. 126(C).
  17. Wang, Jue & Zhou, Yuqin & Wu, Shan, 2025. "Quantile time-frequency connectedness and portfolio diversification: A study of clean energy and metal markets," Renewable Energy, Elsevier, vol. 238(C).
  18. Alekseev, Oleg & Janda, Karel & Petit, Mathieu & Zilberman, David, 2024. "Return and volatility spillovers between the raw material and electric vehicles markets," Energy Economics, Elsevier, vol. 137(C).
  19. Gao, Wang & Wei, Jiajia & Zhang, Hongwei & Zhang, Haizhen, 2024. "Does climate policy uncertainty exacerbate extreme risk spillovers between green economy and energy metals?," Resources Policy, Elsevier, vol. 91(C).
  20. Doğan, Buhari & Ben Jabeur, Sami & Tiwari, Aviral Kumar & Abakah, Emmanuel Joel Aikins, 2025. "Asymmetry in returns and volatility between green financial assets, sustainable investments, clean energy, and international stock markets," Research in International Business and Finance, Elsevier, vol. 73(PA).
  21. Gao, Wang & Wei, Jiajia & Zhang, Hongwei & Zhang, Haizhen, 2024. "The higher-order moments connectedness between rare earth and clean energy markets and the role of geopolitical risk:New insights from a TVP-VAR framework," Energy, Elsevier, vol. 305(C).
  22. Lei Li & Kun Qin & Desheng Wu, 2023. "A Hybrid Approach for the Assessment of Risk Spillover to ESG Investment in Financial Networks," Sustainability, MDPI, vol. 15(7), pages 1-16, April.
  23. Naeem, Muhammad Abubakr & Husain, Afzol & Bossman, Ahmed & Karim, Sitara, 2024. "Assessing the linkage of energy cryptocurrency with clean and dirty energy markets," Energy Economics, Elsevier, vol. 130(C).
  24. Wang, Lu & Guan, Li & Ding, Qian & Zhang, Hongwei, 2023. "Asymmetric impact of COVID-19 news on the connectedness of the green energy, dirty energy, and non-ferrous metal markets," Energy Economics, Elsevier, vol. 126(C).
  25. Zhang, Jiahao & Chen, Xiaodan & Wei, Yu & Bai, Lan, 2023. "Does the connectedness among fossil energy returns matter for renewable energy stock returns? Fresh insights from the Cross-Quantilogram analysis," International Review of Financial Analysis, Elsevier, vol. 88(C).
  26. Gao, Yang & Liu, Xiaoyi, 2024. "Time and frequency spillovers and drivers between rare earth and energy, metals, green, and agricultural markets," The North American Journal of Economics and Finance, Elsevier, vol. 72(C).
  27. Do, Hung Xuan & Nepal, Rabindra & Pham, Son Duy & Jamasb, Tooraj, 2024. "Electricity market crisis in Europe and cross border price effects: A quantile return connectedness analysis," Energy Economics, Elsevier, vol. 135(C).
  28. Chen, Jinyu & Liang, Zhipeng & Ding, Qian & Ren, Xiaohang & Wu, Anbing, 2023. "Dynamic connectedness across energy and metal futures markets during the COVID-19 pandemic: New evidence from a time-varying spillover index," Resources Policy, Elsevier, vol. 86(PA).
  29. Wang, Yong & Liu, Shimiao & Abedin, Mohammad Zoynul & Lucey, Brian, 2024. "Volatility spillover and hedging strategies among Chinese carbon, energy, and electricity markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 91(C).
  30. Qiao, Sen & Chang, Yuan & Mai, Xi Xi & Dang, Yi Jing, 2024. "Climate policy uncertainty, clean energy and energy metals: A quantile time-frequency spillover study," Energy Economics, Elsevier, vol. 139(C).
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