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Do green bonds and economic policy uncertainty matter for carbon price? New insights from a TVP-VAR framework

Citations

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Cited by:

  1. Hu, Zinan & Borjigin, Sumuya, 2024. "The amplifying role of geopolitical Risks, economic policy Uncertainty, and climate risks on Energy-Stock market volatility spillover across economic cycles," The North American Journal of Economics and Finance, Elsevier, vol. 71(C).
  2. Yuanfeng Hu & Yixiang Tian & Luping Zhang, 2023. "Green Bond Pricing and Optimization Based on Carbon Emission Trading and Subsidies: From the Perspective of Externalities," Sustainability, MDPI, vol. 15(10), pages 1-20, May.
  3. Iqbal, Najaf & Bouri, Elie & Shahzad, Syed Jawad Hussain & Alsagr, Naif, 2024. "Asymmetric impacts of Chinese climate policy uncertainty on Chinese asset prices," Energy Economics, Elsevier, vol. 133(C).
  4. Yi, Qing & Jiang, Yuanying, 2025. "Time-frequency spillovers between carbon, fossil fuels, and clean energy markets: New insights from the TVP-VAR framework," Energy, Elsevier, vol. 323(C).
  5. Chang, Kaiwen & Luo, Dan & Xing, Kai & Mi, Biao, 2025. "The effectiveness of the green bond instrument on stimulating firms' green innovation performance: A comparative study based on Chinese market," Pacific-Basin Finance Journal, Elsevier, vol. 91(C).
  6. Yang, Qi, 2025. "Railway express and regional economic disparities," Finance Research Letters, Elsevier, vol. 73(C).
  7. Gao, Weilong, 2025. "Green finance reform under climate policy uncertainty: Implications for energy transition and security," Energy Policy, Elsevier, vol. 202(C).
  8. Xie, Qichang & Gong, Ruize & Yin, Lei & Xu, Xin, 2025. "Does extreme climate exacerbate the risk spillover in green finance markets? evidence from a multi-horizon investment perspective," Journal of International Money and Finance, Elsevier, vol. 151(C).
  9. Yu, Yang & Jian, Xin & Wang, Hongxiang & Jahanger, Atif & Balsalobre-Lorente, Daniel, 2024. "Unraveling the nexus: China's economic policy uncertainty and carbon emission efficiency through advanced multivariate quantile-on-quantile regression analysis," Energy Policy, Elsevier, vol. 188(C).
  10. 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).
  11. 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).
  12. Yang, Heng & Ma, Guimin & Tan, Bo, 2025. "The impact of higher education revitalisation on regional innovation capability," Finance Research Letters, Elsevier, vol. 75(C).
  13. Ni, Jianhui & Ruan, Jia, 2024. "Contagion effects of external monetary shocks on systemic financial risk in China: Evidence from the Euro area and Japan," The North American Journal of Economics and Finance, Elsevier, vol. 70(C).
  14. Yongkui Li & Xiaokang Liu, 2024. "The Influence of Non-Financial Enterprises’ Shadow Banking on Innovation Quality Under Economic Policy Uncertainty," SAGE Open, , vol. 14(3), pages 21582440241, August.
  15. Yan, Ming & Li, Xiangqian & Zhao, Xing & He, Zhuoyi, 2025. "Liquidity and cost advantage of green bonds," Finance Research Letters, Elsevier, vol. 71(C).
  16. Liu, Liping & Lü, Zheng & Yoon, Seong-Min, 2025. "Impact of policy uncertainty on stock market volatility in the China’s low-carbon economy," Energy Economics, Elsevier, vol. 141(C).
  17. Canran Xiao & Yongmei Liu, 2025. "A Multifrequency Data Fusion Deep Learning Model for Carbon Price Prediction," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 44(2), pages 436-458, March.
  18. Zhao, Yang & Wang, Jianzhou & Wang, Shuai & Zheng, Jingwei & Lv, Mengzheng, 2025. "Using explainable deep learning to improve decision quality: Evidence from carbon trading market," Omega, Elsevier, vol. 133(C).
  19. 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).
  20. Li, Tianyuan & Chen, Ping, 2024. "Asset allocation combining macro and micro information–Empirical test based on entropy pool model," Finance Research Letters, Elsevier, vol. 64(C).
  21. 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.
  22. Rim El Khoury & Muneer M. Alshater & Onur Polat, 2025. "Japanese stock market sectoral dynamics: A time and frequency analysis," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 30(2), pages 1249-1274, April.
  23. Duan, Kun & Liu, Yang & Yan, Cheng & Huang, Yingying, 2023. "Differences in carbon risk spillovers with green versus traditional assets: Evidence from a full distributional analysis," Energy Economics, Elsevier, vol. 127(PA).
  24. He, Zhifang & Dong, Tianqi & Qian, Wanchuan & Xu, Wei, 2024. "Dynamic interactions among trade policy uncertainty, climate policy uncertainty, and crude oil prices," International Review of Economics & Finance, Elsevier, vol. 95(C).
  25. Qi, Shaozhou & Pang, Lidong & Qi, Tianbai & Zhang, Xiaoling & Pirtea, Marilen Gabriel, 2024. "The correlation between the green bond market and carbon trading markets under climate change: Evidence from China," Technological Forecasting and Social Change, Elsevier, vol. 203(C).
  26. Zhang, He & Gong, Zhenting & Yang, Yunglieh & Chen, Fan, 2023. "Dynamic connectedness between China green bond, carbon market and traditional financial markets: Evidence from quantile connectedness approach," Finance Research Letters, Elsevier, vol. 58(PC).
  27. Raza, Syed Ali & Khan, Komal Akram & Benkraiem, Ramzi & Guesmi, Khaled, 2024. "The importance of climate policy uncertainty in forecasting the green, clean and sustainable financial markets volatility," International Review of Financial Analysis, Elsevier, vol. 91(C).
  28. Uddin, Mohammad Jalal, 2023. "Investigating the impulse responses of renewable energy in the context of China: A Bayesian VAR Approach," Renewable Energy, Elsevier, vol. 219(P2).
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