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Extreme directional spillovers between investor attention and green bond markets

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Cited by:

  1. Liu, Rongyan & He, Lingyun & Xia, Yufei & Fu, Yating & Chen, Ling, 2023. "Research on the time-varying effects among green finance markets in China: A fresh evidence from multi-frequency scale perspective," The North American Journal of Economics and Finance, Elsevier, vol. 66(C).
  2. Ying Liu & Hongyun Huang & William Mbanyele & Fengrong Wang & Huiling Liu, 2024. "Does the issuance of green bonds nudge environmental responsibility engagements? Evidence from the Chinese green bond market," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 10(1), pages 1-42, December.
  3. Pham, Son D. & Nguyen, Thao T.T. & Do, Hung X., 2024. "Impact of climate policy uncertainty on return spillover among green assets and portfolio implications," Energy Economics, Elsevier, vol. 134(C).
  4. Hao, Yinhui & Zhou, Yan, 2025. "Green bond issuance premium effect and investor incentive effect," Finance Research Letters, Elsevier, vol. 85(PC).
  5. Damien KUNJAL, 2023. "The Role of Investor Attention in ETF Liquidity," Journal of Economics and Financial Analysis, Tripal Publishing House, vol. 7(2), pages 45-64.
  6. Yousaf, Imran & Youssef, Manel & Goodell, John W., 2022. "Quantile connectedness between sentiment and financial markets: Evidence from the S&P 500 twitter sentiment index," International Review of Financial Analysis, Elsevier, vol. 83(C).
  7. TN-Lan Le & John W. Goodell & Rabeh Khalfaoui & Emmanuel Joel Aikins Abakah & Buhari Doğan, 2025. "The impact of economic outlook on green finance: insights from linkages between green and inflation-indexed bonds," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, vol. 27(3), pages 6507-6538, March.
  8. Bastidon, Cécile & Jawadi, Fredj, 2024. "Trade fragmentation and volatility-of-volatility networks," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 91(C).
  9. Wang, Jialu & Mishra, Shekhar & Sharif, Arshian & Chen, Huangen, 2024. "Dynamic spillover connectedness among green finance and policy uncertainty: Evidence from QVAR network approach," Energy Economics, Elsevier, vol. 131(C).
  10. Ghosh, Bikramaditya & Pham, Linh & Gubareva, Mariya & Teplova, Tamara, 2023. "Energy transition metals and global sentiment: Evidence from extreme quantiles," Resources Policy, Elsevier, vol. 86(PA).
  11. Dong, Weijian & Li, Ying & Gao, Pengpeng & Sun, Yunpeng, 2023. "Role of trade and green bond market in renewable energy deployment in Southeast Asia," Renewable Energy, Elsevier, vol. 204(C), pages 313-319.
  12. Mensi, Walid & Shafiullah, Muhammad & Vo, Xuan Vinh & Kang, Sang Hoon, 2022. "Spillovers and connectedness between green bond and stock markets in bearish and bullish market scenarios," Finance Research Letters, Elsevier, vol. 49(C).
  13. Wan, Jieru & Yin, Libo & Wu, You, 2024. "Return and volatility connectedness across global ESG stock indexes: Evidence from the time-frequency domain analysis," International Review of Economics & Finance, Elsevier, vol. 89(PB), pages 397-428.
  14. Sun, Jiaojiao & Zhang, Chen & Zhang, Rongrong & Ji, Yuanpu & Ding, Jiajun, 2025. "Spillover dynamics and determinants between FinTech institutions and commercial banks based on the complex network and random forest fusion," Pacific-Basin Finance Journal, Elsevier, vol. 91(C).
  15. Wang, Mei-Chih & Jiang, Peiyun & Chang, Tsangyao, 2025. "Re-examining China and the u.s.’s respective green bond markets in extreme conditions: Evidence from quantile connectedness," The North American Journal of Economics and Finance, Elsevier, vol. 75(PA).
  16. Lin, Boqiang & Wei, Kai, 2024. "Does investor attitude toward carbon neutrality affect stock returns in China?," International Review of Financial Analysis, Elsevier, vol. 93(C).
  17. Andini Nurul Aini & Citra Sukmadilaga & Erlane K. Ghani, 2023. "Green Bonds, Investor Attention and Stock Market Reaction: Evidence from ASEAN Countries," International Journal of Energy Economics and Policy, Econjournals, vol. 13(6), pages 334-343, November.
  18. Banerjee, Ameet Kumar & Pradhan, H.K. & Akhtaruzzaman, Md & Sensoy, Ahmet & Dann, Susan, 2024. "Anatomy of sovereign yield behaviour using textual news," Research in International Business and Finance, Elsevier, vol. 71(C).
  19. 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.
  20. Lihui Tian & Haifeng Wu & Qichang Xie, 2025. "The impact of FOMC announcements on cryptocurrency risk spillover across different market conditions," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 161(3), pages 1035-1069, August.
  21. Chi Wei Su & Xin Yue Song & Meng Qin & Oana‐Ramona Lobonţ, 2025. "Green intent or black smoke: Exploring investor sentiment on sustainable development," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 30(2), pages 1856-1872, April.
  22. 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).
  23. Wei Su, Chi & Yue Song, Xin & Qin, Meng & Lobonţ, Oana-Ramona & Umar, Muhammad, 2024. "Optimistic or pessimistic: How do investors impact the green bond market?," The North American Journal of Economics and Finance, Elsevier, vol. 74(C).
  24. Jareño, Francisco & Yousaf, Imran, 2023. "Artificial intelligence-based tokens: Fresh evidence of connectedness with artificial intelligence-based equities," International Review of Financial Analysis, Elsevier, vol. 89(C).
  25. Ahmed, Walid M.A. & Sleem, Mohamed A.E., 2023. "Short- and long-run determinants of the price behavior of US clean energy stocks: A dynamic ARDL simulations approach," Energy Economics, Elsevier, vol. 124(C).
  26. Ahmed, Walid M.A., 2024. "Attention to climate change and eco-friendly financial-asset prices: A quantile ARDL approach," Energy Economics, Elsevier, vol. 136(C).
  27. Abakah, Emmanuel Joel Aikins & Wali Ullah, GM & Adekoya, Oluwasegun B. & Osei Bonsu, Christiana & Abdullah, Mohammad, 2023. "Blockchain market and eco-friendly financial assets: Dynamic price correlation, connectedness and spillovers with portfolio implications," International Review of Economics & Finance, Elsevier, vol. 87(C), pages 218-243.
  28. Dong, Xiyong & Xiong, Youlin & Nie, Siyue & Yoon, Seong-Min, 2023. "Can bonds hedge stock market risks? Green bonds vs conventional bonds," Finance Research Letters, Elsevier, vol. 52(C).
  29. Zhang, Hongwei & Wei, Shiyao & Guo, Yaoqi, 2025. "Long-term correlation between the green and conventional bond markets: The roles of categorical EPU indices and structural changes," Research in International Business and Finance, Elsevier, vol. 77(PA).
  30. Emre Arat & Britta Hachenberg & Florian Kiesel & Dirk Schiereck, 2023. "Greenium, credit rating, and the COVID-19 pandemic," Journal of Asset Management, Palgrave Macmillan, vol. 24(7), pages 547-557, December.
  31. Yixuan Chen & Shanyue Jin, 2023. "Corporate Social Responsibility and Green Technology Innovation: The Moderating Role of Stakeholders," Sustainability, MDPI, vol. 15(10), pages 1-20, May.
  32. Batra, Shallu & Tiwari, Aviral Kumar & Yadav, Mahender & Danso, Albert, 2025. "Connectedness among diverse financial assets: Evidence from cryptocurrency uncertainty indices," Technological Forecasting and Social Change, Elsevier, vol. 210(C).
  33. Wang, Yiding & Zhao, Xiaojun & Shang, Junyan, 2025. "Dynamic risk spillover in green financial markets: A wavelet frequency analysis from China," Energy Economics, Elsevier, vol. 143(C).
  34. Xu, Ziyao & Zhou, Deheng & Ma, Junfeng & Yuan, Jing, 2025. "The time-varying relationship between climate uncertainty, low-carbon stocks and green bonds," The North American Journal of Economics and Finance, Elsevier, vol. 77(C).
  35. Mensi, Walid & Selmi, Refk & Al-Kharusi, Sami & Belghouthi, Houssem Eddine & Kang, Sang Hoon, 2024. "Connectedness between green bonds, conventional bonds, oil, heating oil, natural gas, and petrol: new evidence during bear and bull market scenarios," Resources Policy, Elsevier, vol. 91(C).
  36. Long, Shaobo & Tian, Hao & Li, Zixuan, 2022. "Dynamic spillovers between uncertainties and green bond markets in the US, Europe, and China: Evidence from the quantile VAR framework," International Review of Financial Analysis, Elsevier, vol. 84(C).
  37. Gyamerah, Samuel Asante & Agbi-Kaiser, Henry Ofoe & Gil-Alana, Luis Alberiko, 2024. "Do climate policy uncertainty and geopolitical risk transmit opportunity or threat to the green market? Evidence from non-linear ARDL," The Journal of Economic Asymmetries, Elsevier, vol. 30(C).
  38. Li, Houjian & Li, Yanjiao & Luo, Fangyuan & Guo, Lili, 2025. "Navigating extreme risk spillovers: Building a synergistic network of rare earths, green bonds, and clean energy markets in China," Energy Economics, Elsevier, vol. 147(C).
  39. Zheng, Hairong & Wang, Sikai & Zhang, Tingting, 2025. "Dynamic risk spillovers between green bonds and energy markets: New evidence from the GARCH-MIDAS-D-Copula-CoVaR approach considering uncertainties," Renewable Energy, Elsevier, vol. 239(C).
  40. Zhang, Hongwei & Fang, Beixin & Shao, Liuguo, 2025. "From brown investment to green investment: Will the Russia–Ukraine war present opportunities or threats?," Finance Research Letters, Elsevier, vol. 85(PB).
  41. Li, Zhaohua & Hu, Baiding & Zhang, Yuqian & Yang, Wanyi, 2024. "Financial market spillovers and investor attention to the Russia-Ukraine war," International Review of Economics & Finance, Elsevier, vol. 96(PA).
  42. Mensi, Walid & Vo, Xuan Vinh & Ko, Hee-Un & Kang, Sang Hoon, 2023. "Frequency spillovers between green bonds, global factors and stock market before and during COVID-19 crisis," Economic Analysis and Policy, Elsevier, vol. 77(C), pages 558-580.
  43. Yousaf, Imran & Jareño, Francisco & Martínez-Serna, María-Isabel, 2023. "Extreme spillovers between insurance tokens and insurance stocks: Evidence from the quantile connectedness approach," Journal of Behavioral and Experimental Finance, Elsevier, vol. 39(C).
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