The nonlinear, asymmetric effects of oil prices, technological innovation, and investor sentiment on the clean energy stock market are quantified in this study using the quantile autoregressive distribution lag (QARDL) method and the quantile Granger causality test. This approach is based on...

This study is the first attempt to construct return and volatility spillover indices and form a risk spillover network in a generalized forecast error variance decomposition framework to measure the time-frequency domain connectedness between digital financial development and traditional...