Do tail events in the oil market trigger extreme responses by the clean-energy financial market (and vice versa)? This paper investigates the relationship between oil price and clean-energy stock with a novel methodology, namely extreme events study. The aim is to investigate an asymmetry effect...

In a European context in which the objectives of climate neutrality and digitalization appear fundamental, the work analyzes the relationships between the price of the main stock market indices and the most representative variables such as carbon emissions, digitalization, use of renewable...

This paper investigates the presence of financial bubbles in the environmentally friendly investments captured by the ESG markets. By using the log-periodic power law singularity framework, we identified several periods of positive and negative bubbles in the short, medium, and long term....