Using a quantile vector autoregressive model to capture return dynamics in extreme market conditions, we find that the cryptocurrency market exhibits a high level of market connectedness. Bitcoin is a net transmitter of return spillovers during busts and a net receiver during booms. Analysis of...

We investigate the relationship between assets related to the fourth industrial revolution and alternatively dirty and clean energy markets. We examine portfolio diversification benefits and risk reduction gains based on three portfolio construction techniques. Results of static connectedness...

Part 1: Green Finance, Sustainability, and Investment Strategies -- Chapter 1. Multi-criteria Decision Analysis for Sustainable Green Financing in Energy Sector -- Chapter 2. The Development of the Global Green Finance Market: the Role of Banks and Non-banking Institutional Investors -- Chapter...

The paper examines the return and volatility transmission between NFTs, Defi assets, and other assets (oil, gold, Bitcoin, and S&P 500) using the generalized vector autoregressive framework. The results report weak static return and volatility spillovers between NFTs and Defi assets and selected...