Green bonds and financial markets underline severe extreme dependence due to uncertain economic and financial circumstances. Time-varying optimal copula (TVOC) is a unique methodology that provides useful copula information under different time series, underscoring several regimes following...

This paper investigates the cross-quantile relationship between Bitcoin, a carbon-intensive cryptocurrency, and environmentally sustainable financial markets, such as green cryptocurrencies, carbon prices, green stocks, and green bonds. Using a cross-quantilogram approach, our results show that...