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How do climate risk and clean energy spillovers, and uncertainty affect U.S. stock markets?

Khalfaoui, Rabeh; Mefteh-Wali, Salma; Viviani, Jean-Laurent - In: Technological forecasting & social change : an … 185 (2022), pp. 1-20

Persistent link: https://www.econbiz.de/10014234848

Investigating volatility spillover of energy commodities in the context of the Chinese and European stock markets

Yadav, Miklesh Prasad; Sharif, Taimur; Ashok, Shruti; … - In: Research in international business and finance 65 (2023), pp. 1-16

Persistent link: https://www.econbiz.de/10014434056

Volatility spillovers and other dynamics between cryptocurrencies and the energy and bond markets

Bouteska, Ahmed; Sharif, Taimur; Abedin, Mohammad Zoynul - In: The quarterly review of economics and finance : journal … 92 (2023), pp. 1-13

Persistent link: https://www.econbiz.de/10014490227

Volatility spillover and hedging strategies among Chinese carbon, energy, and electricity markets

Wang, Yong; Liu, Shimiao; Abedin, Mohammad Zoynul; … - In: Journal of international financial markets, … 91 (2024), pp. 1-20

Persistent link: https://www.econbiz.de/10014494792

Investigating Volatility Spillover of Energy Commodities in the Context of the Chinese and European Stock Markets

Yadav, Miklesh Prasad; Sharif, Taimur; Ashok, Shruti; … - 2022

This paper adopts a novel approach of employing Granger causality test, dynamic conditional correlation (DCC), Diebold-Yilmaz (2012) and Barunik-Krehlic (2018) models to investigate the spillover of energy commodities in the Shanghai stock exchange and the Euronext for the December 16, 2010 -...

Persistent link: https://www.econbiz.de/10014238392

Blockchain market and eco-friendly financial assets : dynamic price correlation, connectedness and spillovers with portfolio implications

Abakah, Emmanuel Joel Aikins; Wali Ullah, G. M.; … - In: International review of economics & finance : IREF 87 (2023), pp. 218-243

Persistent link: https://www.econbiz.de/10014472075

Asymmetric dynamics between the Baltic Dry Index and financial markets during major global economic events

Abakah, Emmanuel Joel Aikins; Abdullah, Mohammad; … - In: The North American journal of economics and finance : a … 72 (2024), pp. 1-26

Persistent link: https://www.econbiz.de/10014534800

Time-varying relationship between international monetary policy and energy markets

Tiwari, Aviral Kumar; Abakah, Emmanuel Joel Aikins; … - In: Energy economics 131 (2024), pp. 1-21

Persistent link: https://www.econbiz.de/10014637528

Tail risk contagion across electricity markets in crisis periods

Abdullah, Mohammad; Abakah, Emmanuel Joel Aikins; Wali … - In: Energy economics 127 (2023) 2, pp. 1-23

Persistent link: https://www.econbiz.de/10014490825

How does Climate Risk Spillover and Uncertainty Affect US Stock Markets?

Khalfaoui, Rabeh; Mefteh-Wali, Salma; viviani, jean-laurent - 2022

In this study, we attempt to revisit how dependent the US stock market returns are on climate change-related risks (CCRR). In this regard, we use a spillover and connectedness network analysis to assess the strength of the causal effect and transmission pathway of CCRR proxies (green index,...

Persistent link: https://www.econbiz.de/10013406460