There
is
an
increasing
move
towards
sustainable
approaches
to
all
aspects
of
industry,
particularly
in
the
energy
sector,
as
a
result
need
limit
greenhouse
gas
emissions.
This
has
facilitated
investing
and
rise
specific
investment
strategies.
The
aim
this
paper
analyze
connectedness
between
sustainability
conventional
stock
price
returns
main
European
countries
(Europe,
Belgium,
France,
Italy,
Netherlands,
Spain,
Finland,
Germany)
using
time-varying
parameter
vector
autoregression
(TVP-VAR)
model.
In
addition,
we
use
GARCH-DCC
model
assess
optimal
portfolio
weights
hedging
results
show
strong
dynamics
positive
spillovers
among
markets.
spillover
size
shows
significant
jump
during
pandemic
outbreak,
2016
Chinese
market
crash,
Brexit,
Ukraine-Russia
tensions.
During
pandemic,
markets
except
Italy
Spain
are
net
shock
contributors,
while
receivers
for
Germany,
Europe.
hedge
ratio
reveal
that
asset
expensive
before
pandemic.
weight
values
indicate
investors
should
hold
more
stocks
than
irrespective
crisis.
Italian-sustainability
provides
highest
effectiveness
COVID-19
period.
European Financial Management,
Journal Year:
2023,
Volume and Issue:
30(2), P. 935 - 960
Published: Sept. 16, 2023
Abstract
The
current
study
investigates
the
extreme
risk
dependence
between
green
bonds
and
financial
markets
by
employing
dual
approaches
of
time‐varying
optimal
copula
spillover
analysis
dynamic
conditional
Value‐at‐Risk.
We
report
significant
symmetric
(asymmetric)
tail‐dependent
copulas
in
upper
(lower)
tails
characterizing
independent
regimes.
Green
offer
sufficient
diversification,
safe‐haven,
hedging
opportunities
during
stable
distressing
times
to
markets.
spillovers
revealed
that
COVID‐19
transformed
except
Bitcoin.
proposed
insightful
implications
for
policymakers,
governments,
investors,
portfolio
managers
relish
findings
their
investment
avenues.
Sustainability,
Journal Year:
2023,
Volume and Issue:
15(15), P. 12037 - 12037
Published: Aug. 6, 2023
The
uncertainty
of
the
environment,
complexity
economic
systems,
both
at
national
and
global
economy
levels,
digital
age
artificial
intelligence
draw
attention
to
existence
or
appearance
systemic,
disruptive
phenomena
that
can
appear
propagate
in
different
forms,
producing
effects
turn
into
crises.
These
be
transmitted
like
a
domino
effect,
they
are
referred
as
contagion
effect
scientific
literature.
In
this
research,
one
four
forms
financial
contagion,
known
residual
is
studied
on
mortgage
loan
market
Romania
using
agent-based
modeling.
By
considering
crisis
2007–2009,
also
supported
by
crisis,
present
paper,
we
aim
study
Romanian
2022
through
use
machine
learning
techniques
purpose
research
capture
potential
systemic
risks
outline
effect.
simulation
results
highlight
fact
degree
connectivity
between
commercial
banks
way
which
interconnected
have
major
importance
emergence
propagation
effects.
proposed
approach
obtained
offer
more
insight
policymakers
how
takes
place
within
banking
sector.
Sustainability,
Journal Year:
2024,
Volume and Issue:
16(20), P. 8987 - 8987
Published: Oct. 17, 2024
With
the
strengthening
of
social
environmental
regulations,
consumers’
green
products
purchasing
intention
is
also
increasing
significantly.
Simultaneously,
marketing
activities
have
developed
into
a
vital
factor
affecting
intention.
The
first
research
aim
this
paper
to
reveal
important
relationship
between
regulation
and
Furthermore,
another
role
in
To
achieve
above
purpose,
we
primarily
employ
regression
analysis,
threshold
effect
spatial
spillover
heterogeneity
tests.
We
come
up
with
some
conclusions.
First
all,
regulations
could
enhance
product
reinforcement
be
effectively
elevated.
Secondly,
positive
mediator
that
affect
By
enhancing
their
capabilities,
businesses
strengthen
Lastly,
different
regions
China,
impact
on
varies.
In
Eastern
region,
influence
most
prominent.
However,
exerts
greatest
Western
region.
addition,
provides
significant
insights
for
managers
making
management
decisions.
This
beneficial
