Resilience of Energy Market under Geopolitical Risks: What’s the Policy Implications? DOI
Jie Cao, Yingxin Zhu, Zhujia Yin

et al.

Economic Analysis and Policy, Journal Year: 2025, Volume and Issue: unknown

Published: May 1, 2025

Language: Английский

Contagion between investor sentiment and green bonds in China during the global uncertainties DOI Creative Commons

Ahmed Bouteska,

Lê Thanh Hà, Faruk Bhuiyan

et al.

International Review of Economics & Finance, Journal Year: 2024, Volume and Issue: 93, P. 469 - 484

Published: March 23, 2024

This study explores the connectedness between investor sentiment (IS) and Chinese green bonds using a QVAR from 30th June 2017 to 29th 2022. Dynamic is more apparent in short term (23%) compared long (4%). Net total directional over quantiles suggests that IS main net receiver of shocks during our sample period under 20% 80% quantile. However, also transmitter Green bond quantiles. Uncertainties such as recent COVID-19 pandemic are attributed changes bonds. The findings this article have profound implications for investors, policymakers, broader financial community, terms gaining insights into warnings about how uncertainty occurrences can spread, accordingly designing appropriate investment policies stabilizing stock market China, emerging economies at large.

Language: Английский

Citations

7
Do macroprudential policies reduce risk spillovers between energy markets?: Evidence from time-frequency domain and mixed-frequency methods DOI
Qichang Xie, Yu Bai,

Nanfei Jia

et al.

Energy Economics, Journal Year: 2024, Volume and Issue: 134, P. 107558 - 107558

Published: April 18, 2024

Language: Английский

Citations

7
Transmission mechanisms of the effects of geopolitical risk on energy returns and volatility DOI
Yun Qin, Zitao Zhang

International Review of Financial Analysis, Journal Year: 2024, Volume and Issue: 95, P. 103363 - 103363

Published: May 19, 2024

Language: Английский

Citations

7
High–low volatility spillover network between economic policy uncertainty and commodity futures markets DOI
Youtao Xiang,

Sumuya Borjigin

Journal of Futures Markets, Journal Year: 2024, Volume and Issue: 44(8), P. 1295 - 1319

Published: May 5, 2024

Abstract Based on the formation and evolution of systemic risk, we study high‐low volatility spillovers between economic policy uncertainty (EPU) commodity futures identify source risk accumulation outbreak, as well corresponding contagion mechanisms. Upon comparing topological characteristics each layer, our results demonstrate that high low spillover networks have different network behaviors. At system level, are relatively stronger than in network, while propagation efficiency is higher. market EPU not only an important risk‐emitter but also a risk‐recipient most time. Additionally, compared with greater predictive ability for among futures, which means it contains additional information provides early warning signals financial stress.

Language: Английский

Citations

6
Time and frequency spillovers and drivers between rare earth and energy, metals, green, and agricultural markets DOI
Yang Gao, Xiaoyi Liu

The North American Journal of Economics and Finance, Journal Year: 2024, Volume and Issue: 72, P. 102128 - 102128

Published: March 7, 2024

Language: Английский

Citations

5
Dynamic connectedness of climate risks, oil shocks, and China’s energy futures market: Time-frequency evidence from Quantile-on-Quantile regression DOI
Yinghua Ren,

Nairong Wang,

Huiming Zhu

et al.

The North American Journal of Economics and Finance, Journal Year: 2024, Volume and Issue: 75, P. 102263 - 102263

Published: Aug. 17, 2024

Language: Английский

Citations

5
Climate policy uncertainty, clean energy and energy metals: A quantile time-frequency spillover study DOI

Sen Qiao,

Chang Yuan, Xi Xi

et al.

Energy Economics, Journal Year: 2024, Volume and Issue: unknown, P. 107919 - 107919

Published: Sept. 1, 2024

Language: Английский

Citations

5
Examining the interactions of carbon, electricity, and natural gas markets DOI

Wenjun Chu,

Liwei Fan, Peng Zhou

et al.

Frontiers of Engineering Management, Journal Year: 2025, Volume and Issue: unknown

Published: Jan. 24, 2025

Language: Английский

Citations

0
The dynamic linkage and network connectivity of renewable energy and electricity markets from a time-frequency perspective DOI
Z. Tao, Jianxin Tang,

Yadi Chen

et al.

Journal of Renewable and Sustainable Energy, Journal Year: 2025, Volume and Issue: 17(1)

Published: Jan. 1, 2025

The information spillovers between renewable energy and electricity markets are more frequent, there is a complex dynamic linkage. Based on the time-frequency perspective, this paper adopts methods of Time Varying Parameter-Vector Auto Regression-Stochastic Volatility network topology analysis to examine linkage various markets. results show that risk spillover has time-varying asymmetric. Specifically, path electricity, hydro, geothermal not changed significantly before after major emergencies, but wind, solar energy, green power have been affected. Additionally, effect time-lag periodicity. In other words, shock lasts for one week reaches its maximum in current period, while exceeds ten weeks about five weeks. Finally, medium-term negative impact significant, short-term stronger, except wind energy. These findings provide valuable insights government regulation investment decisions market.

Language: Английский

Citations

0
Extreme frequency connectedness, determinants and portfolio analysis of major cryptocurrencies: Insights from quantile time-frequency approach DOI
Purba Bhattacherjee, Sibanjan Mishra, Sang Hoon Kang

et al.

The Quarterly Review of Economics and Finance, Journal Year: 2025, Volume and Issue: 100, P. 101974 - 101974

Published: Feb. 1, 2025

Language: Английский

Citations

0