Extreme Events and Quantile Time-frequency Volatility Connectedness across Crude Oil, Green Bonds and Low-Carbon Equity Markets DOI
Jikai Wang, Gaoxiu Qiao

Research in International Business and Finance, Journal Year: 2025, Volume and Issue: unknown, P. 102905 - 102905

Published: April 1, 2025

Language: Английский

The impact of geopolitical risk on food prices: evidence from the TVP-SV-VAR model DOI
Qiang Liu,

Xu Chen,

Zhenwei Xu

et al.

Journal of Economics and Finance, Journal Year: 2025, Volume and Issue: unknown

Published: March 25, 2025

Language: Английский

Citations

0
International mineral trade-cleaner energy transformation nexus: How decomposed mineral prices and geopolitical events act? DOI
Md. Monirul Islam, Oleg Mariev, Kazi Sohag

et al.

Energy Strategy Reviews, Journal Year: 2025, Volume and Issue: 59, P. 101699 - 101699

Published: March 30, 2025

Language: Английский

Citations

0
Asymmetric spillover connectedness between clean energy markets and industrial stock markets: How uncertainties affect it DOI Creative Commons

Ailing Li,

Bingmao Zhong

PLoS ONE, Journal Year: 2025, Volume and Issue: 20(3), P. e0316171 - e0316171

Published: March 31, 2025

As the global climate crisis intensifies, clean energy is becoming increasingly important, and intrinsic link between industry highlights connectedness industrial stock market market, examining this can reveal risk spillovers these markets. We categorise into hydro, wind solar markets, low-carbon portfolios, high-carbon portfolios ordinary use network methodology to investigate of returns submarkets in time frequency domains. The are categorised positive negative order asymmetry Finally, we explore effects EPU, GPU, CPU terms connectedness. It revealed that net receivers risk, transmitters. hydropower main receiver, while portfolio transmitter. Risk mainly driven by short-term do not have persistent spillover transmission. Bad news has a greater impact on connectedness, leading higher levels EPU significant Our findings informative for both investors policymakers.

Language: Английский

Citations

0
Analysis of geopolitical risk impacts on crude oil volatility with an explainable machine learning approach: China versus the USA DOI
Li Liu, Lu Li, Degao Li

et al.

Applied Economics, Journal Year: 2025, Volume and Issue: unknown, P. 1 - 18

Published: April 3, 2025

Language: Английский

Citations

0
Extreme Events and Quantile Time-frequency Volatility Connectedness across Crude Oil, Green Bonds and Low-Carbon Equity Markets DOI
Jikai Wang, Gaoxiu Qiao

Research in International Business and Finance, Journal Year: 2025, Volume and Issue: unknown, P. 102905 - 102905

Published: April 1, 2025

Language: Английский

Citations

0