Exploring Tail Risk Spillover Effects Among Fintech, ESG and Energy in China: Evidence from a Caviar and Tvp-Var Approach DOI
Yu Yuan,

Jinpeng Feng

Published: Jan. 1, 2024

This study examines the tail risk spillover effects among high-and low-carbon,ESG and Fintech assets based on CAViaR-TVP-VAR technique.The dynamic connectedness analysis indicates that high-carbon FinTech receive spillovers from low-carbon ESG assets.The network is particularly significant low-carbon,ESG,and due to their shared dependence policy support technological advancements,making connections more compared assets.During extreme market events,tail increase significantly,with considerable changes in structure.We also estimate optimal portfolio weights hedging ratios for these assets,offering crucial insights policymakers,hedge fund managers,and management professionals.

Language: Английский

Time-frequency Spillover and Early Warning of Climate Risk in International Energy Markets and Carbon Markets: from the Perspective of Complex Network and Machine Learning DOI
Changxin Xu,

Zaishi Chen,

Wenjun Zhu

et al.

Energy, Journal Year: 2025, Volume and Issue: unknown, P. 134857 - 134857

Published: Feb. 1, 2025

Language: Английский

Citations

2
Time-frequency spillovers between carbon, fossil fuels, and clean energy markets: New insights from the TVP-VAR framework DOI

Qing Yi,

Yuanying Jiang

Energy, Journal Year: 2025, Volume and Issue: unknown, P. 135737 - 135737

Published: March 1, 2025

Language: Английский

Citations

1
Fintech's impact on conventional and Islamic sustainable equities: Short- and long-term contributions of the digital financial ecosystem DOI
حسن حیدری, Sami Ben Jabeur,

Seyedeh Sana Hosseini

et al.

Global Finance Journal, Journal Year: 2024, Volume and Issue: 62, P. 101022 - 101022

Published: July 26, 2024

Language: Английский

Citations

4
Are base layer blockchains establishing a new sector? Evidence from a connectedness approach DOI
Geul Lee, Doojin Ryu

Research in International Business and Finance, Journal Year: 2024, Volume and Issue: 73, P. 102654 - 102654

Published: Nov. 10, 2024

Language: Английский

Citations

3
Impact of FinTech and technological innovation on African stock returns: fresh insights from crisis DOI
Ibtissem Missaoui, Waheed Ullah Shah, Aymen Ben Rejeb

et al.

Journal of financial reporting & accounting, Journal Year: 2025, Volume and Issue: unknown

Published: April 21, 2025

Purpose The purpose of this study is to evaluate how financial technology (FinTech) affected the landscape African markets in recent crisis. Existing literature highlights growing interplay between FinTech, technological innovation (NEX) and stock market performance, particularly during periods global uncertainty. Design/methodology/approach current empirically scrutinizes volatility spillover connectedness among returns from May 1, 2019, February 14, 2024 using approach (TVP-VAR) model. authors specifically focus on critical events such as COVID-19 pandemic Russia–Ukraine conflict analyze interconnectedness these variables. Findings findings show a strong connectivity index conflict. demonstrates Egypt Exchange (EGY), Kenya (KEY), Tanzania (TAZ), Johannesburg Stock (SA) are largest transmitters spillovers pandemic, while Nigeria (NAG), Morocco (MOR) Tunisia (TUN) biggest receivers shocks. This equally observes that (TUN), (NAG) FinTech transitioned being net recipients Egyptian (EGY) changed Originality/value By investigating impact effects returns, crises, provides further insights into factors influence resilience face shock disruptions. has significant implications for investors, industry leaders policymakers developing an efficient investment diversification strategy.

Language: Английский

Citations

0
The Nexus Between Green Finance, Green Energy, Green Technology, and Fintech: A Pathway to Sustainable Development DOI Creative Commons
Emre Esat Topaloğlu, Tuğba NUR, İlhan Ege

et al.

Selçuk Üniversitesi Sosyal Bilimler Enstitüsü Dergisi, Journal Year: 2025, Volume and Issue: 56, P. 264 - 277

Published: April 30, 2025

Green finance, energy, technology, and fintech are essential drivers of a sustainable environment the promotion development. This study analyzes causal relationships among green indices. To ensure reliability our findings, we utilize daily data from reputable sources such as S&P Bond for Global Clean Energy Renewable Technology Kensho Future Payments Following objective, Vector Autoregressive Regression (VAR) model is constructed first, followed by Granger causality impulse response analysis. The results indicate bidirectional between finance energy well one-way to technology technology. Impulse analysis shows that index significant shock transmitter bond index. In contrast, findings suggest capital support vital promoting supporting

Language: Английский

Citations

0
On the multifractal cross-correlations and coupling coordination characteristics of Fintech, global technology and bitcoin markets DOI
Xing Li,

Hongxia Yu

Physica A Statistical Mechanics and its Applications, Journal Year: 2025, Volume and Issue: unknown, P. 130645 - 130645

Published: May 1, 2025

Language: Английский

Citations

0
Exploring Tail Risk Spillover Effects Among Fintech, ESG and Energy in China: Evidence from a Caviar and Tvp-Var Approach DOI
Yu Yuan,

Jinpeng Feng

Published: Jan. 1, 2024

This study examines the tail risk spillover effects among high-and low-carbon,ESG and Fintech assets based on CAViaR-TVP-VAR technique.The dynamic connectedness analysis indicates that high-carbon FinTech receive spillovers from low-carbon ESG assets.The network is particularly significant low-carbon,ESG,and due to their shared dependence policy support technological advancements,making connections more compared assets.During extreme market events,tail increase significantly,with considerable changes in structure.We also estimate optimal portfolio weights hedging ratios for these assets,offering crucial insights policymakers,hedge fund managers,and management professionals.

Language: Английский

Citations

0