Tail risk contagion and multiscale spillovers in the green finance index and large US technology stocks

International Review of Financial Analysis, Journal Year: 2024, Volume and Issue: 97, P. 103865 - 103865

Published: Dec. 9, 2024

Language: Английский

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The impact of extreme climate on tourism sector international stock markets: A quantile and time-frequency perspective

Tourism Economics, Journal Year: 2025, Volume and Issue: unknown

Published: Jan. 6, 2025

This paper aims to investigate the heterogeneous effects of Southern Oscillation Index (SOI) on tourism Sector International Stock Markets under varying climate conditions and time-frequency using Quantile-on-Quantile Regression (QQR) method, quantile Granger-causality test Wavelet Coherence method. The study’s findings reveal that: (1) Pacific Rim countries exhibited greater sensitivity SOI fluctuations, while developed markets demonstrated resilience; (2) revealed a strong causal relationship between indices, particularly during periods moderate market fluctuations (at 0.25 0.75 quantiles); (3) since 2022, has intensified, especially in mid-frequency domain; (4) COVID-19 pandemic, results remained robust, suggesting that influence extreme persisted. These not only enhance our understanding seasonal phenomena industries different but also provide insights for market’s adaptation change.

Language: Английский

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Does climate risk as barometers for specific clean energy indices? Insights from quartiles and time-frequency perspective

Energy Economics, Journal Year: 2024, Volume and Issue: 140, P. 108003 - 108003

Published: Nov. 3, 2024

Language: Английский

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Time-Varying Spillover Effects between Clean and Traditional Energy under Multiple Uncertainty Risk: Evidence from the U.S. Market

Sustainability, Journal Year: 2024, Volume and Issue: 16(21), P. 9164 - 9164

Published: Oct. 22, 2024

The global energy landscape is undergoing an unprecedented transformation with the rapid development of clean and continued significance traditional creating a complex dynamic relationship. This study employs TVP-QVAR-DY model to systematically examine spillover effects between markets in United States, focusing on impacts economic policy uncertainty (EPU) geopolitical risk (GPR). findings reveal (1) significant time-varying two markets, total ranging from 30% 50%, intensifying during extreme events; (2) increases EPU GPR exacerbate particularly sector, crude oil natural gas reaching 23.60% vice versa at 24.30%; (3) short term, market influenced by energy, 5.10%, while medium long term it gradually becomes independent inversely affects market, contributing 2.94% spillovers. results indicate that as transition deepens, shifting receiver contributor. Based these findings, proposes recommendations including accelerating structure transition, managing macroeconomic risks, coordinating domestic international leveraging mechanisms.

Language: Английский

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Spillovers Between Cryptocurrency, DeFi, Carbon, and Energy Markets: A Frequency Quantile-On-Quantile Perspective

The Quarterly Review of Economics and Finance, Journal Year: 2024, Volume and Issue: unknown, P. 101954 - 101954

Published: Dec. 1, 2024

Language: Английский

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