Journal of Business Economics and Management,
Journal Year:
2024,
Volume and Issue:
25(5), P. 960 - 980
Published: Oct. 16, 2024
This
study
analyzes
the
post-pandemic
dynamics
and
investment
potential
of
diverse
clean
energy
equities,
including
solar,
wind,
nuclear,
other
renewable
assets,
highlighting
nuanced
differences
opportunities
within
this
critical
sector.
The
analysis
reveals
that
nuclear
portfolios
(NLR)
exhibit
notable
resilience,
sustaining
growth
amidst
significant
market
volatility.
Within
mean-variance
portfolio
optimization
(MVO)
framework,
identifies
strategic
investments
balance
risk
return,
underscoring
NLR’s
role
as
a
stabilizing
force
return
enhancer,
evidenced
by
its
predominant
allocation
in
both
Minimum
Variance
Tangency
Portfolios.
Employing
advanced
stochastic
modeling
simulation
techniques,
research
uses
uniform
distribution
to
generate
random
weights,
ensuring
comprehensive
unbiased
exploration
feasible
solution
space,
thereby
enhancing
robustness
process.
findings
also
illustrate
diversification
merits
integrating
equities
into
broader
comprising
traditional
stocks
bonds,
with
nuclear-focused
equity
significantly
efficient
frontier.
Results
underscore
superiority
exchange-traded
fund
(ETF)
standalone
crucial
component
diversified
portfolios,
contribution
performance
management.
approach
offers
insights
for
investors
policymakers
navigating
intersection
finance,
sustainability,
economic
post-pandemic.
PLoS ONE,
Journal Year:
2025,
Volume and Issue:
20(2), P. e0318647 - e0318647
Published: Feb. 7, 2025
Earlier
studies
used
classical
time
series
models
to
forecast
the
nonlinear
connectedness
of
conventional
crypto-assets
with
CO2
emissions.
For
first
time,
this
study
aims
provide
a
data-driven
Nonlinear
System
Identification
technique
Using
daily
data
from
January
2,
2019,
March
31,
2023,
we
investigate
among
crypto-assets,
sustainable
and
emissions
based
on
our
proposed
model,
Multiple
Inputs
Single
Output
(MISO)
Autoregressive
Exogenous
(NARX).
Intriguingly,
forecasting
accuracy
model
improves
inclusion
exogenous
input
variables
(conventional
crypto-assets).
Overall,
results
reveal
that
exhibit
slightly
stronger
compared
crypto-assets.
These
findings
suggest
that,
some
extent,
solution
environmental
issues
related
However,
further
improvements
in
through
technological
advances
are
required
develop
more
energy-efficient
decentralised
finance
consensus
algorithms,
aim
reshaping
cryptocurrency
ecosystem
into
an
environmentally
market.
Scientific Annals of Economics and Business,
Journal Year:
2024,
Volume and Issue:
71(2), P. 155 - 172
Published: April 6, 2024
Green
finance
is
becoming
more
and
important
as
a
way
to
fund
environmentally
friendly
initiatives
lower
carbon
emissions.
bonds
have
emerged
significant
financing
tool
in
this
context,
it
critical
understand
how
they
interact
with
other
components
of
the
ecosystem,
such
cryptocurrency
markets,
particularly
during
recent
crises
COVID-19
outbreak
Ukraine
invasion.
This
study
aims
empirically
investigate
lead-lag
associations
between
major
markets
green
measured
terms
bonds.
For
empirical
estimation,
wavelet
analysis
spectral
Granger-causality
test
are
employed
analyze
daily
data,
covering
period
from
2018
2023.
The
results
show
that
correlation
returns
bond
market
cryptocurrencies
not
stable
over
time,
which
rises
short-
long-run
horizon.
However,
co-movements
these
assets
tend
be
different
and,
some
cases,
strong,
especially
crises.
Furthermore,
Granger
causality
demonstrates
existence
bi-directional
prices
These
findings
significance
for
portfolio
managers,
investors,
researchers
interested
investing
strategies
allocation,
suggesting
may
used
hedge
diversification
future.
