Assessing Volatility Spillover Networks and Systemic Importance of China's New Energy Companies: Evidence from Quantile Connectedness DOI
Yawei Guo, Yi Lin,

Ningli Wang

et al.

Published: Jan. 1, 2024

Language: Английский

Environmental transitions effect of renewable energy and fintech markets on Europe's real estate stock market DOI
Waheed Ullah Shah, Ijaz Younis, Ibtissem Missaoui

et al.

Renewable Energy, Journal Year: 2025, Volume and Issue: unknown, P. 122603 - 122603

Published: Feb. 1, 2025

Language: Английский

Citations

2
Are clean energy markets hedges for stock markets? A tail quantile connectedness regression DOI
Salem Adel Ziadat, Walid Mensi, Sami Al Kharusi

et al.

Energy Economics, Journal Year: 2024, Volume and Issue: 136, P. 107757 - 107757

Published: July 10, 2024

Language: Английский

Citations

11
ESG stock markets and clean energy prices prediction: Insights from advanced machine learning DOI Creative Commons

Fahmi Ghallabi,

Bilel Souissi, Min Du

et al.

International Review of Financial Analysis, Journal Year: 2024, Volume and Issue: unknown, P. 103889 - 103889

Published: Dec. 1, 2024

Language: Английский

Citations

5
The nexus between clean energy market risk and US business environment: evidence from wavelet coherence and variance analysis DOI
Ming Li, Cem Işık, Jiale Yan

et al.

Stochastic Environmental Research and Risk Assessment, Journal Year: 2024, Volume and Issue: unknown

Published: Sept. 9, 2024

Language: Английский

Citations

4
Time-Frequency Connectedness in Global Banking: Volatility and Return Dynamics of BRICS and G7 Banks DOI Creative Commons
Wael Dammak, Halilibrahim Gökgöz, Ahmed Jeribi

et al.

Research Square (Research Square), Journal Year: 2024, Volume and Issue: unknown

Published: Jan. 25, 2024

Abstract Addressing recent disturbances in the global financial landscape, this paper investigates volatility and return spillovers within banking indices of BRICS G7 countries using a time-varying parameter autoregressive model. We analyze daily bank stock from January 2018 to October 2023, focusing on role interconnectedness shaping stability, particularly during significant events. Our empirical findings shed light dynamic nature between sectors these countries. These interconnections are notably influenced by specific significantly affected turbulent The connectedness among shows varying patterns across different time frequencies, with short-term (1–5 days) intermediate-long term (5 days infinity) displaying distinct characteristics, especially periods shocks. This heterogeneity underscores complexity market responses over horizons crises. study reveals that is dynamic, showing considerable changes time. find national frequently switch roles, oscillating being net transmitters receivers volatility. finding emphasizes need account for varied impacts events markets frames. research highlights critical importance understanding advocates approach investors policymakers markets, stressing necessity adapt strategies continuously evolving scenarios.

Language: Английский

Citations

2
Extreme time-frequency connectedness between energy sector markets and financial markets DOI
Mohammad Alomari, Houssem Eddine Belghouthi, Walid Mensi

et al.

Economic Analysis and Policy, Journal Year: 2024, Volume and Issue: unknown

Published: Sept. 1, 2024

Language: Английский

Citations

1
Tail-risk spillovers and interconnectedness in international logistics markets: a QVAR approach DOI Creative Commons
Huthaifa Alqaralleh, Rim El Khoury, Muneer M. Alshater

et al.

Cogent Economics & Finance, Journal Year: 2024, Volume and Issue: 12(1)

Published: Oct. 12, 2024

This research explores the interdependence within international logistics sector among 17 nations, utilizing a quantile-based technique to assess transmission of returns. By analyzing daily data from DataStream spanning 1 June 2016, 12 August 2024, we apply Quantile Vector Autoregression framework examine synchronous behavior variables, considering magnitude shocks. Our findings reveal varying degrees linkage at lower, median, and upper quantiles conditional distribution. The results show that extreme events, such as COVID-19 pandemic Russia-Ukraine war, significantly amplified spillovers across markets, while impact Israel-Hamas conflict was more regionally contained. Regional clustering geographical proximity play crucial role, with stronger interconnections observed neighboring countries, US Canada, Germany France. stands out dominant transmitter shocks, countries in Asia Oceania tend be net receivers, highlighting their vulnerability external disruptions. These underscore need for risk assessments regulatory frameworks management strategies better manage asymmetric transmissions during global crises.

Language: Английский

Citations

1
Exploring the Relationship between Clean Energy Indices and Oil Prices: a Ten-Day Window approach DOI Creative Commons
Rui Dias,

Rosa Galvão,

Sandra Cruz

et al.

Journal of Ecohumanism, Journal Year: 2024, Volume and Issue: 3(4), P. 1462 - 1472

Published: Aug. 12, 2024

This paper aims to assess the comovements between clean energy indices, namely Clean Energy Fuels (CLNE), Nasdaq Edge Green (CELS), S&P Global (SPGTCLEN), TISDALE (TCEC.CN), Wilderhill (ECO), West Texas Intermediate (WTI) stock over period from 1 January 2018 23 November 2023. We used 10-day windows analyse duration and nature of shocks. Granger causality tests revealed that 20 30 possible pairs showed significant movements, with WTI influencing all highlighting its global importance. CELS also a robust influence on pairs, while SPGTCLEN had but less far-reaching influence. The CLNE ECO indices limited influences, suggesting potential for diversification, TCEC.CN proved be independent determining factor portfolio diversification. Impulse Response Functions (IRF) confirmed movements CELS, WTI, reflecting market's response policies adjustments in expectations. Fluctuations oil prices substantially affect interconnectedness volatility these markets. In conclusion, results indicate despite growth energy, sector is still influenced by fluctuations fossil fuel market.

Language: Английский

Citations

0
Quantile connectedness between social network sentiment and sustainability index volatility: Evidence from the Moroccan financial market DOI Creative Commons
Ahmed El Oubani

Economics and Business Review/˜The œPoznań University of Economics Review, Journal Year: 2024, Volume and Issue: 10(3), P. 163 - 196

Published: Sept. 30, 2024

The goal of this paper is to investigate the connectedness between investor sentiment and volatility on environmental, social, governance index (ESG) in Morocco. Therefore, basis an constructed from X platform, using quantile frequency approaches, findings reveal a significant ESG volatility, particularly during turbulent events. Although acts most time as net receiver shocks, notably COVID-19 pandemic geopolitical crises, it sometimes becomes sender shocks. Furthermore, spillovers are determined mainly by long-term component, especially extreme events, implying persistence shock transmission due high uncertainty. results also illustrate impact market conditions volatility. conclusions study provide useful guidance for pro-ESG investors, policymakers, companies.

Language: Английский

Citations

0
Assessing Volatility Spillover Networks and Systemic Importance of China's New Energy Companies: Evidence from Quantile Connectedness DOI
Yawei Guo, Yi Lin,

Ningli Wang

et al.

Published: Jan. 1, 2024

Language: Английский

Citations

0