Spillovers from the Russia-Ukraine conflict

Research in International Business and Finance, Journal Year: 2023, Volume and Issue: 66, P. 102006 - 102006

Published: June 3, 2023

Language: Английский

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Dynamic connectedness, portfolio performance, and hedging effectiveness of the hydrogen economy, renewable energy, equity, and commodity markets: Insights from the COVID-19 pandemic and the Russia-Ukraine war

Journal of Cleaner Production, Journal Year: 2024, Volume and Issue: 452, P. 142217 - 142217

Published: April 16, 2024

Language: Английский

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Quantile frequency connectedness between energy tokens, crypto market, and renewable energy stock markets

Heliyon, Journal Year: 2024, Volume and Issue: 10(3), P. e25068 - e25068

Published: Jan. 24, 2024

Utilizing a quantile frequency connectedness approach, we explore the between energy tokens, crypto market, and renewable stock markets. The empirical results show that measures of series are characterized by asymmetry heterogeneity across quantiles different investment horizons. Specifically, characteristic clustering has been observed tokens market more interconnected, while markets interconnected with each other at median quantile. linkages quite weak under normal conditions, suggesting diversification opportunities in investing these financial assets. However, extreme on dominating end propagation mechanism net receivers shocks. Further decomposition shows this strategy can hold short term, long term investors could benefit from both kinds Additionally, dynamic analysis affirms varied event-dependent over time. Our may help policymakers have better assessment portfolio management.

Language: Английский

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Assessing the connectedness between cryptocurrency environment attention index and green cryptos, energy cryptos, and green financial assets

Research in International Business and Finance, Journal Year: 2024, Volume and Issue: 70, P. 102339 - 102339

Published: March 28, 2024

Using the cross-quantile & wavelet quantile correlation methods, we investigate connectedness between cryptocurrency environment attention index (ICEA) and green crypto, renewable energy conventional market. The interdependence of ICEA with considered assets is weak, providing investors new avenues for reducing systematic risk their portfolios. correlations intensity emerging markets especially low. appears as a strong diversifier Cardano sustainability-conscious industries from developed economies. WQC indicates low level selected assets. does not remain significantly connected any asset. This study provides valuable implications investors, portfolio managers policy diversification.

Language: Английский

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Time-varying causalities from the COVID-19 media coverage to the dynamic spillovers among the cryptocurrency, the clean energy, and the crude oil

Energy Economics, Journal Year: 2024, Volume and Issue: 132, P. 107442 - 107442

Published: March 5, 2024

Language: Английский

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The connectedness and structural changes among green and conventional energy markets with CO2 emissions in the United States

Economic Analysis and Policy, Journal Year: 2024, Volume and Issue: 83, P. 80 - 94

Published: June 9, 2024

As the world's biggest oil producer and second-biggest polluter, United States has set a strict target to cut net CO2 emissions by 50–52 percent from 2005 levels 2030 zero emission 2050 through various strategies, particularly clean energy initiatives. This research attempts examine effects of five specific renewable conventional subsectors with carbon across sectors, including power (POW), industry (IND), ground transportation (GT), domestic aviation (DA), residential (RE). The data illustrate decline subsequent increase in throughout COVID-19 pandemic, Russia-Ukrainian conflict, USA recession periods January 1 2021 September 30 2022. Employing Vector Autoregressive (VAR) model novel quantile connectedness framework, it was found that risk transmission between different markets been exceptionally high, exceeding 80% both outbreak aftermath. finding suggests pandemic shock Russian-Ukrainian conflict have intensified connections non-clean markets. Policymakers should adjust targets align changing dynamics, prioritize wind geothermal energy, promote independence due rising prices. Leverage lithium for electric vehicles create policies power, industry, transportation, aviation, sectors manage effectively.

Language: Английский

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Quantile connectedness among digital assets, traditional assets, and renewable energy prices during extreme economic crisis

Technological Forecasting and Social Change, Journal Year: 2024, Volume and Issue: 208, P. 123635 - 123635

Published: Sept. 8, 2024

Language: Английский

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Safe haven between European ESG and energy sector under Russian-Ukraine war: Role of sustainable investments for portfolio diversification

Energy Economics, Journal Year: 2024, Volume and Issue: 138, P. 107853 - 107853

Published: Aug. 22, 2024

Language: Английский

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Regional green economies and Bitcoin's electricity consumption: Paving the way for global sustainability

Journal of Environmental Management, Journal Year: 2025, Volume and Issue: 374, P. 123997 - 123997

Published: Jan. 8, 2025

Language: Английский

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Interactions between renewable energy tokens, oil shocks, and clean energy investments: Do COP26 policies matter?

Energy Policy, Journal Year: 2025, Volume and Issue: 198, P. 114497 - 114497

Published: Jan. 17, 2025

Language: Английский

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