Is there a relationship between climate policy uncertainty and green finance? Evidence from bootstrap rolling window test

Economic Analysis and Policy, Год журнала: 2024, Номер 82, С. 277 - 289

Опубликована: Март 18, 2024

Язык: Английский

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Multiscale quantile dependence between China's green bond and green equity: Fresh evidence from higher-order moment perspective

International Review of Financial Analysis, Год журнала: 2024, Номер 95, С. 103485 - 103485

Опубликована: Июль 20, 2024

Язык: Английский

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Quantile connectedness among fintech, carbon future, and energy markets: Implications for hedging and investment strategies

Energy Economics, Год журнала: 2024, Номер 139, С. 107904 - 107904

Опубликована: Сен. 10, 2024

Язык: Английский

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Connectedness of China’s green bond and green stock markets at the low- and high-order moments: The role of economic and climate policy uncertainty

The North American Journal of Economics and Finance, Год журнала: 2025, Номер unknown, С. 102410 - 102410

Опубликована: Март 1, 2025

Язык: Английский

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Time-frequency Connectedness and Volatility Spillovers among Green Equity Sectors: A Novel TVP-VAR Frequency Connectedness Approach

Energy, Год журнала: 2025, Номер unknown, С. 136483 - 136483

Опубликована: Май 1, 2025

Язык: Английский

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Extreme time-frequency connectedness between energy sector markets and financial markets

Economic Analysis and Policy, Год журнала: 2024, Номер unknown

Опубликована: Сен. 1, 2024

Язык: Английский

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Scrutinizing multi-scale and multi-quantile interactions in commodity markets: A petrochemical industrial chain perspective

Energy Economics, Год журнала: 2024, Номер 140, С. 108019 - 108019

Опубликована: Окт. 30, 2024

Язык: Английский

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Managerial interlocking networks and firm risk spillover: evidence from China

International Journal of Managerial Finance, Год журнала: 2024, Номер unknown

Опубликована: Ноя. 6, 2024

Purpose This paper examines the effect of managerial interlocking networks (MINs) on firm risk spillover by using a sample Chinese A-share listed firms. Design/methodology/approach Applying complex network approach, we build and leverage degree centrality to quantify manager’s position. To gauge spillover, utilize conditional autoregressive value at (CAViaR) model compute value-at-risk. Subsequently, employ ordinary least squares investigate influence MINs spillover. Findings Our research uncovers direct correlation between status positions within networks; namely, more central position, greater increase is believed be due firms in having connectedness influence. fosters similarity decision-making across different through interfirm communication, thus amplifying Economic policy uncertainty (EPU) Guanxi culture furtherly intensify effects MINs. Additional analysis reveals that impact significantly noticeable non-state-owned enterprises, while good corporate governance diminishes prompted Originality/value findings offer fresh insights into outcome associated with extend practical guidelines for attenuating view toward mitigating systemic risk.

Язык: Английский

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Does extreme climate exacerbate the risk spillover in green finance markets? evidence from a multi-horizon investment perspective

Journal of International Money and Finance, Год журнала: 2024, Номер unknown, С. 103262 - 103262

Опубликована: Дек. 1, 2024

Язык: Английский

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Optimal portfolio selection of China's green bond and stock markets: Evidence from the multi-frequency extreme risk connectedness

Economic Analysis and Policy, Год журнала: 2024, Номер unknown

Опубликована: Ноя. 1, 2024

Язык: Английский

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