Contagion between investor sentiment and green bonds in China during the global uncertainties

International Review of Economics & Finance, Год журнала: 2024, Номер 93, С. 469 - 484

Опубликована: Март 23, 2024

This study explores the connectedness between investor sentiment (IS) and Chinese green bonds using a QVAR from 30th June 2017 to 29th 2022. Dynamic is more apparent in short term (23%) compared long (4%). Net total directional over quantiles suggests that IS main net receiver of shocks during our sample period under 20% 80% quantile. However, also transmitter Green bond quantiles. Uncertainties such as recent COVID-19 pandemic are attributed changes bonds. The findings this article have profound implications for investors, policymakers, broader financial community, terms gaining insights into warnings about how uncertainty occurrences can spread, accordingly designing appropriate investment policies stabilizing stock market China, emerging economies at large.

Язык: Английский

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Do macroprudential policies reduce risk spillovers between energy markets?: Evidence from time-frequency domain and mixed-frequency methods

Energy Economics, Год журнала: 2024, Номер 134, С. 107558 - 107558

Опубликована: Апрель 18, 2024

Язык: Английский

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Transmission mechanisms of the effects of geopolitical risk on energy returns and volatility

International Review of Financial Analysis, Год журнала: 2024, Номер 95, С. 103363 - 103363

Опубликована: Май 19, 2024

Язык: Английский

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High–low volatility spillover network between economic policy uncertainty and commodity futures markets

Journal of Futures Markets, Год журнала: 2024, Номер 44(8), С. 1295 - 1319

Опубликована: Май 5, 2024

Abstract Based on the formation and evolution of systemic risk, we study high‐low volatility spillovers between economic policy uncertainty (EPU) commodity futures identify source risk accumulation outbreak, as well corresponding contagion mechanisms. Upon comparing topological characteristics each layer, our results demonstrate that high low spillover networks have different network behaviors. At system level, are relatively stronger than in network, while propagation efficiency is higher. market EPU not only an important risk‐emitter but also a risk‐recipient most time. Additionally, compared with greater predictive ability for among futures, which means it contains additional information provides early warning signals financial stress.

Язык: Английский

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Time and frequency spillovers and drivers between rare earth and energy, metals, green, and agricultural markets

The North American Journal of Economics and Finance, Год журнала: 2024, Номер 72, С. 102128 - 102128

Опубликована: Март 7, 2024

Язык: Английский

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Dynamic connectedness of climate risks, oil shocks, and China’s energy futures market: Time-frequency evidence from Quantile-on-Quantile regression

The North American Journal of Economics and Finance, Год журнала: 2024, Номер 75, С. 102263 - 102263

Опубликована: Авг. 17, 2024

Язык: Английский

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Climate policy uncertainty, clean energy and energy metals: A quantile time-frequency spillover study

Energy Economics, Год журнала: 2024, Номер unknown, С. 107919 - 107919

Опубликована: Сен. 1, 2024

Язык: Английский

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Examining the interactions of carbon, electricity, and natural gas markets

Frontiers of Engineering Management, Год журнала: 2025, Номер unknown

Опубликована: Янв. 24, 2025

Язык: Английский

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The dynamic linkage and network connectivity of renewable energy and electricity markets from a time-frequency perspective

Journal of Renewable and Sustainable Energy, Год журнала: 2025, Номер 17(1)

Опубликована: Янв. 1, 2025

The information spillovers between renewable energy and electricity markets are more frequent, there is a complex dynamic linkage. Based on the time-frequency perspective, this paper adopts methods of Time Varying Parameter-Vector Auto Regression-Stochastic Volatility network topology analysis to examine linkage various markets. results show that risk spillover has time-varying asymmetric. Specifically, path electricity, hydro, geothermal not changed significantly before after major emergencies, but wind, solar energy, green power have been affected. Additionally, effect time-lag periodicity. In other words, shock lasts for one week reaches its maximum in current period, while exceeds ten weeks about five weeks. Finally, medium-term negative impact significant, short-term stronger, except wind energy. These findings provide valuable insights government regulation investment decisions market.

Язык: Английский

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Extreme frequency connectedness, determinants and portfolio analysis of major cryptocurrencies: Insights from quantile time-frequency approach

The Quarterly Review of Economics and Finance, Год журнала: 2025, Номер 100, С. 101974 - 101974

Опубликована: Фев. 1, 2025

Язык: Английский

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