Economic vulnerabilities and sustainability in energy utilities: Managing climate change in the face of geopolitical turmoil

Research in International Business and Finance, Год журнала: 2024, Номер 71, С. 102436 - 102436

Опубликована: Июнь 10, 2024

Язык: Английский

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Influence of Green ICT and Socioeconomic Factors on Sustainable Development: Evidence from Chinese Provinces

Research in International Business and Finance, Год журнала: 2024, Номер 73, С. 102624 - 102624

Опубликована: Окт. 11, 2024

Язык: Английский

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Fossil fuels or renewable energy? The dilemma of climate policy choices

Renewable Energy, Год журнала: 2024, Номер unknown, С. 121950 - 121950

Опубликована: Ноя. 1, 2024

Язык: Английский

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Volatility spillovers among economic policy uncertainty, energy and carbon markets—The quantile time-frequency perspective

Energy, Год журнала: 2024, Номер 307, С. 132683 - 132683

Опубликована: Июль 31, 2024

Язык: Английский

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The impact of climate policy uncertainty on corporate pollution Emissions——Evidence from China

Journal of Environmental Management, Год журнала: 2024, Номер 363, С. 121426 - 121426

Опубликована: Июнь 9, 2024

Язык: Английский

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Unpacking energy consumption in China's urbanization: Industry development, population growth, and spatial expansion

Research in International Business and Finance, Год журнала: 2024, Номер 70, С. 102342 - 102342

Опубликована: Апрель 4, 2024

Язык: Английский

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Does CEA or EUA matter for major commodity markets? Fresh evidence from the analysis of information spillovers and portfolio diversification

China Finance Review International, Год журнала: 2024, Номер unknown

Опубликована: Июнь 24, 2024

Purpose This study conducts a comparative analysis of the diversification effects China's national carbon market (CEA) and EU ETS Phase IV (EUA) within major commodity markets. Design/methodology/approach The employs TVP-VAR extension spillover index framework to scrutinize information spillovers among energy, agriculture, metal, Subsequently, explores practical applications these findings, emphasizing how investors can harness insights from refine their investment strategies. Findings First, CEA provide ample opportunities for portfolio between metal markets, desirable feature that EUA does not possess. Second, comprising exclusively energy assets often exhibits highest Sharpe ratio. Nevertheless, inclusion agricultural commodities in carbon-oriented may potentially compromise its performance. Finally, our results underscore pronounced advantage minimum portfolios; particularly those designed minimize net pairwise volatility spillover, context market. Originality/value addresses previously unexplored intersection with an emphasis on role CEA.

Язык: Английский

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Exploring the impact of macroeconomic changes on financial market stability using big data analytics

Applied Mathematics and Nonlinear Sciences, Год журнала: 2025, Номер 10(1)

Опубликована: Янв. 1, 2025

Abstract Macroeconomic changes will impact financial market stability through certain pathways. This paper uses big data technology to analyze relevant research literature and determine the evaluation index of macroeconomic index. The GARCH model is used quantitatively measure as an independent variable in empirical analysis. measured by system, indexes that contribute more system are explored principal components using component vector autoregressive based on Lag 2 empirically analyzes markets. promote one period but can negatively it second period. Its unfavorable outweigh positive impact, i.e., eventually. adversely affect

Язык: Английский

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Reevaluating Intermarket Connectedness: The Impact of Monday Return Calculations on Cryptocurrencies and Traditional Assets

Finance research letters, Год журнала: 2025, Номер unknown, С. 107016 - 107016

Опубликована: Фев. 1, 2025

Язык: Английский

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Uncertainty, Risk, and Opaque Stock Markets

International Journal of Financial Studies, Год журнала: 2025, Номер 13(1), С. 35 - 35

Опубликована: Март 3, 2025

This study examined how uncertainty and global risk affect financial markets in emerging economies, focusing on foreign investment, CDS spreads, exchange rates, stock return volatility. Using over 8.6 million ticker transaction observations structural vector autoregression (VAR) models, the research found that increases Economic Policy Uncertainty (EPU) significantly reduce net buys, more than market volatility (VIX). While drives these spreads influence causing currency depreciation. The findings highlight interconnectedness of uncertainty, risk, instability, offering insights for managing risks opaque improving stability.

Язык: Английский

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