Asymmetric effects of geopolitical risks and uncertainties on green bond markets

Technological Forecasting and Social Change, Год журнала: 2023, Номер 189, С. 122348 - 122348

Опубликована: Фев. 1, 2023

Язык: Английский

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The Russia–Ukraine war and energy market volatility: A novel application of the volatility ratio in the context of natural gas

Resources Policy, Год журнала: 2023, Номер 85, С. 103792 - 103792

Опубликована: Июнь 23, 2023

Язык: Английский

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Connectedness between DeFi, cryptocurrency, stock, and safe-haven assets

Finance research letters, Год журнала: 2023, Номер 53, С. 103692 - 103692

Опубликована: Фев. 10, 2023

This paper examines return spillovers within and between different DeFi, cryptocurrency, stock, safe-haven assets. For the period January 2019 to March 2022, we find that DeFi cryptocurrency asset markets exhibit strong within-market between-market spillovers, stock show weak connectedness, assets are minor receivers transmitters of spillover effects. The connectedness is time-varying reveals structural changes in early 2020. Furthermore, document financial conditions shape dynamics effects markets.

Язык: Английский

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Impacts of carbon market and climate policy uncertainties on financial and economic stability: Evidence from connectedness network analysis

Journal of International Financial Markets Institutions and Money, Год журнала: 2024, Номер 92, С. 101977 - 101977

Опубликована: Март 16, 2024

Язык: Английский

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Assessing the impact of renewable energy tokens on BRICS stock markets: A new diversification approach

Energy Economics, Год журнала: 2024, Номер 134, С. 107523 - 107523

Опубликована: Апрель 4, 2024

Язык: Английский

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Global climate policy uncertainty and financial markets

Journal of International Financial Markets Institutions and Money, Год журнала: 2024, Номер 95, С. 102047 - 102047

Опубликована: Авг. 22, 2024

Язык: Английский

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Exploring interconnectedness between climate change, renewable energy, technological innovation, and G-17 banking stock markets

Journal of Cleaner Production, Год журнала: 2024, Номер 449, С. 141667 - 141667

Опубликована: Март 5, 2024

Язык: Английский

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Can gold hedge against uncertainty in the cryptocurrency and energy markets?

Technological Forecasting and Social Change, Год журнала: 2025, Номер 214, С. 124050 - 124050

Опубликована: Фев. 25, 2025

Язык: Английский

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Dynamic connectedness and network in the high moments of cryptocurrency, stock, and commodity markets

Financial Innovation, Год журнала: 2023, Номер 9(1)

Опубликована: Май 5, 2023

This study examines the connectedness in high-order moments between cryptocurrency, major stock (U.S., U.K., Eurozone, and Japan), commodity (gold oil) markets. Using intraday data from 2020 to 2022 time frequency models of Diebold Yilmaz (Int J Forecast 28(1):57-66, 2012) Baruník Křehlík (J Financ Econom 16(2):271-296, 2018), we investigate spillovers among markets realized volatility, jump component skewness, kurtosis. These higher-order allow us identify unique characteristics financial returns, such as asymmetry fat tails, thereby capturing various market risks downside risk tail risk. Our results show that stock, are highly connected terms volatility while their skewness kurtosis is smaller. Moreover, more persistent than connectedness. rolling-window analysis shows varies over across all moments, tends increase during periods high uncertainty. Finally, potential gold oil hedging safe-haven investments for other given they least investment horizons. findings provide useful information designing effective portfolio management cryptocurrency regulations.

Язык: Английский

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Forecasting Bitcoin prices using artificial intelligence: Combination of ML, SARIMA, and Facebook Prophet models

Technological Forecasting and Social Change, Год журнала: 2023, Номер 198, С. 122938 - 122938

Опубликована: Ноя. 14, 2023

Язык: Английский

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