Spillover analysis across FinTech, ESG, and renewable energy indices before and during the Russia–Ukraine war: International evidence
暂无分享,去创建一个
[1] Dharen Kumar Pandey,et al. Does the Russia-Ukraine War Lead to Currency Asymmetries? A US Dollar Tale , 2022, SSRN Electronic Journal.
[2] R. Nekhili,et al. Cryptocurrency liquidity during the Russia–Ukraine war: the case of Bitcoin and Ethereum , 2022, The Journal of Risk Finance.
[3] Nawazish Mirza,et al. The price reaction and investment exposure of equity funds: evidence from the Russia–Ukraine military conflict , 2022, The Journal of Risk Finance.
[4] Sebastian Utz,et al. The impact of the Russia-Ukraine conflict on energy firms: A capital market perspective , 2022, Finance Research Letters.
[5] Wajih Abbassi,et al. What makes firms vulnerable to the Russia–Ukraine crisis? , 2022, The Journal of Risk Finance.
[6] I. Yousaf,et al. The Reaction of G20+ Stock Markets to the Russia-Ukraine Conflict ‘Black-Swan’ Event: Evidence From Event Study Approach , 2022, SSRN Electronic Journal.
[7] Gaye del Lo,et al. The Russo-Ukrainian war and financial markets: the role of dependence on Russian commodities , 2022, Finance Research Letters.
[8] Dharen Kumar Pandey,et al. Russia-Ukraine War and the global tourism sector: A 13-day tale , 2022, Current Issues in Tourism.
[9] O. Polat,et al. The impact of the Russia-Ukraine conflict on the connectedness of financial markets , 2022, Finance Research Letters.
[10] John W. Goodell,et al. Heterogeneous impacts of wars on global equity markets: Evidence from the invasion of Ukraine , 2022, Finance Research Letters.
[11] K. Hussainey,et al. Exploring the performance of responsible companies in G20 during the COVID-19 outbreak , 2022, Journal of Cleaner Production.
[12] Whelsy Boungou,et al. The impact of the Ukraine–Russia war on world stock market returns , 2022, Economics Letters.
[13] C. Bataille,et al. Climate Change 2022: Mitigation of Climate Change. Contribution of Working Group III to the Sixth Assessment Report of the Intergovernmental Panel on Climate Change, Chapter 11 , 2022 .
[14] T. Choudhury,et al. Volatility impacts on the European banking sector: GFC and COVID-19 , 2022, Annals of Operations Research.
[15] G. Sharma,et al. Revisting conventional and green finance spillover in post-COVID world: Evidence from robust econometric models , 2021, Global Finance Journal.
[16] M. Balcilar,et al. Crude Oil futures contracts and commodity markets: New evidence from a TVP-VAR extended joint connectedness approach , 2021 .
[17] Zijian Li,et al. Time and frequency connectedness and portfolio diversification between cryptocurrencies and renewable energy stock markets during COVID-19 , 2021, The North American Journal of Economics and Finance.
[18] Seong‐Min Yoon,et al. Nonlinear dependence and connectedness between clean/renewable energy sector equity and European emission allowance prices , 2021 .
[19] Xin Gu,et al. How do investors in Chinese stock market react to external uncertainty? An event study to the Sino-US disputes , 2021 .
[20] E. Rasoulinezhad,et al. Power purchase agreements with incremental tariffs in local currency: An innovative green finance tool , 2021 .
[21] A. Tiwari,et al. Revisiting the sustainable versus conventional investment dilemma in COVID-19 times , 2021, Energy policy.
[22] Luis Ferruz Agudo,et al. Fintech and Sustainability: Do They Affect Each Other? , 2021, Sustainability.
[23] M. Naeem,et al. Comparative efficiency of green and conventional bonds pre- and during COVID-19: An asymmetric multifractal detrended fluctuation analysis , 2021 .
[24] M. Akhtaruzzaman,et al. COVID–19 media coverage and ESG leader indices , 2021, Finance Research Letters.
[25] V. J. Bolós,et al. Interdependence between Green Financial Instruments and Major Conventional Assets: A Wavelet-Based Network Analysis , 2021 .
[26] T. Saeed,et al. Extreme return connectedness and its determinants between clean/green and dirty energy investments , 2021 .
[27] A. Banerjee. Futures market and the contagion effect of COVID-19 syndrome , 2021, Finance Research Letters.
[28] T. Choudhury,et al. Safe haven in GFC versus COVID-19: 100 turbulent days in the financial markets , 2021 .
[29] Nana Liu,et al. Dependence and risk spillovers between green bonds and clean energy markets , 2021 .
[30] L. Ferrara,et al. High-Frequency Monitoring of Growth-at-Risk , 2020, International Journal of Forecasting.
[31] A. Tiwari,et al. Time and frequency domain connectedness and spill-over among fintech, green bonds and cryptocurrencies in the age of the fourth industrial revolution , 2020, Technological Forecasting and Social Change.
[32] M. Nasir,et al. Diversification in the age of the 4th industrial revolution: The role of artificial intelligence, green bonds and cryptocurrencies , 2020 .
[33] B. Casu,et al. Risk spillovers between FinTech and traditional financial institutions: Evidence from the U.S. , 2020, International Review of Financial Analysis.
[34] Thi Thu Hien Nguyen,et al. Time-frequency comovement among green bonds, stocks, commodities, clean energy, and conventional bonds , 2020 .
[35] M. Naeem,et al. Time and frequency connectedness among oil shocks, electricity and clean energy markets , 2020, Energy Economics.
[36] M. Nasir,et al. Asymmetric correlation and hedging effectiveness of gold & cryptocurrencies: From pre-industrial to the 4th industrial revolution✰ , 2020, Technological Forecasting and Social Change.
[37] Xintian Zhuang,et al. Connectedness and systemic risk spillovers analysis of Chinese sectors based on tail risk network , 2020, The North American Journal of Economics and Finance.
[38] Ľuboš Pástor,et al. Mutual Fund Performance and Flows during the COVID-19 Crisis , 2020, Review of Asset Pricing Studies.
[39] Cosmin-Octavian Cepoi. Asymmetric dependence between stock market returns and news during COVID-19 financial turmoil , 2020, Finance Research Letters.
[40] J. Reboredo,et al. Price connectedness between green bond and financial markets , 2020, Economic Modelling.
[41] Nikolaos Antonakakis,et al. Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions , 2020, Journal of Risk and Financial Management.
[42] S. Corbet,et al. The contagion effects of the COVID-19 pandemic: Evidence from gold and cryptocurrencies , 2020, Finance Research Letters.
[43] M. Akhtaruzzaman,et al. Financial contagion during COVID–19 crisis , 2020, Finance Research Letters.
[44] J. Reboredo,et al. Network connectedness of green bonds and asset classes , 2020 .
[45] Qiang Ji,et al. Asymmetric and extreme influence of energy price changes on renewable energy stock performance , 2019 .
[46] R. Lensink,et al. Transforming agribusiness in developing countries: SDGs and the role of FinTech , 2019, Current Opinion in Environmental Sustainability.
[47] Farhad Taghizadeh-Hesary,et al. The way to induce private participation in green finance and investment , 2019 .
[48] D. Broadstock,et al. Time-varying relation between black and green bond price benchmarks: Macroeconomic determinants for the first decade , 2019, Finance Research Letters.
[49] Xianrong Zheng,et al. Impact of payment technology innovations on the traditional financial industry: A focus on China , 2018, Technological Forecasting and Social Change.
[50] T. Walther,et al. Bitcoin is not the New Gold – A comparison of volatility, correlation, and portfolio performance , 2018, International Review of Financial Analysis.
[51] J. Reboredo. Green bond and financial markets: Co-movement, diversification and price spillover effects , 2018 .
[52] Andrew Urquhart,et al. Is Bitcoin a Hedge or Safe-Haven for Currencies? An Intraday Analysis , 2018, International Review of Financial Analysis.
[53] Khaled Mokni,et al. Conditional dependence between international stock markets: A long memory GARCH-copula model approach , 2017 .
[54] Robert Stehrer,et al. The importance of absorptive capacities: productivity effects of international R&D spillovers through intermediate inputs† , 2017 .
[55] Ilan Alon,et al. Bibliometric analysis of absorptive capacity , 2017 .
[56] Ken Hung,et al. P2P Loans and bank loans, the chicken and the egg, what causes what?: further evidence from a bootstrap panel granger causality test , 2017 .
[57] Francis X. Diebold,et al. Trans-Atlantic Equity Volatility Connectedness: U.S. and European Financial Institutions, 2004-2014 , 2015 .
[58] Timo Busch,et al. ESG and financial performance: aggregated evidence from more than 2000 empirical studies , 2015 .
[59] K. Takeuchi,et al. Can SRI funds better resist global financial crisis? Evidence from Japan , 2015 .
[60] Theo Berger,et al. Does gold act as a hedge or a safe haven for stocks? A smooth transition approach , 2015 .
[61] D. Giles,et al. Modelling Volatility Spillover Effects Between Developed Stock Markets and Asian Emerging Stock Markets , 2015 .
[62] B. Lucey,et al. What precious metals act as safe havens, and when? Some US evidence , 2013 .
[63] F. Diebold,et al. Better to Give than to Receive: Predictive Directional Measurement of Volatility Spillovers , 2010 .
[64] Gerald Schneider,et al. War and the World Economy , 2006 .
[65] R. Engle. Dynamic Conditional Correlation , 2002 .
[66] K. Kroner,et al. Modeling Asymmetric Comovements of Asset Returns , 1998 .
[67] M. Hashem Pesaran,et al. Impulse response analysis in nonlinear multivariate models , 1996 .
[68] K. Kroner,et al. Time-Varying Distributions and Dynamic Hedging with Foreign Currency Futures , 1993, Journal of Financial and Quantitative Analysis.
[69] Daniel A. Levinthal,et al. ABSORPTIVE CAPACITY: A NEW PERSPECTIVE ON LEARNING AND INNOVATION , 1990 .
[70] L. Ederington,et al. The Hedging Performance of the New Futures Markets , 1979 .
[71] Qian Wang,et al. Stock Prices and the Russia-Ukraine War: Sanctions, Energy and ESG , 2022, SSRN Electronic Journal.
[72] Samuel Asumadu Sarkodie,et al. Energy consumption and economic growth in Italy: A wavelet analysis , 2021 .
[73] T. Saeed,et al. Crude oil prices and clean energy stock indices: Lagged and asymmetric effects with quantile regression , 2021, Renewable Energy.
[74] E. Zavyalova. BUSINESS PARTICIPATION IN IMPLEMENTATION OF SOCIALLY ORIENTED SUSTAINABLE DEVELOPMENT GOALS IN COUNTRIES OF CENTRAL ASIA AND THE CAUCASUS REGION , 2018 .
[75] V. Fernandez. The war on terror and its impact on the long-term volatility of financial markets , 2008 .
[76] P. Noord,et al. Short-Term Pain for Long-Term Gain , 2006 .
[77] Abe Sklar,et al. Random variables, joint distribution functions, and copulas , 1973, Kybernetika.