Are green cryptocurrencies really green? New evidence from wavelet analysis

[1]  Nawazish Mirza,et al.  Green financing, financial uncertainty, geopolitical risk, and oil prices volatility , 2023, Resources Policy.

[2]  Chien‐Chiang Lee,et al.  A pathway to sustainable development: Digitization and green productivity , 2023, Energy Economics.

[3]  Changyong Zhang,et al.  Diversification evidence of bitcoin and gold from wavelet analysis , 2023, Financial Innovation.

[4]  N. Iqbal,et al.  Spillovers between green- and dirty cryptocurrencies and socially responsible investments around the war in Ukraine , 2023, International Review of Economics & Finance.

[5]  I. Sifat,et al.  Time-varying price dynamics of clean and dirty energy portfolios. , 2023, Journal of environmental management.

[6]  X. Vo,et al.  Quantile dependencies and connectedness between the gold and cryptocurrency markets: Effects of the COVID-19 crisis , 2023, Research in International Business and Finance.

[7]  Chien‐Chiang Lee,et al.  An assessment of socioeconomic indicators and energy consumption by considering green financing , 2023, Resources Policy.

[8]  Chien‐Chiang Lee,et al.  Can green credit policies improve corporate green production efficiency? , 2023, Journal of Cleaner Production.

[9]  T. Jamasb,et al.  Co-movement between dirty and clean energy: A time-frequency perspective , 2023, Energy Economics.

[10]  K. Sohag,et al.  Do green and dirty investments hedge each other? , 2023, Energy Economics.

[11]  Muhammad Asif Khan,et al.  Dynamic linkages between Islamic equity indices, oil prices, gold prices, and news-based uncertainty: New insights from partial and multiple wavelet coherence , 2023, Resources Policy.

[12]  A. Tiwari,et al.  U.S. leveraged loan and debt markets: Implications for optimal portfolio and hedging , 2023, International Review of Financial Analysis.

[13]  Chien‐Chiang Lee,et al.  Systemic risk of Chinese financial institutions and asset price bubbles , 2023, The North American Journal of Economics and Finance.

[14]  X. Vo,et al.  Frequency dependence between oil futures and international stock markets and the role of gold, bonds, and uncertainty indices: Evidence from partial and multivariate wavelet approaches , 2023, Resources Policy.

[15]  Chien‐Chiang Lee,et al.  The asymmetric effect of agriculturalization toward climate neutrality targets. , 2022, Journal of environmental management.

[16]  Chien‐Chiang Lee,et al.  Does natural resources matter for sustainable energy development in China: The role of technological progress , 2022, Resources Policy.

[17]  Chiwei Su,et al.  Oil Prices and the Green Bond Market: Evidence from Time-Varying and Quantile-Varying Aspects , 2022, Borsa Istanbul Review.

[18]  John W. Goodell,et al.  Connectedness between travel & tourism tokens, tourism equity, and other assets , 2022, Finance Research Letters.

[19]  T. Lehnert The Green Stock Market Bubble , 2022, Circular Economy and Sustainability.

[20]  I. Muda,et al.  Do oil, gold and metallic price volatilities prove gold as a safe haven during COVID-19 pandemic? Novel evidence from COVID-19 data , 2022, Resources Policy.

[21]  L. Kristoufek,et al.  Safe havens for Bitcoin , 2022, Finance Research Letters.

[22]  Vasilios Plakandaras,et al.  Hedge and safe-haven properties of FAANA against gold, US Treasury, bitcoin, and US Dollar/CHF during the pandemic period# , 2022, The North American Journal of Economics and Finance.

[23]  Chien‐Chiang Lee,et al.  The impact of renewable energy technology innovation on energy poverty: Does climate risk matter? , 2022, Energy Economics.

[24]  Chien‐Chiang Lee,et al.  The effects of low-carbon pilot policy on technological innovation: Evidence from prefecture-level data in China , 2022, Technological Forecasting and Social Change.

[25]  Júlio Lobão Herding Behavior in the Market for Green Cryptocurrencies: Evidence from CSSD and CSAD Approaches , 2022, Sustainability.

[26]  P. Sarker,et al.  Asymmetric effects of climate policy uncertainty, geopolitical risk, and crude oil prices on clean energy prices , 2022, Environmental Science and Pollution Research.

[27]  Elie Bouri,et al.  Sustainable versus Conventional Cryptocurrencies in the Face of Cryptocurrency Uncertainty Indices: An Analysis across Time and Scales , 2022, Journal of Risk and Financial Management.

[28]  Tetsuo Kurosaki,et al.  Is the effectiveness of government bonds as a diversifier of equity risk weakened after the Covid-19 crisis?† , 2022, Quantitative Finance.

[29]  I. Yousaf,et al.  Extreme connectedness between renewable energy tokens and fossil fuel markets , 2022, Energy Economics.

[30]  Feng Ma,et al.  Climate policy uncertainty and world renewable energy index volatility forecasting , 2022, Technological Forecasting and Social Change.

[31]  Zhiyuan Zhang,et al.  The hedge and safe haven properties of non-fungible tokens (NFTs): Evidence from the nonlinear autoregressive distributed lag (NARDL) model , 2022, Finance Research Letters.

[32]  S. Shahzad,et al.  An Examination of Whether Gold-backed Islamic Cryptocurrencies are Safe Havens for International Islamic Equity Markets , 2022, Research in International Business and Finance.

[33]  S. Choi Credit risk interdependence in global financial markets: Evidence from three regions using multiple and partial wavelet approaches , 2022, Journal of International Financial Markets, Institutions and Money.

[34]  Chien‐Chiang Lee,et al.  Trading Volume and Realized Volatility Forecasting: Evidence from the China Stock Market , 2022, Journal of Forecasting.

[35]  A. Tiwari,et al.  Tail risk dependence, co-movement and predictability between green bond and green stocks , 2022, Applied Economics.

[36]  Xiaohang Ren,et al.  Asymmetric causality of economic policy uncertainty and oil volatility index on time-varying nexus of the clean energy, carbon and green bond , 2022, International Review of Financial Analysis.

[37]  Debasish Maitra,et al.  Do cryptocurrencies provide better hedging? Evidence from major equity markets during COVID-19 pandemic , 2022, The North American Journal of Economics and Finance.

[38]  X. Vo,et al.  Pricing efficiency and asymmetric multifractality of major asset classes before and during COVID-19 crisis , 2022, The North American Journal of Economics and Finance.

[39]  S. Lahmiri,et al.  The effect of COVID-19 pandemic on return-volume and return-volatility relationships in cryptocurrency markets , 2022, Chaos, solitons, and fractals.

[40]  Z. Zhang,et al.  Green bonds and conventional financial markets in China: A tale of three transmission modes , 2022, Energy Economics.

[41]  Tsangyao Chang,et al.  Can the green bond market enter a new era under the fluctuation of oil price? , 2022, Economic Research-Ekonomska Istraživanja.

[42]  S. Choi,et al.  Does geopolitical risk matter for global asset returns? Evidence from quantile-on-quantile regression , 2022, Finance Research Letters.

[43]  Min Liu The driving forces of green bond market volatility and the response of the market to the COVID-19 pandemic , 2022, Economic Analysis and Policy.

[44]  Zihan Zhuo,et al.  Development of a risk index for cross-border data movement , 2022, Data Science and Management.

[45]  M. Naeem,et al.  A tale of two tails among carbon prices, green and non-green cryptocurrencies , 2022, International Review of Financial Analysis.

[46]  B. Lucey,et al.  A clean, green haven?—Examining the relationship between clean energy, clean and dirty cryptocurrencies , 2022, Energy Economics.

[47]  Xinhua Zhang,et al.  Dynamic spillover effects and portfolio strategies between crude oil, gold and Chinese stock markets related to new energy vehicle , 2022, Energy Economics.

[48]  Aakash Lamba Are carbon offsets the key to green cryptocurrencies? , 2022, PLOS Sustainability and Transformation.

[49]  I. Yousaf,et al.  Infectious disease (COVID-19)-related uncertainty and the safe-haven features of bonds markets , 2022, Review of Behavioral Finance.

[50]  Haoyang Zhu,et al.  Time-varying spillover effects and investment strategies between WTI crude oil, natural gas and Chinese stock markets related to belt and road initiative , 2022, Energy Economics.

[51]  Erkan Ustaoglu Safe-haven properties and portfolio applications of cryptocurrencies: Evidence from the emerging markets , 2022, Finance Research Letters.

[52]  M. Mehregan,et al.  Techno-economic, and environmental evaluations of a novel cogeneration system based on solar energy and cryptocurrency mining , 2022, Solar Energy.

[53]  Chien‐Chiang Lee,et al.  How does green finance affect green total factor productivity? Evidence from China , 2022, Energy Economics.

[54]  Yile Wang,et al.  Green Commitment and Stock Prick Crash Risk , 2021, Finance Research Letters.

[55]  G. Mani,et al.  Popular cryptoassets (Bitcoin, Ethereum, and Dogecoin), Gold, and their relationships: Volatility and correlation modeling , 2021, Data Science and Management.

[56]  C. Schinckus Proof-of-work based blockchain technology and Anthropocene: An undermined situation? , 2021, Renewable and Sustainable Energy Reviews.

[57]  M. Naeem,et al.  Time-frequency connectedness among clean-energy stocks and fossil fuel markets: Comparison between financial, oil and pandemic crisis , 2021, Energy.

[58]  Shaobo Long,et al.  Can both Bitcoin and gold serve as safe-haven assets? — A comparative analysis based on the NARDL model , 2021, International Review of Financial Analysis.

[59]  Canzhong Yao,et al.  A study of the efficiency of the Chinese clean energy stock market and its correlation with the crude oil market based on an asymmetric multifractal scaling behavior analysis , 2021 .

[60]  Qiang Ji,et al.  Do oil price changes really matter for clean energy returns , 2021 .

[61]  M. Naeem,et al.  Comparative efficiency of green and conventional bonds pre- and during COVID-19: An asymmetric multifractal detrended fluctuation analysis , 2021 .

[62]  D. Roubaud,et al.  The hedge asset for BRICS stock markets: Bitcoin, gold or VIX , 2021 .

[63]  S. Corbet,et al.  Cryptocurrency liquidity and volatility interrelationships during the COVID-19 pandemic , 2021, Finance Research Letters.

[64]  C. Nguyen,et al.  How do stock, oil, and economic policy uncertainty influence the green bond market? , 2021 .

[65]  Liuguo Shao,et al.  Effect of oil price uncertainty on clean energy metal stocks in China: Evidence from a nonparametric causality-in-quantiles approach , 2021 .

[66]  Dongyang Zhang Green credit regulation, induced R&D and green productivity: Revisiting the Porter Hypothesis , 2021 .

[67]  Baris Kocaarslan How does the reserve currency (US dollar) affect the diversification capacity of green bond investments? , 2021, Journal of Cleaner Production.

[68]  Frank S. Skinner,et al.  Asymmetric interdependencies between large capital cryptocurrency and Gold returns during the COVID-19 pandemic crisis , 2021, International Review of Financial Analysis.

[69]  X. Vo,et al.  Oil and precious metals: Volatility transmission, hedging, and safe haven analysis from the Asian crisis to the COVID-19 crisis , 2021 .

[70]  Weida Kuang Are clean energy assets a safe haven for international equity markets? , 2021 .

[71]  Q. Fu,et al.  What are the shocks of climate change on clean energy investment: A diversified exploration , 2021 .

[72]  X. Vo,et al.  Upside-Downside Multifractality and Efficiency of Green Bonds: The Roles of Global Factors and COVID-19 , 2021 .

[73]  T. Jamasb,et al.  Diversifier or more? Hedge and safe haven properties of green bonds during COVID-19 , 2021, Energy policy.

[74]  Shaista Wasiuzzaman,et al.  Performance of gold-backed cryptocurrencies during the COVID-19 crisis , 2021, Finance Research Letters.

[75]  Hongli Niu Correlations between crude oil and stocks prices of renewable energy and technology companies: A multiscale time-dependent analysis , 2021 .

[76]  D. Baur,et al.  The volatility of Bitcoin and its role as a medium of exchange and a store of value , 2021, Empirical economics.

[77]  Nick James Dynamics, behaviours, and anomaly persistence in cryptocurrencies and equities surrounding COVID-19 , 2021, Physica A.

[78]  Caiquan Bai,et al.  The impacts of the COVID-19 pandemic on China's green bond market , 2021, Finance Research Letters.

[79]  T. Kim,et al.  Asymmetric information in the equity market and information flow from the equity market to the CDS market , 2020 .

[80]  Z. Husodo,et al.  Are Bitcoin and Ethereum safe-havens for stocks during the COVID-19 pandemic? , 2020, Finance Research Letters.

[81]  Libo Yin,et al.  Economic fundamentals or investor perceptions? The role of uncertainty in predicting long-term cryptocurrency volatility , 2020 .

[82]  H. Do,et al.  Financial Leverage and Stock Return Comovement , 2020, SSRN Electronic Journal.

[83]  S. Corbet,et al.  The environmental effects of cryptocurrencies , 2020, Cryptocurrency and Blockchain Technology.

[84]  Lena Klaaßen,et al.  Energy Consumption of Cryptocurrencies Beyond Bitcoin , 2020, Joule.

[85]  Sean Foley,et al.  Contagious margin calls: How COVID-19 threatened global stock market liquidity , 2020, Journal of Financial Markets.

[86]  Anis Jarboui,et al.  How the cryptocurrency market has performed during COVID 19? A multifractal analysis , 2020, Finance Research Letters.

[87]  T. Huynh When ‘green’ challenges ‘prime’: empirical evidence from government bond markets , 2020, Journal of Sustainable Finance & Investment.

[88]  M. Harjoto,et al.  COVID-19: stock market reactions to the shock and the stimulus , 2020, Applied Economics Letters.

[89]  Hela Ben Hamida,et al.  Are Islamic gold-backed cryptocurrencies different? , 2020, Finance Research Letters.

[90]  Rui Zhang,et al.  Impact of green finance on economic development and environmental quality: a study based on provincial panel data from China , 2020, Environmental Science and Pollution Research.

[91]  M. Akhtaruzzaman,et al.  Financial contagion during COVID–19 crisis , 2020, Finance Research Letters.

[92]  W. Drobetz,et al.  The role of catastrophe bonds in an international multi-asset portfolio: Diversifier, hedge, or safe haven? , 2020 .

[93]  B. Lucey,et al.  Cryptocurrencies and the downside risk in equity investments , 2020 .

[94]  Luluk Widyawati,et al.  A systematic literature review of socially responsible investment and environmental social governance metrics , 2019, Business Strategy and the Environment.

[95]  O. Krejcar,et al.  Opinions on Sustainability of Smart Cities in the Context of Energy Challenges Posed by Cryptocurrency Mining , 2019, Sustainability.

[96]  Lingyun He,et al.  Can green financial development promote renewable energy investment efficiency? A consideration of bank credit , 2019 .

[97]  Seong‐Min Yoon,et al.  Bitcoin as Hedge or Safe Haven: Evidence from Stock, Currency, Bond and Derivatives Markets , 2019, Computational Economics.

[98]  S. Lahmiri,et al.  Decomposing the persistence structure of Islamic and green crypto-currencies with nonlinear stepwise filtering , 2019, Chaos, Solitons & Fractals.

[99]  Walid Mensi,et al.  Can uncertainty indices predict Bitcoin prices? A revisited analysis using partial and multivariate wavelet approaches , 2019, The North American Journal of Economics and Finance.

[100]  G. Uddin,et al.  Gold and crude oil as safe-haven assets for clean energy stock indices: Blended copulas approach , 2019, Energy.

[101]  D. Broadstock,et al.  Time-varying relation between black and green bond price benchmarks: Macroeconomic determinants for the first decade , 2019, Finance Research Letters.

[102]  Samuel Asumadu Sarkodie,et al.  Toward a sustainable environment: Nexus between CO2 emissions, resource rent, renewable and nonrenewable energy in 16-EU countries. , 2019, The Science of the total environment.

[103]  Christian Stoll,et al.  The Carbon Footprint of Bitcoin , 2019, Joule.

[104]  Lingyun He,et al.  Green credit, renewable energy investment and green economy development: Empirical analysis based on 150 listed companies of China , 2019, Journal of Cleaner Production.

[105]  Francisco Jareño,et al.  Time and frequency dynamics of connectedness between renewable energy stocks and crude oil prices , 2018, Energy Economics.

[106]  John Fry,et al.  Booms, busts and heavy-tails: The story of Bitcoin and cryptocurrency markets? , 2018, Economics Letters.

[107]  W. Ahmad,et al.  Time-Varying Spillover and the Portfolio Diversification Implications of Clean Energy Equity with Commodities and Financial Assets , 2018 .

[108]  George Filis,et al.  Oil volatility, oil and gas firms and portfolio diversification , 2018 .

[109]  Bernard Mans,et al.  Green Mining: toward a less energetic impact of cryptocurrencies , 2018, IEEE INFOCOM 2019 - IEEE Conference on Computer Communications Workshops (INFOCOM WKSHPS).

[110]  P. Garcia,et al.  Portfolio investment: Are commodities useful? , 2017 .

[111]  W. Ahmad On the dynamic dependence and investment performance of crude oil and clean energy stocks , 2017 .

[112]  Anupam Dutta Oil price uncertainty and clean energy stock returns: New evidence from crude oil volatility index , 2017 .

[113]  Patrick Schulte,et al.  Substitution between Clean and Dirty Energy Inputs: A Macroeconomic Perspective , 2017, Review of Economics and Statistics.

[114]  Yue‐Jun Zhang,et al.  The contagion effect of international crude oil price fluctuations on Chinese stock market investor sentiment , 2017 .

[115]  Yao Wang,et al.  The Role of Green Finance in Environmental Protection: Two Aspects of Market Mechanism and Policies , 2016 .

[116]  Marie‐Hélène Gagnon,et al.  International Stock Market Cointegration Under the Risk-Neutral Measure , 2016 .

[117]  D. Baur,et al.  Why is gold a safe haven , 2016 .

[118]  Sajal Ghosh,et al.  International crude oil prices and the stock prices of clean energy and technology companies: Evidence from non-linear cointegration tests with unknown structural breaks , 2016 .

[119]  A. H. Dyhrberg Bitcoin, gold and the dollar – A GARCH volatility analysis , 2016 .

[120]  W. Bessler,et al.  Do Commodities Add Value in Multi-Asset-Portfolios? An Out-of-Sample Analysis for Different Investment Strategies , 2015 .

[121]  Hsin-Chia Fu,et al.  Clean energy, non-clean energy, and economic growth in the MIST countries , 2014 .

[122]  J. Pfeifer,et al.  Policy Risk and the Business Cycle ∗ , 2012 .

[123]  G. Capelle-Blancard,et al.  Trends in the Literature on Socially Responsible Investment: Looking for the Keys Under the Lamppost , 2011 .

[124]  G. Cifarelli,et al.  Oil price dynamics and speculation , 2010 .

[125]  D. Baur,et al.  Institute for International Integration Studies Is Gold a Safe Haven? International Evidence Is Gold a Safe Haven? International Evidence Is Gold a Safe Haven? International Evidence , 2022 .

[126]  J. Sandberg,et al.  The Heterogeneity of Socially Responsible Investment , 2009 .

[127]  B. Lucey,et al.  Institute for International Integration Studies Is Gold a Hedge or a Safe Haven? an Analysis of Stocks, Bonds and Gold Is Gold a Hedge or a Safe Haven? an Analysis of Stocks, Bonds and Gold , 2022 .

[128]  L. Fung,et al.  Assessing Financial Market Integration in Asia - Equity Markets , 2007 .

[129]  V. Volosovych Measuring Financial Market Integration Over the Long Run: Is There a U-Shape? , 2007 .

[130]  N. Bloom Uncertainty and the Dynamics of R&D , 2007 .

[131]  Andrew J. Patton Modelling Asymmetric Exchange Rate Dependence , 2006 .

[132]  Campbell R. Harvey,et al.  The Strategic and Tactical Value of Commodity Futures , 2006 .

[133]  Gary B. Gorton,et al.  Facts and Fantasies about Commodity Futures , 2004 .

[134]  R. Engle Dynamic Conditional Correlation , 2002 .

[135]  Richard D. Phillips,et al.  THE BASIS RISK OF CATASTROPHIC-LOSS INDEX SECURITIES , 2002 .

[136]  K. Kroner,et al.  Modeling Asymmetric Comovements of Asset Returns , 1998 .

[137]  K. Kroner,et al.  Time-Varying Distributions and Dynamic Hedging with Foreign Currency Futures , 1993, Journal of Financial and Quantitative Analysis.

[138]  J. Chua,et al.  Diversifying with Gold Stocks , 1990 .

[139]  I. Yousaf,et al.  Impact of Russian-Ukraine war on clean energy, conventional energy, and metal markets: Evidence from event study approach , 2022, Resources Policy.

[140]  Hany Fahmy The Rise in Investors Awareness of Climate Risks After the Paris Agreement and the Clean Energy-Oil-Technology Prices Nexus , 2022, SSRN Electronic Journal.

[141]  Ying Guo,et al.  Information spillover features in global financial markets: A systematic analysis , 2021 .

[142]  T. Saeed,et al.  Crude oil prices and clean energy stock indices: Lagged and asymmetric effects with quantile regression , 2021 .

[143]  Duc Khuong Nguyen,et al.  World gold prices and stock returns in China: Insights for hedging and diversification strategies , 2015 .

[144]  Dengshi Huang,et al.  How do the stock prices of new energy and fossil fuel companies correlate? Evidence from China , 2014 .

[145]  Perry Sadorsky,et al.  Correlations and volatility spillovers between oil prices and the stock prices of clean energy and technology companies , 2012 .

[146]  C. Torrence,et al.  A Practical Guide to Wavelet Analysis. , 1998 .