Quantile dependence of Bitcoin with clean and renewable energy stocks: new global evidence

[1]  Jian Zhang,et al.  The impact of regional renewable energy development on environmental sustainability in China , 2023, Resources Policy.

[2]  Chien‐Chiang Lee,et al.  International spillovers of U.S. monetary uncertainty and equity market volatility to China’s stock markets , 2022, Journal of Asian Economics.

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

[4]  A. Tiwari,et al.  Quantile price convergence and spillover effects among Bitcoin, Fintech, and artificial intelligence stocks , 2022, International Review of Finance.

[5]  Chien‐Chiang Lee,et al.  How does the use of industrial robots affect the ecological footprint? International evidence , 2022, Ecological Economics.

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

[7]  Chi‐Chuan Lee,et al.  The contribution of climate finance toward environmental sustainability: New global evidence , 2022, Energy Economics.

[8]  A. Tiwari,et al.  Quantile time-frequency price connectedness between green bond, green equity, sustainable investments and clean energy markets , 2022, Journal of Cleaner Production.

[9]  Chi‐Chuan Lee,et al.  The roles of oil shocks and geopolitical uncertainties on China’s green bond returns , 2022, Economic Analysis and Policy.

[10]  Chiwei Su,et al.  CAN BITCOIN BE A SAFE HAVEN IN FEAR SENTIMENT? , 2022, Technological and Economic Development of Economy.

[11]  Chien‐Chiang Lee,et al.  The impact of clean energy consumption on economic growth in China: Is environmental regulation a curse or a blessing? , 2022, International Review of Economics & Finance.

[12]  Y. Shin,et al.  Quantile Connectedness: Modelling Tail Behaviour in the Topology of Financial Networks , 2018, Manag. Sci..

[13]  A. Tiwari,et al.  Dynamic spillover effects among green bond, renewable energy stocks and carbon markets during COVID-19 pandemic: Implications for hedging and investments strategies , 2021, Global finance journal.

[14]  Chiwei Su,et al.  Does renewable energy redefine geopolitical risks? , 2021, Energy Policy.

[15]  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.

[16]  T. Huynh,et al.  Cryptocurrency, green and fossil fuel investments , 2021, SSRN Electronic Journal.

[17]  O. Adekoya,et al.  Asymmetric spillovers between green bonds and commodities , 2021 .

[18]  M. Naeem,et al.  Tail dependence between bitcoin and green financial assets , 2021, Economics Letters.

[19]  X. Vo,et al.  Time and frequency connectedness and network across the precious metal and stock markets: Evidence from top precious metal importers and exporters , 2021 .

[20]  Changyong Zhang,et al.  A wavelet approach for causal relationship between bitcoin and conventional asset classes , 2021 .

[21]  T. Mishra,et al.  Is Bitcoin really more than a diversifier? A pre- and post-COVID-19 analysis , 2021, Finance Research Letters.

[22]  Ioannis Chatziantoniou,et al.  Interest rate swaps and the transmission mechanism of monetary policy: A quantile connectedness approach , 2021, Economics Letters.

[23]  Andrew Urquhart,et al.  Dynamic efficiency and arbitrage potential in Bitcoin: A long-memory approach , 2021, International Review of Financial Analysis.

[24]  Chiwei Su,et al.  SHOULD BITCOIN BE HELD UNDER THE U.S. PARTISAN CONFLICT? , 2021 .

[25]  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.

[26]  Lai T. Hoang,et al.  A Crypto Safe Haven Against Bitcoin , 2019, Finance Research Letters.

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

[28]  L. L. Gomes,et al.  Hedging renewable energy investments with Bitcoin mining , 2020 .

[29]  M. Nasir,et al.  Diversification in the age of the 4th industrial revolution: The role of artificial intelligence, green bonds and cryptocurrencies , 2020 .

[30]  Elie Bouri,et al.  Spillovers in Higher-Order Moments of Crude Oil, Gold, and Bitcoin , 2020 .

[31]  L. Gil‐Alana,et al.  Volatility persistence in cryptocurrency markets under structural breaks , 2020, International Review of Economics & Finance.

[32]  Thi Thu Hien Nguyen,et al.  Time-frequency comovement among green bonds, stocks, commodities, clean energy, and conventional bonds , 2020 .

[33]  Nikolaos Antonakakis,et al.  Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions , 2020, Journal of Risk and Financial Management.

[34]  S. Corbet,et al.  Bitcoin-Energy Markets Interrelationships - New Evidence , 2020, Resources Policy.

[35]  Boqiang Lin,et al.  Crude oil price and cryptocurrencies: Evidence of volatility connectedness and hedging strategy , 2020 .

[36]  I. Makarov,et al.  Trading and Arbitrage in Cryptocurrency Markets , 2018, Journal of Financial Economics.

[37]  L. Gil‐Alana,et al.  Cryptocurrencies and stock market indices. Are they related? , 2020 .

[38]  A. Tiwari,et al.  Analysing volatility spillover between the oil market and the stock market in oil-importing and oil-exporting countries: Implications on portfolio management , 2019, Resources Policy.

[39]  Henri Arslanian,et al.  Correction to: The Future of Finance , 2019, The Future of Finance.

[40]  Qiang Ji,et al.  Dynamic connectedness and integration in cryptocurrency markets , 2019, International Review of Financial Analysis.

[41]  Samir Saadi,et al.  Portfolio diversification with virtual currency: Evidence from bitcoin , 2019, International Review of Financial Analysis.

[42]  A. Tiwari,et al.  The importance of oil assets for portfolio optimization: The analysis of firm level stocks , 2019, Energy Economics.

[43]  E. Bouri,et al.  Does global economic uncertainty matter for the volatility and hedging effectiveness of Bitcoin? , 2019, International Review of Financial Analysis.

[44]  Harald Uhlig,et al.  Some Simple Bitcoin Economics , 2018, Journal of Monetary Economics.

[45]  Paolo Giudici,et al.  Vector error correction models to measure connectedness of Bitcoin exchange markets , 2019, Applied Stochastic Models in Business and Industry.

[46]  Gangjin Wang,et al.  Volatility connectedness in the cryptocurrency market: Is Bitcoin a dominant cryptocurrency? , 2018, International Review of Financial Analysis.

[47]  Jamal Bouoiyour,et al.  Is Bitcoin a hedge, a safe haven or a diversifier for oil price movements? A comparison with gold , 2018 .

[48]  S. Kang,et al.  Connectedness network and dependence structure mechanism in green investments , 2018 .

[49]  S. Corbet,et al.  Exploring the Dynamic Relationships between Cryptocurrencies and Other Financial Assets , 2017 .

[50]  D. Baur,et al.  Bitcoin: Medium of Exchange or Speculative Assets? , 2015 .

[51]  Elie Bouri,et al.  Bitcoin for energy commodities before and after the December 2013 crash: diversifier, hedge or safe haven? , 2017 .

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

[53]  F. Diebold,et al.  Better to Give than to Receive: Predictive Directional Measurement of Volatility Spillovers , 2010 .