Energy transition metals and global sentiment: Evidence from extreme quantiles This paper examines the quantile connectedness between energy transition metals, defined as those needed for the transition from dirty to clean energy, and... B Ghosh,L Pham,MTT Gubareva - 《Resources Policy》 被引量: ...
To enhance our understanding of time-frequency spillovers in the carbon-energy-metals nexus, we apply the spillover index approach developed by Diebold and Yilmaz39,40(DY model) and the frequency connectedness method proposed by Barunik and Krehlik37(BK model). These models enable us to effective...
This study examines the impact of geopolitical risk on energy transition, focusing on the moderating roles of environmental regulations and green innovation within OECD countries. By employing a multivariate linear and nonlinear regression model, we iden
and quantile-on-quantile method, we show asymmetric effects of climate risk on connectedness among carbon, energy and metals markets, with higher impacts of climate physical risk on upward risk spillovers, and greater effects of climate transition risk on the downside risk o...
the connectedness and interdependence between sustainability indices (an indicator of sustainable investment) and major natural resource commodities including energy commodities (crude oil and natural gas), precious metals (gold, silver, and platinum), and industrial metals (steel, aluminium, and copper)...
2023. Connectedness between geopolitical risk, financial instability indices, and precious metals markets: Novel findings from Russia Ukraine conflict perspective. Resources Policy 80: 103190. Article Google Scholar Sharma, C., and S.R. Paramati. 2021. Does financial development reduce the level of...
We find significant changes in the connectedness between pre- and during-war scenarios. The magnitude of spillovers and respective roles of each crypto and SRI evolve during the war. Ethereum is consistently an essential player in the return and volatility shock transmission. Interestingly, the SRIs...
R. (2021). Effect of monetary policy on bank risk: Does market structure matter? International Journal of Emerging Markets, 16(4), 696–725. Article Google Scholar Hussain, M., Bashir, U., & Rehman, R. U. (2023). Exchange rate and stock prices volatility connectedness and spillover ...
Achieving green economic growth requires enterprises to develop and promote green products that balance environmental protection, intensive resource utilization, and sustainable development. However, under the externality assumption, the green market is
The connectedness and structural changes among green and conventional energy markets with CO2 emissions in the United States 2024, Economic Analysis and Policy Citation Excerpt : These insights help policymakers mitigate market vulnerabilities and manage risks during crises like COVID-19. We will briefly...