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Dynamics and Determinants of Market Integration of Green, Clean, Dirty Energy Investments and Conventional Stock Indices

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What this work says

Outgoing claims: the papers this work cites, builds on, or argues with.

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Systemic risk spillover across global and country stock markets during the COVID-19 pandemic
inferredcites →https://doi.org/10.1016/j.eneco.2018.09.022openalex-snapshot
Time and frequency dynamics of connectedness between renewable energy stocks and crude oil prices
inferredcites →https://doi.org/10.1016/j.eneco.2019.01.008openalex-snapshot
Time-varying energy and stock market integration in Asia
inferredcites →https://doi.org/10.1016/j.eneco.2020.105017openalex-snapshot
Extreme return connectedness and its determinants between clean/green and dirty energy investments
inferredcites →https://doi.org/10.1016/j.energy.2021.121962openalex-snapshot
Energy markets – Who are the influencers?
inferredcites →https://doi.org/10.1016/j.gfj.2018.11.005openalex-snapshot
Stock market integration between the UK and the US: Evidence over eight decades
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Infectious disease-related uncertainty and the safe-haven characteristic of US treasury securities
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Return connectedness across asset classes around the COVID-19 outbreak
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Commodity market risks and green investments: Evidence from India
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Global market integration: An alternative measure and its application☆
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Crude oil prices and clean energy stock indices: Lagged and asymmetric effects with quantile regression
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Commodity volatility shocks and BRIC sovereign risk: A GARCH-quantile approach
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Do oil price changes really matter for clean energy returns?
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Quantile Regression
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Distribution of the Estimators for Autoregressive Time Series with a Unit Root
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Dynamic Equicorrelation
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Measuring Economic Policy Uncertainty*
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Asian stock market integration after the global financial crisis: an ARDL bound testing approach
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Extreme Correlation of International Equity Markets
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Time‐Varying World Market Integration
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Dynamic Conditional Correlation
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Spillover of COVID-19: Impact on the Global Economy
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Regression Quantiles
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Algorithm AS 229: Computing Regression Quantiles
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Policy News and Stock Market Volatility
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Hedging Strategies of Green Assets against Dirty Energy Assets

What points at this work

Incoming claims: where this work appears in other papers’ reference lists and arguments.

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The Hedging Value of the Green Bonds: Fresh Evidence from China
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Do Uncertainty Indicators Affect the Volatility of Green Bonds?
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Renewable energy stocks forecast using Twitter investor sentiment and deep learning
inferred← citeshttps://doi.org/10.1016/j.heliyon.2023.e22917openalex-snapshot
Navigating the crisis: A review of COVID-19 research and the importance of academic publications - The case of a private university in Lebanon
inferred← citeshttps://doi.org/10.1016/j.iref.2024.103375openalex-snapshot
ESG, clean energy, and petroleum futures markets: Asymmetric return connectedness and hedging effectiveness
inferred← citeshttps://doi.org/10.1016/j.jclepro.2022.134752openalex-snapshot
Risk transmissions between regional green economy indices: Evidence from the US, Europe and Asia
inferred← citeshttps://doi.org/10.1016/j.jenvman.2024.122678openalex-snapshot
Price bubbles and Co-bubbles in the green economy market
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Safe-haven assets for renewable energy stock investments
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Diversification value of green Bonds: Fresh evidence from China
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Achieving energy transition in OECD economies: Discovering the moderating roles of environmental governance
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How sustainable investment behaviour can be improved: an empirical insight
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Time‐frequency comovement among green financial assets and cryptocurrency uncertainties
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Spillover effects in Chinese carbon, energy and financial markets
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Equity super sectors connectedness and its determinants: evidence from the Johannesburg Stock Exchange.
inferred← citeshttps://doi.org/10.3389/fenrg.2022.986341openalex-snapshot
Dynamic spillovers and asymmetric connectedness between fossil energy and green financial markets: Evidence from China
inferred← citeshttps://doi.org/10.3389/fenvs.2022.1109796openalex-snapshot
Dynamic relationship between green bonds and major financial asset markets from the perspective of climate change
inferred← citeshttps://doi.org/10.3389/fenvs.2022.992726openalex-snapshot
Dynamic relationships among green bonds, CO2 emissions, and oil prices
inferred← citeshttps://doi.org/10.3390/en16010097openalex-snapshot
Dynamic Risk Spillover Effect between the Carbon and Stock Markets under the Shocks from Exogenous Events
inferred← citeshttps://doi.org/10.3390/en16247974openalex-snapshot
The Nexus between Green Bonds and European Banks: A Cross-Quantilogram Approach
inferred← citeshttps://doi.org/10.3390/jrfm15020080openalex-snapshot
Predictors of Excess Return in a Green Energy Equity Portfolio: Market Risk, Market Return, Value-at-Risk and or Expected Shortfall?
inferred← citeshttps://doi.org/10.3390/su152014897openalex-snapshot
Incorporating Green Bonds into Portfolio Investments: Recent Trends and Further Research
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FİNANSAL RİSKİN YEŞİL TAHVİL PİYASASINDAKİ ROLÜ: TVP-VAR TEMELLİ DİNAMİK BAĞLANTILILIK MODELİ İNCELEMESİ
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