The contagion of extreme risks between fossil and green energy markets: evidence from China-Reference-Cited by-同舟云学术

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The contagion of extreme risks between fossil and green energy markets: evidence from China

Published:2024-05-03 Issue:5 Volume:24 Page:627-642
ISSN:1469-7688
Container-title:Quantitative Finance
language:en
Short-container-title:Quantitative Finance

Author:

Ren Xiaohang¹^ORCID,Xiao Ya¹,He Feng²,Gozgor Giray³

Affiliation:

1. School of Business, Central South University, Changsha, People’s Republic of China

2. School of Finance, Capital University of Economics and Business, Beijing, People’s Republic of China

3. School of Management, University of Bradford, Bradford, UK

Funder

Excellent Young Scholar Project of the Hunan Provincial Department of Education

Natural Science Foundation of Hunan Province

Financial Support from the Innovation and Talent Base for Digital Technology and Finance

Capital University of Economics and Business Project

Publisher

Informa UK Limited

Link

https://www.tandfonline.com/doi/pdf/10.1080/14697688.2024.2339374

Reference54 articles.

1. U.S. leveraged loan and debt markets: Implications for optimal portfolio and hedging

2. European Carbon Prices and Banking Restrictions: Evidence from Phase I (2005-2007)

3. Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions

4. Diversifier or more? Hedge and safe haven properties of green bonds during COVID-19

5. Crude Oil futures contracts and commodity markets: New evidence from a TVP-VAR extended joint connectedness approach

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1. The impact of green finance funds on industrial productivity cycles: Evidence from developing economies;Technological Forecasting and Social Change;2024-11

2. Dynamic causality between global supply chain pressures and China's resource industries: A time-varying Granger analysis;International Review of Financial Analysis;2024-10

3. Rule of law, corruption and transparency impacts on green growth of East Asian economies;Humanities and Social Sciences Communications;2024-09-09

4. The impact of global uncertainties on the spillover among the European carbon market, the Chinese oil futures market, and the international oil futures market;Finance Research Letters;2024-09

5. Tail risk spillover of commodity futures markets;Accounting & Finance;2024-08-12

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