Risk spillovers between Chinese new energy futures and carbon-intensive assets: Asymmetric effect, time–frequency dynamics, and portfolio strategies-Reference-Cited by-同舟云学术

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Risk spillovers between Chinese new energy futures and carbon-intensive assets: Asymmetric effect, time–frequency dynamics, and portfolio strategies

Published:2025-01 Issue: Volume:75 Page:102275
ISSN:1062-9408
Container-title:The North American Journal of Economics and Finance
language:en
Short-container-title:The North American Journal of Economics and Finance

Author:

Su Xianfang,Zhao Yachao^ORCID

Publisher

Elsevier BV

Reference60 articles.

1. Crude oil and Islamic sectoral stocks: Asymmetric TVP-VAR connectedness and investment strategies;Adekoya;Resources Policy,2022

2. Does green improve portfolio optimisation?;Akhtaruzzaman;Energy Economics,2023

3. Dynamic asymmetric connectedness in technological sectors;Alshater;The Journal of Economic Asymmetries,2023

4. Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions;Antonakakis;Journal of Risk and Financial Management,2020

5. COVID-19 and time-frequency connectedness between green and conventional financial markets;Arif;Global Finance Journal,2021

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