Research graph
References from Quantile dependence between carbon price uncertainty and sustainable financial markets: Evidence of nonlinear thresholds and COVID-19 structural breaks. Local targets link to admitted publications; unresolved targets remain external evidence.
The economic effects of climate change
10.1257/jep.23.2.29 · 2009 · External reference
Dynamic interlinkages between carbon risk and volatility of green and renewable energy: a TVP-VAR analysis
2024 · External reference
Does uncertainty affect the relationship between green bond and carbon markets?
2024 · External reference
Detecting instability in the volatility of carbon prices
10.1016/j.eneco.2010.09.006 · 2011 · External reference
Carbon futures and macroeconomic risk factors: a view from the EU ETS
10.1016/j.eneco.2009.02.008 · 2009 · External reference
Does carbon price volatility affect European stock market sectors? A connectedness network analysis
2022 · External reference
Unresolved reference
1994 · External reference
Carbon VIX: carbon price uncertainty and decarbonization investments
2024 · External reference
Accelerating a clean energy transition in southeast Asia: role of governments and public policy
2022 · External reference
Dependence and risk spillovers between green bonds and clean energy markets
10.1016/j.jclepro.2020.123595 · 2021 · External reference
Unresolved reference
2016 · External reference
Green bonds markets and renewable energy development: policy integration for achieving carbon neutrality
2023 · External reference
The correlation between the green bond market and carbon trading markets under climate change: evidence from China
2024 · External reference
The interrelationship between the carbon market and the green bonds market: evidence from wavelet quantile-on-quantile method
2022 · External reference
Asymmetric effects of oil shocks on carbon allowance price: evidence from China
10.1016/j.eneco.2021.105183 · 2021 · External reference
The cross-quantilogram: measuring quantile dependence and testing directional predictability between time series
10.1016/j.jeconom.2016.03.001 · 2016 · External reference
Testing the safe-haven properties of gold and bitcoin in the backdrop of COVID-19: a wavelet quantile correlation approach
2022 · External reference
Unresolved reference
1920 · External reference
Carbon pricing policies and renewable energy development: analysis based on cross-country panel data
2024 · External reference
Stock prices of clean energy firms, oil and carbon markets: a vector autoregressive analysis
10.1016/j.eneco.2011.03.002 · 2012 · External reference
Does carbon market improve ESG performance? Evidence from China
10.1016/j.jclepro.2025.145810 · 2025 · External reference
How do carbon pricing spillover effects impact green asset price volatility? An empirical study based on the TVP-VAR-DY model
10.1016/j.eap.2025.03.008 · 2025 · External reference
Interactions among correlations: how does the volatility of the carbon-energy price correlations transmit across different time scales?
2025 · External reference
Spillover effects between China’s new energy and carbon markets and international crude oil market: a look at the impact of extreme events
2025 · External reference
Untangling carbon–clean energy dynamics: a quantile granger-causality perspective
2025 · External reference
Volatility in carbon futures amid uncertainties: considering geopolitical and economic policy factors
10.1002/fut.22565 · 2025 · External reference
Factors of carbon price volatility in a comparative analysis of the EUA and sCER
10.1007/s10479-015-1864-y · 2017 · External reference
The dynamic correlation and volatility spillover among green bonds, clean energy stock, and fossil fuel market
10.3390/su15086586 · 2023 · External reference
Modeling the price dynamics of CO2 emission allowances
10.1016/j.eneco.2008.07.003 · 2009 · External reference
Modeling and explaining the dynamics of European Union allowance prices at high-frequency
10.1016/j.eneco.2011.02.011 · 2012 · External reference
A microstructure analysis of the carbon finance market
10.1016/j.irfa.2014.03.003 · 2014 · External reference
Understanding volatility dynamics in the EU-ETS market
10.1016/j.enpol.2015.02.024 · 2015 · External reference
Market power in emission permit markets: theory and evidence from the EU ETS
10.1007/s10640-015-9939-4 · 2017 · External reference
Reprint of: price and quantity collars for stabilizing emission allowance prices: laboratory experiments on the EU ETS market stability reserve
10.1016/j.jeem.2016.01.003 · 2016 · External reference
The financial performance of firms participating in the EU emissions trading scheme
10.1016/j.enpol.2019.02.026 · 2019 · External reference
The hedging effect of green bonds on carbon market risk
2020 · External reference
Relationship between green bonds and financial and environmental variables: a novel time-varying causality
10.1016/j.eneco.2020.104941 · 2020 · External reference
Are green bonds environmentally friendly and good performing assets?
10.1016/j.eneco.2020.104767 · 2020 · External reference
Volatility spillover from carbon prices to stock prices: evidence from China’s carbon emission trading markets
10.3390/jrfm17030123 · 2024 · External reference
Expansion of the investor base for the energy transition
10.1016/j.enpol.2019.03.035 · 2019 · External reference
The effect of innovation on CO2 emissions of OCED countries from 1990 to 2014
10.1007/s11356-018-2968-0 · 2018 · External reference
China’s carbon emissions trading and stock returns
10.1016/j.eneco.2019.104627 · 2020 · External reference
Carbon prices and green bond markets: global insights from quantile connectedness
2025 · External reference
An analysis of the time-varying causality and dynamic correlation between green bonds and US gas prices
2023 · External reference
Forecasting the volatility of EUA futures with economic policy uncertainty using the GARCH-MIDAS model
10.1186/s40854-021-00292-8 · 2021 · External reference
Systemic risk and CO2 emissions in the U.S
2023 · External reference
The spillover effects and connectedness among green commodities, Bitcoins, and US stock markets: evidence from the quantile VAR network
2022 · External reference
Asymmetric effects of geopolitical risks and uncertainties on green bond markets
2023 · External reference
The impact of oil shocks on green, clean, and socially responsible markets
2024 · External reference
Assessing the impact of physical and transition climate risks on clean energy and green bond markets: a quantile-on-quantile connectedness analysis
10.46557/001c.156409 · 2026 · External reference
Transforming towards sustainable digital futures: global interactions between ESG and digitalisation indices
10.29228/jsdf.88479 · 2025 · External reference
Artificial intelligence and ESG: exploring dynamic interdependencies in sustainable digital futures
10.29228/jsdf.88478 · 2025 · External reference
Mapping the asymmetric dynamics between ESG uncertainty and clean energy: a quantile-wavelet framework
10.1016/j.jenvman.2025.128434 · 2026 · External reference
Sustainability uncertainty and green asset returns: implications for financial market stability
2026 · External reference
Asymmetric shock transmission between artificial intelligence stocks and carbon markets: a quantile-on-quantile connectedness approach
10.54821/uiecd.1824553 · 2025 · External reference
Oil prices, US stock return, and the dependence between their quantiles
10.1016/j.jbankfin.2015.01.013 · 2015 · External reference
The stationary bootstrap
10.1080/01621459.1994.10476870 · 1994 · External reference
Could AI and sustainable finance drive energy sustainability? A wavelet quantile correlation analysis
10.1080/1540496x.2025.2519414 · 2025 · External reference
Quantile correlations and quantile autoregressive modeling
10.1080/01621459.2014.892007 · 2015 · External reference
Unresolved reference
2000 · External reference
Is gold a hedge or a safe haven? An analysis of stocks, bonds and gold
10.1111/j.1540-6288.2010.00244.x · 2010 · External reference
Is gold a safe haven? International evidence
10.1016/j.jbankfin.2009.12.008 · 2010 · External reference
Green bond performance under ESG uncertainty: nonlinear time–frequency quantile analysis
10.1016/j.econmod.2026.107631 · 2026 · External reference
Deep decarbonisation pathways of the energy system in times of unprecedented uncertainty in the energy sector
2023 · External reference
Investment dynamics in the energy sector under carbon price uncertainty and risk aversion
2023 · External reference
Asymmetric effects of climate policy uncertainty, geopolitical risk, and crude oil prices on clean energy prices
10.1007/s11356-022-23020-w · 2023 · External reference
ESG and financial performance: aggregated evidence from more than 2000 empirical studies
10.1080/20430795.2015.1118917 · 2015 · External reference
ESG business diversification and investment performance
2025 · External reference
Do ESG investments improve portfolio diversification and risk management during times of uncertainty
2025 · External reference
The role of ESG performance during times of financial crisis: evidence from COVID-19 in China
2021 · External reference
ESG performance and firm value: the moderating role of disclosure
10.1016/j.gfj.2017.03.001 · 2018 · External reference
The importance of climate risks for institutional investors
10.1093/rfs/hhz137 · 2020 · External reference
Volatility in carbon futures amid uncertainties: considering geopolitical and economic policy factors
10.1002/fut.22565 · ExternalCitation · doi-reference
Factors of carbon price volatility in a comparative analysis of the EUA and sCER
10.1007/s10479-015-1864-y · ExternalCitation · doi-reference
Market power in emission permit markets: theory and evidence from the EU ETS
10.1007/s10640-015-9939-4 · ExternalCitation · doi-reference
The effect of innovation on CO2 emissions of OCED countries from 1990 to 2014
10.1007/s11356-018-2968-0 · ExternalCitation · doi-reference
Asymmetric effects of climate policy uncertainty, geopolitical risk, and crude oil prices on clean energy prices
10.1007/s11356-022-23020-w · ExternalCitation · doi-reference
How do carbon pricing spillover effects impact green asset price volatility? An empirical study based on the TVP-VAR-DY model
10.1016/j.eap.2025.03.008 · ExternalCitation · doi-reference
Green bond performance under ESG uncertainty: nonlinear time–frequency quantile analysis
10.1016/j.econmod.2026.107631 · ExternalCitation · doi-reference
Modeling the price dynamics of CO2 emission allowances
10.1016/j.eneco.2008.07.003 · ExternalCitation · doi-reference
Carbon futures and macroeconomic risk factors: a view from the EU ETS
10.1016/j.eneco.2009.02.008 · ExternalCitation · doi-reference
Detecting instability in the volatility of carbon prices
10.1016/j.eneco.2010.09.006 · ExternalCitation · doi-reference
Modeling and explaining the dynamics of European Union allowance prices at high-frequency
10.1016/j.eneco.2011.02.011 · ExternalCitation · doi-reference
Stock prices of clean energy firms, oil and carbon markets: a vector autoregressive analysis
10.1016/j.eneco.2011.03.002 · ExternalCitation · doi-reference
China’s carbon emissions trading and stock returns
10.1016/j.eneco.2019.104627 · ExternalCitation · doi-reference
Are green bonds environmentally friendly and good performing assets?
10.1016/j.eneco.2020.104767 · ExternalCitation · doi-reference
Relationship between green bonds and financial and environmental variables: a novel time-varying causality
10.1016/j.eneco.2020.104941 · ExternalCitation · doi-reference
Asymmetric effects of oil shocks on carbon allowance price: evidence from China
10.1016/j.eneco.2021.105183 · ExternalCitation · doi-reference
Understanding volatility dynamics in the EU-ETS market
10.1016/j.enpol.2015.02.024 · ExternalCitation · doi-reference
The financial performance of firms participating in the EU emissions trading scheme
10.1016/j.enpol.2019.02.026 · ExternalCitation · doi-reference
Expansion of the investor base for the energy transition
10.1016/j.enpol.2019.03.035 · ExternalCitation · doi-reference
ESG performance and firm value: the moderating role of disclosure
10.1016/j.gfj.2017.03.001 · ExternalCitation · doi-reference
A microstructure analysis of the carbon finance market
10.1016/j.irfa.2014.03.003 · ExternalCitation · doi-reference
Is gold a safe haven? International evidence
10.1016/j.jbankfin.2009.12.008 · ExternalCitation · doi-reference
Oil prices, US stock return, and the dependence between their quantiles
10.1016/j.jbankfin.2015.01.013 · ExternalCitation · doi-reference
Dependence and risk spillovers between green bonds and clean energy markets
10.1016/j.jclepro.2020.123595 · ExternalCitation · doi-reference
Does carbon market improve ESG performance? Evidence from China
10.1016/j.jclepro.2025.145810 · ExternalCitation · doi-reference
The cross-quantilogram: measuring quantile dependence and testing directional predictability between time series
10.1016/j.jeconom.2016.03.001 · ExternalCitation · doi-reference
Reprint of: price and quantity collars for stabilizing emission allowance prices: laboratory experiments on the EU ETS market stability reserve
10.1016/j.jeem.2016.01.003 · ExternalCitation · doi-reference
Mapping the asymmetric dynamics between ESG uncertainty and clean energy: a quantile-wavelet framework
10.1016/j.jenvman.2025.128434 · ExternalCitation · doi-reference
The stationary bootstrap
10.1080/01621459.1994.10476870 · ExternalCitation · doi-reference
Quantile correlations and quantile autoregressive modeling
10.1080/01621459.2014.892007 · ExternalCitation · doi-reference
Could AI and sustainable finance drive energy sustainability? A wavelet quantile correlation analysis
10.1080/1540496x.2025.2519414 · ExternalCitation · doi-reference
ESG and financial performance: aggregated evidence from more than 2000 empirical studies
10.1080/20430795.2015.1118917 · ExternalCitation · doi-reference
The importance of climate risks for institutional investors
10.1093/rfs/hhz137 · ExternalCitation · doi-reference
Is gold a hedge or a safe haven? An analysis of stocks, bonds and gold
10.1111/j.1540-6288.2010.00244.x · ExternalCitation · doi-reference
Forecasting the volatility of EUA futures with economic policy uncertainty using the GARCH-MIDAS model
10.1186/s40854-021-00292-8 · ExternalCitation · doi-reference
The economic effects of climate change
10.1257/jep.23.2.29 · ExternalCitation · doi-reference
Artificial intelligence and ESG: exploring dynamic interdependencies in sustainable digital futures
10.29228/jsdf.88478 · ExternalCitation · doi-reference
Transforming towards sustainable digital futures: global interactions between ESG and digitalisation indices
10.29228/jsdf.88479 · ExternalCitation · doi-reference
Volatility spillover from carbon prices to stock prices: evidence from China’s carbon emission trading markets
10.3390/jrfm17030123 · ExternalCitation · doi-reference
The dynamic correlation and volatility spillover among green bonds, clean energy stock, and fossil fuel market
10.3390/su15086586 · ExternalCitation · doi-reference
Assessing the impact of physical and transition climate risks on clean energy and green bond markets: a quantile-on-quantile connectedness analysis
10.46557/001c.156409 · ExternalCitation · doi-reference
Asymmetric shock transmission between artificial intelligence stocks and carbon markets: a quantile-on-quantile connectedness approach
10.54821/uiecd.1824553 · ExternalCitation · doi-reference
