Commonality in volatility among green, brown, and sustainable energy indices-Reference-Cited by-同舟云学术

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Commonality in volatility among green, brown, and sustainable energy indices

Published:2024-06 Issue: Volume:64 Page:105384
ISSN:1544-6123
Container-title:Finance Research Letters
language:en
Short-container-title:Finance Research Letters

Author:

Banerjee Ameet Kumar^ORCID,Sensoy Ahmet^ORCID,Rahman Molla Ramizur^ORCID,Palma Alessia^ORCID

Publisher

Elsevier BV

Reference32 articles.

1. Is geopolitical risk interconnected? Evidence from Russian-Ukraine crisis;Ahmed;J. Econ. Asymmetr.,2023

2. Is greenness an optimal hedge for sectoral stock indices?;Akhtaruzzaman;Econ. Model.,2022

3. Systemic risk-sharing framework of cryptocurrencies in the COVID–19 crisis;Akhtaruzzaman;Finance Res. Lett.,2022

4. Does green improve portfolio optimisation?;Akhtaruzzaman;Energy Econ.,2023

5. Hedging precious metals with impact investing;Akhtaruzzaman;Int. Rev. Econ. Finance,2024

Cited by 3 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Climate policy initiatives, green finance, and carbon risk interconnectedness;Finance Research Letters;2024-09

2. Interconnectedness in the FOREX market during the high inflation regime: A network analysis;Research in International Business and Finance;2024-08

3. Extant linkages between Shanghai crude oil and US energy futures: Insights from spillovers of higher-order moments;Energy Economics;2024-08

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