P.O. Box 15551
Al-Ain, 00000
United Arab Emirates
United Arab Emirates University
Green bonds, hedge, safe-haven, cross-quantilogram, COVID-19
Block-chain markets,diversification, NFTs, extreme risk spillovers, quantile connectedness
Bitcoin, Conditional Diversification Benefits, Emerging Asian Islamic (EAI) markets, Time-varying Optimal Copula (TVOC)
Green bonds; Financial markets; TVOC; CoVaR; COVID-19
Bitcoin; Carbon footprint; Green Finance; Cross-Quantile Dependence
TRC, TSE, Credit Ratings, Stock Returns, Performance, Ordered Probit Model, Tobin’s Q
Oil Shocks, BRIC markets, Cross-quantilogram, Extreme Quantiles
G20 stock markets; contemporaneous connectedness; R2 decomposition
G20 stock markets, contemporaneous connectedness, R2 decomposition
Industrialization, Innovation, Employment, Causality, CS-ARDL
Asymmetry, Crude Oil, EGARCH, Shock Persistence, Volatility
Green markets, Commodities, DCC-GARCH, TVP-VAR, Volatility transmission
Oil shocks, agriculture commodities, GFC, SOR, COVID-19
Conventional Stocks, Ethical Investments, Sin Stocks, Quantile Coherency
Institutional Quality Indicators; CO2 emissions; Climate change mitigation; Environmental sustainability; Sub-Saharan Africa; Environmental Kuznets Curve
USD index; Bitcoin; Conditional Diversification Benefits; Hedge; Safe-haven; Regional indices
precious metals, African stock markets, Quantile Coherency, Hedge Effectiveness
Moving average timing strategy, Portfolio size, Random portfolios
COVID-19, Intraday volatility, TVP-VAR, US ETFs, Wavelet analysis
Oil shocks, Time-frequency connectedness, Electricity market, Carbon price, Clean energy
Connectedness, Islamic stock, Conventional stock, TVP-VAR, GCC
commonality, Systemic risk, cryptocurrencies, hedging
Climate risk, Hedging, Green Assets, Wavelet, Copula, Granger Causality