Journal Article |
File Downloads |
Abstract Views |
Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
A vine-copula conditional value-at-risk approach to systemic sovereign debt risk for the financial sector |
0 |
0 |
1 |
66 |
0 |
3 |
7 |
197 |
Climate transition risk, profitability and stock prices |
2 |
2 |
4 |
12 |
5 |
8 |
15 |
38 |
Connectedness between DeFi, cryptocurrency, stock, and safe-haven assets |
0 |
1 |
1 |
4 |
0 |
5 |
12 |
27 |
Do green bonds de-risk investment in low-carbon stocks? |
0 |
0 |
2 |
22 |
0 |
2 |
10 |
58 |
Downside and upside risk spillovers between exchange rates and stock prices |
1 |
1 |
3 |
107 |
2 |
2 |
8 |
395 |
Downside/upside price spillovers between precious metals: A vine copula approach |
0 |
0 |
0 |
26 |
0 |
0 |
2 |
113 |
Dynamic spillovers and network structure among commodity, currency, and stock markets |
0 |
0 |
1 |
9 |
0 |
1 |
2 |
29 |
Interdependence Between Renewable-Energy and Low-Carbon Stock Prices |
0 |
0 |
0 |
6 |
0 |
0 |
2 |
41 |
Is climate transition risk priced into corporate credit risk? Evidence from credit default swaps |
0 |
0 |
1 |
1 |
1 |
2 |
7 |
9 |
Network connectedness of green bonds and asset classes |
1 |
1 |
14 |
106 |
4 |
8 |
37 |
318 |
Price connectedness between green bond and financial markets |
0 |
1 |
11 |
145 |
6 |
14 |
60 |
488 |
Price spillovers between rare earth stocks and financial markets |
0 |
0 |
1 |
10 |
0 |
0 |
2 |
42 |
Price-switching spillovers between gold, oil, and stock markets: Evidence from the USA and China during the COVID-19 pandemic |
0 |
1 |
1 |
7 |
1 |
2 |
6 |
36 |
Quantile causality between gold commodity and gold stock prices |
0 |
0 |
0 |
19 |
1 |
1 |
2 |
79 |
Quantile dependence of oil price movements and stock returns |
1 |
1 |
2 |
90 |
1 |
4 |
11 |
316 |
Switching connectedness between real estate investment trusts, oil, and gold markets |
0 |
0 |
0 |
0 |
1 |
1 |
2 |
10 |
Systemic risk effects of climate transition on financial stability |
0 |
0 |
2 |
2 |
1 |
2 |
9 |
9 |
Systemic risk in European sovereign debt markets: A CoVaR-copula approach |
2 |
3 |
8 |
254 |
4 |
7 |
23 |
700 |
Tail risks of energy transition metal prices for commodity prices |
0 |
0 |
1 |
1 |
0 |
0 |
3 |
7 |
Tail systemic risk and contagion: Evidence from the Brazilian and Latin America banking network |
0 |
0 |
0 |
19 |
1 |
3 |
5 |
135 |
The impact of Twitter sentiment on renewable energy stocks |
1 |
1 |
1 |
72 |
2 |
3 |
7 |
236 |
The impact of downward/upward oil price movements on metal prices |
0 |
0 |
0 |
17 |
0 |
0 |
1 |
84 |
The impact of energy prices on clean energy stock prices. A multivariate quantile dependence approach |
0 |
2 |
9 |
60 |
1 |
5 |
23 |
178 |
The impact of uncertainty shocks on energy transition metal prices |
1 |
1 |
1 |
1 |
1 |
4 |
9 |
10 |
Wavelet-based test of co-movement and causality between oil and renewable energy stock prices |
0 |
1 |
8 |
104 |
0 |
2 |
20 |
309 |
Total Journal Articles |
9 |
16 |
72 |
1,160 |
32 |
79 |
285 |
3,864 |