| 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 |
1 |
1 |
67 |
0 |
4 |
14 |
207 |
| Climate transition risk, profitability and stock prices |
1 |
1 |
7 |
16 |
9 |
13 |
44 |
73 |
| Connectedness between DeFi, cryptocurrency, stock, and safe-haven assets |
1 |
1 |
2 |
5 |
5 |
8 |
20 |
42 |
| Do green bonds de-risk investment in low-carbon stocks? |
0 |
0 |
4 |
26 |
3 |
5 |
17 |
72 |
| Downside and upside risk spillovers between exchange rates and stock prices |
0 |
0 |
4 |
109 |
10 |
11 |
31 |
422 |
| Downside/upside price spillovers between precious metals: A vine copula approach |
0 |
0 |
0 |
26 |
2 |
3 |
5 |
118 |
| Dynamic spillovers and network structure among commodity, currency, and stock markets |
1 |
1 |
1 |
10 |
1 |
4 |
14 |
42 |
| Interdependence Between Renewable-Energy and Low-Carbon Stock Prices |
0 |
0 |
0 |
6 |
1 |
3 |
11 |
51 |
| Is climate transition risk priced into corporate credit risk? Evidence from credit default swaps |
0 |
1 |
1 |
2 |
5 |
8 |
20 |
27 |
| Network connectedness of green bonds and asset classes |
0 |
1 |
9 |
114 |
2 |
6 |
58 |
365 |
| Price connectedness between green bond and financial markets |
3 |
6 |
21 |
164 |
6 |
16 |
66 |
537 |
| Price spillovers between rare earth stocks and financial markets |
0 |
2 |
3 |
13 |
4 |
12 |
25 |
67 |
| Price-switching spillovers between gold, oil, and stock markets: Evidence from the USA and China during the COVID-19 pandemic |
0 |
0 |
1 |
7 |
1 |
3 |
14 |
48 |
| Quantile causality between gold commodity and gold stock prices |
0 |
1 |
1 |
20 |
2 |
6 |
18 |
96 |
| Quantile dependence of oil price movements and stock returns |
0 |
0 |
4 |
93 |
3 |
4 |
37 |
346 |
| Switching connectedness between real estate investment trusts, oil, and gold markets |
0 |
1 |
2 |
2 |
3 |
8 |
18 |
26 |
| Systemic risk effects of climate transition on financial stability |
0 |
1 |
3 |
5 |
6 |
10 |
42 |
48 |
| Systemic risk in European sovereign debt markets: A CoVaR-copula approach |
0 |
2 |
8 |
259 |
2 |
6 |
36 |
726 |
| Tail risks of energy transition metal prices for commodity prices |
0 |
0 |
0 |
1 |
6 |
8 |
17 |
24 |
| Tail systemic risk and contagion: Evidence from the Brazilian and Latin America banking network |
0 |
0 |
0 |
19 |
3 |
5 |
25 |
157 |
| The impact of Twitter sentiment on renewable energy stocks |
0 |
0 |
2 |
73 |
6 |
9 |
24 |
257 |
| The impact of downward/upward oil price movements on metal prices |
0 |
0 |
0 |
17 |
0 |
2 |
5 |
89 |
| The impact of energy prices on clean energy stock prices. A multivariate quantile dependence approach |
1 |
1 |
4 |
62 |
5 |
8 |
27 |
198 |
| The impact of uncertainty shocks on energy transition metal prices |
0 |
1 |
3 |
3 |
4 |
12 |
34 |
38 |
| Wavelet-based test of co-movement and causality between oil and renewable energy stock prices |
0 |
1 |
5 |
106 |
2 |
3 |
30 |
334 |
| Total Journal Articles |
7 |
22 |
86 |
1,225 |
91 |
177 |
652 |
4,410 |