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 |
1 |
2 |
7 |
195 |
Climate transition risk, profitability and stock prices |
0 |
1 |
3 |
10 |
2 |
3 |
11 |
32 |
Connectedness between DeFi, cryptocurrency, stock, and safe-haven assets |
0 |
0 |
0 |
3 |
1 |
1 |
10 |
23 |
Do green bonds de-risk investment in low-carbon stocks? |
0 |
0 |
3 |
22 |
1 |
2 |
11 |
57 |
Downside and upside risk spillovers between exchange rates and stock prices |
0 |
1 |
2 |
106 |
0 |
2 |
7 |
393 |
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 |
0 |
2 |
28 |
Interdependence Between Renewable-Energy and Low-Carbon Stock Prices |
0 |
0 |
0 |
6 |
0 |
1 |
2 |
41 |
Is climate transition risk priced into corporate credit risk? Evidence from credit default swaps |
0 |
0 |
1 |
1 |
0 |
0 |
7 |
7 |
Network connectedness of green bonds and asset classes |
0 |
3 |
15 |
105 |
1 |
8 |
33 |
311 |
Price connectedness between green bond and financial markets |
0 |
2 |
12 |
144 |
2 |
11 |
58 |
476 |
Price spillovers between rare earth stocks and financial markets |
0 |
0 |
1 |
10 |
0 |
1 |
2 |
42 |
Price-switching spillovers between gold, oil, and stock markets: Evidence from the USA and China during the COVID-19 pandemic |
0 |
0 |
0 |
6 |
0 |
0 |
4 |
34 |
Quantile causality between gold commodity and gold stock prices |
0 |
0 |
0 |
19 |
0 |
0 |
1 |
78 |
Quantile dependence of oil price movements and stock returns |
0 |
1 |
1 |
89 |
1 |
5 |
8 |
313 |
Switching connectedness between real estate investment trusts, oil, and gold markets |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
9 |
Systemic risk effects of climate transition on financial stability |
0 |
0 |
2 |
2 |
0 |
1 |
7 |
7 |
Systemic risk in European sovereign debt markets: A CoVaR-copula approach |
1 |
1 |
7 |
252 |
1 |
4 |
22 |
694 |
Tail risks of energy transition metal prices for commodity prices |
0 |
0 |
1 |
1 |
0 |
0 |
7 |
7 |
Tail systemic risk and contagion: Evidence from the Brazilian and Latin America banking network |
0 |
0 |
0 |
19 |
0 |
0 |
2 |
132 |
The impact of Twitter sentiment on renewable energy stocks |
0 |
0 |
1 |
71 |
0 |
0 |
5 |
233 |
The impact of downward/upward oil price movements on metal prices |
0 |
0 |
0 |
17 |
0 |
0 |
2 |
84 |
The impact of energy prices on clean energy stock prices. A multivariate quantile dependence approach |
1 |
2 |
8 |
59 |
3 |
7 |
22 |
176 |
The impact of uncertainty shocks on energy transition metal prices |
0 |
0 |
0 |
0 |
3 |
5 |
9 |
9 |
Wavelet-based test of co-movement and causality between oil and renewable energy stock prices |
0 |
4 |
9 |
103 |
1 |
8 |
25 |
308 |
Total Journal Articles |
2 |
15 |
68 |
1,146 |
17 |
62 |
268 |
3,802 |