... Emerald Publishing Limited Licensed re-use rights only Renewable energy index Stock markets Total connectedness Portfolio diversification Emerging countries Developed countries CEA = cryptocurrency environment attention; DSMs = developed stock markets; EPU...

..., it is also noticeable that the safe haven abilities of commodities are usually tested for the stock market, but the equity sectors are ignored. Therefore, the present study used both stock market and sectoral indices data. Safe haven Equity sectors Cross-quantilogram Portfolio diversification...