... to the original publication and authors. The full terms of this licence may be seen at Link to the terms of the CC BY 4.0 licence Energy market Carbon emission spillovers Dynamic conditional connectedness Time-varying parameter vector autoregressions Critical minerals C51 D85 E22 G11 G41...

... 08 02 2026 02 05 2026 05 06 2026 © 2026 Emerald Publishing Limited 2026 Emerald Publishing Limited Licensed re-use rights only ESG cryptocurrencies AI tokens and stocks Volatility transmission Q-VAR Sustainable finance C32 G11 G15 Q56 National Natural...

... Limited Licensed re-use rights only Sustainable finance Dow Jones Best-in-Class World Index Quantile-on-quantile connectedness Hedging strategies Risk spillovers C32 G11 G15 Sustainable development has become a central aim of the contemporary world as a response...

... rights only European natural gas Asymmetric quantile connectedness Regimes G11 G14 National Research Foundation of Korea NRF-2024S1A5A2A01028034 This work was also supported by the Ministry of Education of the Republic of Korea and the National Research Foundation of Korea...

... investment Passive investment G11 G12 G15 The debate over the relative performance of active versus passive investment approaches has attracted much attention in the existing literature (Flood and Ramachandran, 2000 ; Arnott and Darnell, 2003 ; Cremers and Petajisto, 2009 ; Hougan, 2016...

... 02 2025 28 07 2025 08 10 2025 25 12 2025 23 01 2026 © 2026 Emerald Publishing Limited 2026 Emerald Publishing Limited Licensed re-use rights only Hedging strategy Structural breaks M-GARCH models Oil–stock nexus C58 G11 G15 C58 G11 G15 C58...

.... 15 03 2025 28 06 2025 09 08 2025 29 09 2025 30 09 2025 09 10 2025 © 2025 Emerald Publishing Limited 2025 Emerald Publishing Limited Licensed re-use rights only Biodiversity finance Connectedness Portfolio diversification C58 G11 G15 Q57 JEL...

... pricing, State-dependence Economic indicators Real economy Sector rotation G11 G12 G14 JEL Code G11 G12 G14 G11 G12 G14 Introduces a novel framework integrating real-sector momentum with state-dependent business cycle indicators to evaluate excess returns. Analyzes...

... Investment Green-unlabeled bond G11 G15 G23 Sustainable investment began in 1971 and, in the past decade, has rapidly accelerated the interest of investors and organizations. Investors and organizations believe that incorporating environmental, social and corporate governance (ESG...

... stems from short-term market reversals. Nevertheless, the findings remain robust even after accounting for short-term reversal in the regression model, with the MAX effect retaining its economic and statistical significance. C31 G11 G12 G41 The meteoric rise of cryptocurrencies (CC...

... to full attribution to the original publication and authors. The full terms of this licence may be seen at http://creativecommons.org/licences/by/4.0/legalcode G11 G18 G23 The motivation for our study is inspired by previous research by Geuder et al. (2019) and Aliu (2024...

...-Ukranian War US Stock market G01 G11 G15 The ongoing Russo-Ukrainian War has impacted all industries and markets. The Russian ruble experienced a record decline and its stock market experienced a decline of approximately 33%, resulting in a loss of nearly $200bn in value. Crude oil prices...

... Licensed re-use rights only Mutual fund performance Multifactor models Fund characteristics Panel data G11 G14 G23 With the substantial growth of the mutual fund industry, fund performance evaluation studies have also increased, focusing on different types of funds in the most...

... 04 10 2023 14 10 2023 16 10 2023 30 10 2023 © Emerald Publishing Limited 2024 Emerald Publishing Limited Licensed re-use rights only Precious metal prices US economic recessions Persistence COVID-19 F10 G10 G11 G15 This paper delves into the price...

... G11 G14 Q56 Recent years have seen a surge in the worldwide popularity of environmental, social and governance (ESG) [ 1 ] investments: a form of investing that incorporates ESG values. Once a niche practice, sustainable investments have gained momentum also due to an increased awareness...

... is consistent with the behavioral finance theory that characterizes investors’ increased psychological bias and the more limited arbitrage opportunity when the estimation of firm value becomes more difficult or less accurate. G11 G12 G14 Investors’ psychological biases such as overconfidence...

... from the coherence waves are located, subsection 5.2, DCC GARCH, while subsection 5.3, those of unrestricted vector autoregression results. V4 equity markets DCC GARCH Wavelet analysis Spillover effects G1 G11 The equity markets are becoming critical not only for the firm’s...

... 04 2023 24 09 2023 01 10 2023 15 10 2023 17 10 2023 © Emerald Publishing Limited 2023 Emerald Publishing Limited Licensed re-use rights only Oil prices Exchange rates G7 Causality Connectedness Russia–Ukraine war C33 G11 G15 In international...

... Limited 2023 Emerald Publishing Limited Licensed re-use rights only Green bond Energy commodity markets Quantile dependence Quantile predictability G11 Q02 Q41 Q43 In the wake of environmental awareness, sustainability and clean energy, the concept of green bonds...

... Exchange rates G11 G15 C22 The recent financial crisis due to the Covid-19 pandemic has highlighted the importance of the systemic risk in the dynamics of financial markets. The conditional dependence among financial instruments can drastically change in periods of financial or economic...