... 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 was introduced European Investment Bank in 2007. The largest green bond till date...

... for heavy-tailed series. The cross-quantilogram approach has been used by Han et al. (2016) to assess quantile dependence between variance and returns in the US stock markets and by Lindman et al. (2020) to investigate the temporal relationship between stock returns in the Eurozone...