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Applied Economics Volume 55, 2023 - Issue 2
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Research Article

Tail risk dependence, co-movement and predictability between green bond and green stocks

Aviral Kumar Tiwaria Economics & Business Environment, Indian Institute of Management Bodh Gaya, Bodh Gaya, IndiaCorrespondence[email protected]
ORCID Iconhttps://orcid.org/0000-0002-1822-9263
ORCID Icon,
Emmanuel Joel Aikins Abakahb University of Ghana Business School, Accra, Ghana
,
OlaOluwa Simon Yayac Economic and Financial Statistics Unit, Department of Statistics, University of Ibadan, Nigeria & Centre for Econometric and Allied Research, University of Ibadan, Ibadan, NigeriaORCID Iconhttps://orcid.org/0000-0002-7554-3507
ORCID Icon &
Kingsley Opoku Appiahd Kwame Nkrumah University of Science and Technology Business School, Kumasi, Ghana
Pages 201-222 | Published online: 18 Jul 2022

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Aviral Kumar Tiwari, Emmanuel Joel Aikins Abakah, Mohd Ziaur Rehman & Chi-Chuan Lee. (2024) Quantile dependence of Bitcoin with clean and renewable energy stocks: new global evidence. Applied Economics 56:3, pages 286-300.
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Yifei Cai, Mei-Chih Wang & Tsangyao Chang. Sino-Japan political relation and bilateral trade – a cross-quantilogram approach. Applied Economics Letters 0:0, pages 1-9.
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Articles from other publishers (17)

Danyang Xu, Yang Hu, Shaen Corbet & Chunlin Lang. (2024) Return connectedness of green bonds and financial investment channels in China: Implications for hedging and regulation. Research in International Business and Finance 70, pages 102329.
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Malvina Bozhidarova, Frank Ball, Yves van Gennip, Reuben D. O’Dea & Gilles Stupfler. (2024) Describing financial crisis propagation through epidemic modelling on multiplex networks. Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences 480:2287.
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Walid Mensi, Refk Selmi, Sami Al-Kharusi, Houssem Eddine Belghouthi & Sang Hoon Kang. (2024) Connectedness between green bonds, conventional bonds, oil, heating oil, natural gas, and petrol: new evidence during bear and bull market scenarios. Resources Policy 91, pages 104888.
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Xinjie Lu, Qing Zeng, Juandan Zhong & Bo Zhu. (2024) International stock market volatility: A global tail risk sight. Journal of International Financial Markets, Institutions and Money 91, pages 101904.
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Mabruk Billah, Sinda Hadhri, Mohammad Enamul Hoque & Faruk Balli. (2024) A multi-dimensional connectedness and spillover between green bond and Islamic banking equity: Evidence from country level analysis. Pacific-Basin Finance Journal 83, pages 102258.
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Ruirui Wu & Bing-Yue Liu. (2023) Do climate policy uncertainty and investor sentiment drive the dynamic spillovers among green finance markets?. Journal of Environmental Management 347, pages 119008.
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Mahdi Ghaemi Asl, Muhammad Mahdi Rashidi, Aviral Kumar Tiwari, Chi-Chuan Lee & David Roubaud. (2023) Green bond vs. Islamic bond: Which one is more environmentally friendly?. Journal of Environmental Management 345, pages 118580.
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Mohammad Abdullah, Emmanuel Joel Aikins Abakah, G M Wali Ullah, Aviral Kumar Tiwari & Isma Khan. (2023) Tail risk contagion across electricity markets in crisis periods. Energy Economics 127, pages 107100.
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Nini Johana Marín-Rodríguez, Juan David González-Ruiz & Alejandro Valencia-Arias. (2023) Incorporating Green Bonds into Portfolio Investments: Recent Trends and Further Research. Sustainability 15:20, pages 14897.
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Miklesh Prasad Yadav, Shruti Ashok, Farhad Taghizadeh-Hesary, Deepika Dhingra, Nandita Mishra & Nidhi Malhotra. (2023) Uncovering time and frequency co-movement among green bonds, energy commodities and stock market. Studies in Economics and Finance.
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Aviral Kumar Tiwari, Adeolu O. Adewuyi, Musefiu Adebowale Adeleke & Emmanuel Joel Aikins Abakah. (2023) A time-varying Granger causality analysis between water stock and green stocks using novel approaches. Energy Economics 126, pages 107010.
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Zishan Huang, Huiming Zhu, Liya Hau & Xi Deng. (2023) Time-frequency co-movement and network connectedness between green bond and financial asset markets: Evidence from multiscale TVP-VAR analysis. The North American Journal of Economics and Finance 67, pages 101945.
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Lan Bai, Yu Wei, Jiahao Zhang, Yizhi Wang & Brian M. Lucey. (2023) Diversification effects of China's carbon neutral bond on renewable energy stock markets: A minimum connectedness portfolio approach. Energy Economics 123, pages 106727.
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Julija Bužinskė & Jelena Stankevičienė. (2023) Analysis of Success Factors, Benefits, and Challenges of Issuing Green Bonds in Lithuania. Economies 11:5, pages 143.
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Emmanuel Joel Aikins Abakah, Aviral Kumar Tiwari, Johnson Ayobami Oliyide & Kingsley Opoku Appiah. (2023) Analyzing the static and dynamic dependence among green investments, carbon markets, financial markets and commodity markets. International Journal of Managerial Finance.
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Zaheer Anwer, Saqib Farid, Ashraf Khan & Noureddine Benlagha. (2023) Cryptocurrencies versus environmentally sustainable assets: Does a perfect hedge exist?. International Review of Economics & Finance 85, pages 418-431.
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佳琪 李. (2023) Analysis of the Influencing Factors of Green Bond Yield Based on VAR Model. Statistics and Application 12:02, pages 512-524.
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