References
- Baker, S. R., N. Bloom, and S. J. Davis. 2016. Measuring economic policy uncertainty. Quarterly Journal of Economics 131:1593–636. doi:10.1093/qje/qjw024.
- Baruník, J., and T. Kley. 2019. Quantile coherency: A general measure for dependence between cyclical economic variables. The Econometrics Journal 22:131–52. doi:10.1093/ectj/utz002.
- Boubaker, H., and S. A. Raza. 2017. A wavelet analysis of mean and volatility spillovers between oil and BRICS stock markets. Energy Economics 64:105–17. doi:10.1016/j.eneco.2017.01.026.
- Dakhlaoui, I., and C. Aloui. 2016. The interactive relationship between the US economic policy uncertainty and BRIC stock markets. International Economics 146:141–57. doi:10.1016/j.inteco.2015.12.002.
- Duan, K., X. Ren, Y. Shi, T. Mishra, and C. Yan. 2021. The marginal impacts of energy prices on carbon price variations: Evidence from a quantile-on-quantile approach. Energy Economics 95:105131. doi:10.1016/j.eneco.2021.105131.
- Fang, L., H. Yu, and L. Li. 2017. The effect of economic policy uncertainty on the long-term correlation between U.S. stock and bond markets. Economic Modelling 66:139–45. doi:10.1016/j.econmod.2017.06.007.
- Hamdi, B., M. Aloui, F. Alqahtani, and A. Tiwari. 2019. Relationship between the oil price volatility and sectoral stock markets in oil-exporting economies: Evidence from wavelet non-linear denoised based quantile and Granger-causality analysis. Energy Economics 80:536–52. doi:10.1016/j.eneco.2018.12.021.
- Hammoudeh, S., A. N. Ajmi, and K. Mokni. 2020. Relationship between green bonds and financial and environmental variables: A novel time-varying causality. Energy Economics 92:104941. doi:10.1016/j.eneco.2020.104941.
- He, F., F. Ma, Z. Wang, and B. Yang. 2021. Asymmetric volatility spillover between oil-importing and oil-exporting countries’ economic policy uncertainty and China’s energy sector. International Review of Financial Analysis 75:101739. doi:10.1016/j.irfa.2021.101739.
- Hong, H., and L. Kostovetsky. 2012. Red and blue investing: Values and finance. Journal of Financial Economics 103:1–19. doi:10.1016/j.jfineco.2011.01.006.
- Jeong, K., W. K. Härdle, and S. Song. 2012. A consistent nonparametric test for causality in quantile. Econometric Theory 28:861–87. doi:10.1017/S0266466611000685.
- Kido, Y. 2016. On the link between the US economic policy uncertainty and exchange rates. Economics Letters 144:49–52. doi:10.1016/j.econlet.2016.04.022.
- Koenker, R., and G. Bassett. 1978. Regression quantiles. Econometrica 46 (1):33–50. doi:10.2307/1913643.
- Lee, -C.-C., -C.-C. Lee, and -Y.-Y. Li. 2021. Oil price shocks, geopolitical risks, and green bond market dynamics. The North American Journal of Economics and Finance 55:101309. doi:10.1016/j.najef.2020.101309.
- Mishra, S., A. Sharif, S. Khuntia, M. S. Meo, and S. A. Rehman Khan. 2019. Does oil prices impede Islamic stock indices? Fresh insights from wavelet-based quantile-on-quantile approach. Resources Policy 62:292–304. doi:10.1016/j.resourpol.2019.04.005.
- Naeem, M. A., S. Farid, R. Ferrer, and S. J. H. Shahzad. 2021. Comparative efficiency of green and conventional bonds pre- and during COVID-19: An asymmetric multifractal detrended fluctuation analysis. Energy Policy 153: doi: 10.1016/j.enpol.2021.112285.
- Papadamou, S., N. A. Kyriazis, P. G. Tzeremes. 2021. Non-linear causal linkages of EPU and gold with major cryptocurrencies during bull and bear markets. The North American Journal of Economics and Finance 56: 101343. doi:10.1016/j.najef.2020.101343
- Pham, L. 2021. Frequency connectedness and cross-quantile dependence between green bond and green equity markets. Energy Economics 98:105257. doi:10.1016/j.eneco.2021.105257.
- Pham, L., and C. P. Nguyen. 2021. Asymmetric tail dependence between green bonds and other asset classes. Global Finance Journal 50. doi:10.1016/j.gfj.2021.100669.
- Pham, L., and C. P. Nguyen. 2021. How do stock, oil, and economic policy uncertainty influence the green bond market? Finance Research Letters 102128. in press. doi:10.1016/j.frl.2021.102128.
- Reboredo, J. C. 2018. Green bond and financial markets: Co-movement, diversification and price spillover effects. Energy Economics 74:38–50. doi:10.1016/j.eneco.2018.05.030.
- Ren, X., C. Cheng, Z. Wang, and C. Yan. 2021. Spillover and dynamic effects of energy transition and economic growth on carbon dioxide emissions for the European Union: A dynamic spatial panel model. Sustainable Development 29:228–42. doi:10.1002/sd.2144.
- Ren, X., K. Duan, L. Tao, Y. Shi, and C. Yan. 2022a. Carbon prices forecasting in quantiles. Energy Economics 105862. doi:10.1016/j.eneco.2022.105862.
- Ren, X., Z. Tong, X. Sun, and C. Yan. 2022b. Dynamic impacts of energy consumption on economic growth in China: Evidence from a non-parametric panel data model. Energy Economics 105855. doi:10.1016/j.eneco.2022.105855.
- Smales, L. A. 2014. Political uncertainty and financial market uncertainty in an Australian context. Journal of International Financial Markets Institutions & Money 32:415–35. doi:10.1016/j.intfin.2014.07.002.