A5001020659- Market Dynamics and Volatility
- Energy, Environment, Economic Growth
- Sustainable Finance and Green Bonds
- COVID-19 Pandemic Impacts
- Tissue Engineering and Regenerative Medicine
- Tracheal and airway disorders
- Climate Change Policy and Economics
- Energy, Environment, and Transportation Policies
- Electrospun Nanofibers in Biomedical Applications
Chaudhary Charan Singh University
2022-2023
Swami Rama Himalayan University
2022
University College of Commerce & Business Management
2022
This paper aims to examine the connectedness between green and conventional assets, particularly during period of economic downturn. Specifically, we quantile-based time-varying bond market other financial assets using quantile vector autoregression (QVAR) from 9 March 2018 10 2021. We use daily prices S&P U.S. Treasury Bond Index, US Aggregate Current 10Y 500 Financials index, Energy Index 500, giving a total 784 observations, Composite as representative classes Green denote market....
In this study we examine the relationship between corporate green bonds and commodities (both perishable & non-perishable) that attracts very little attention in relative literature. For first time, investigate a long-term including significantly higher number of observations. Furthermore, adopt novel methodology, VaR (value at risk) based copulas, to describe asymmetric risk spillover by considering tail distribution. Our results reveal an insignificant effect from commodity market...
Purpose This paper aims to examine the cross-quantile correlation and causality-in-quantiles between green investments energy commodities during outbreak of COVID-19. To be specific, authors aim address following questions: Is there any distributional predictability among bonds COVID-19? exist directional global pandemic? Can hedge risk a period financial crisis. Design/methodology/approach The use nonparametric causality in quantile cross-quantilogram (CQ) approaches as estimation...