131 related articles for article (PubMed ID: 35157201)
1. Nonlinear dependence between China's carbon market and stock market: new evidence from quantile coherency and causality-in-quantiles.
Jiang Y; Liu L; Mu J
Environ Sci Pollut Res Int; 2022 Jun; 29(30):46064-46076. PubMed ID: 35157201
[TBL] [Abstract][Full Text] [Related]
2. Impact of COVID-19 and economic policy uncertainty on China's stock market returns: evidence from quantile-on-quantile and causality-in-quantiles approaches.
Ullah A; Zhao X; Amin A; Syed AA; Riaz A
Environ Sci Pollut Res Int; 2023 Jan; 30(5):12596-12607. PubMed ID: 36109486
[TBL] [Abstract][Full Text] [Related]
3. The asymmetric effect of temperature, exchange rate, metals, and investor sentiments on solar stock price performance in China: evidence from QARDL approach.
Lee CC; Yahya F; Razzaq A
Environ Sci Pollut Res Int; 2022 Nov; 29(52):78588-78602. PubMed ID: 35691947
[TBL] [Abstract][Full Text] [Related]
4. Interdependency and causality between green technology innovation and consumption-based carbon emissions in Saudi Arabia: fresh insights from quantile-on-quantile and causality-in-quantiles approaches.
Mighri Z; Sarkodie SA
Environ Sci Pollut Res Int; 2024 Feb; 31(6):9288-9316. PubMed ID: 38190064
[TBL] [Abstract][Full Text] [Related]
5. Tail spillover effects between cryptocurrencies and uncertainty in the gold, oil, and stock markets.
Mensi W; Gubareva M; Ko HU; Vo XV; Kang SH
Financ Innov; 2023; 9(1):92. PubMed ID: 37192900
[TBL] [Abstract][Full Text] [Related]
6. The heterogeneous effects of exchange rate and stock market on CO2 emission allowance price in China: A panel quantile regression approach.
Su X; Deng C
PLoS One; 2019; 14(8):e0220808. PubMed ID: 31408472
[TBL] [Abstract][Full Text] [Related]
7. Quantile causality and dependence between renewable energy consumption, WTI prices, and CO
Raggad B
Environ Sci Pollut Res Int; 2023 Apr; 30(18):52288-52303. PubMed ID: 36826767
[TBL] [Abstract][Full Text] [Related]
8. Asymmetric dependence between stock market returns and news during COVID-19 financial turmoil.
Cepoi CO
Financ Res Lett; 2020 Oct; 36():101658. PubMed ID: 32837370
[TBL] [Abstract][Full Text] [Related]
9. The spillover effects of China's regional environmental markets to local listed firms: a risk Granger causality approach.
Zhu S; Tang Y; Qiao X; Peng C; Li D
Environ Sci Pollut Res Int; 2020 Dec; 27(35):44123-44136. PubMed ID: 32761345
[TBL] [Abstract][Full Text] [Related]
10. The dynamics of carbon on green energy equity investment: quantile-on-quantile and quantile coherency approaches.
Mo B; Li Z; Meng J
Environ Sci Pollut Res Int; 2022 Jan; 29(4):5912-5922. PubMed ID: 34435286
[TBL] [Abstract][Full Text] [Related]
11. Quantile VAR network evidence for spillover effects and connectivity between China's stock markets, green commodities, and Bitcoin.
Li J; Liang H; Ni L
Environ Sci Pollut Res Int; 2023 Jul; 30(34):82353-82371. PubMed ID: 37326730
[TBL] [Abstract][Full Text] [Related]
12. Extreme dependencies and spillovers between gold and stock markets: evidence from MENA countries.
Mensi W; Maitra D; Selmi R; Vo XV
Financ Innov; 2023; 9(1):47. PubMed ID: 36777284
[TBL] [Abstract][Full Text] [Related]
13. Quantiles dependence and dynamic connectedness between distributed ledger technology and sectoral stocks: enhancing the supply chain and investment decisions with digital platforms.
Ghaemi Asl M; Adekoya OB; Rashidi MM
Ann Oper Res; 2022 Aug; ():1-30. PubMed ID: 35992582
[TBL] [Abstract][Full Text] [Related]
14. The influence of trade friction on the stability of stock market: Evidence from China.
Guo J; Liu L; Tang Y
Heliyon; 2023 Oct; 9(10):e20446. PubMed ID: 37800071
[TBL] [Abstract][Full Text] [Related]
15. COVID-19 pandemic and stock market performance: A comparative study of emerging economies.
Insaidoo M; Ullah A; Dziwornu RK; Amoako S; Abdul-Mumuni A
Heliyon; 2023 May; 9(5):e16054. PubMed ID: 37197147
[TBL] [Abstract][Full Text] [Related]
16. Uncovering the asymmetric impacts of economic policy uncertainty on green financial markets in China.
Xi Z; Wang H; Sun Q; Ma R
Environ Sci Pollut Res Int; 2023 Dec; 30(60):126214-126226. PubMed ID: 38010546
[TBL] [Abstract][Full Text] [Related]
17. Assessing the extreme risk spillovers to carbon markets from energy markets: evidence from China.
Wu R; Qin Z
Environ Sci Pollut Res Int; 2023 Mar; 30(13):37894-37911. PubMed ID: 36576632
[TBL] [Abstract][Full Text] [Related]
18. Modelling the asymmetric effect of COVID-19 on REIT returns: A quantile-on-quantile regression analysis.
Bossman A; Umar Z; Teplova T
J Econ Asymmetries; 2022 Nov; 26():e00257. PubMed ID: 35999865
[TBL] [Abstract][Full Text] [Related]
19. Quantile frequency connectedness between energy tokens, crypto market, and renewable energy stock markets.
Wang X; Liu J; Xie Q
Heliyon; 2024 Feb; 10(3):e25068. PubMed ID: 38317927
[TBL] [Abstract][Full Text] [Related]
20. China's energy stock market jumps: To what extent does the COVID-19 pandemic play a part?
Tong Y; Wan N; Dai X; Bi X; Wang Q
Energy Econ; 2022 May; 109():105937. PubMed ID: 36277436
[TBL] [Abstract][Full Text] [Related]
[Next] [New Search]
