dc.contributor.author | Naeem, Muhammad Abubakr | |
dc.contributor.author | Karim, Sitara | |
dc.contributor.author | Uddin, Gazi Salah | |
dc.contributor.author | Junttila, Juha | |
dc.date.accessioned | 2022-07-18T11:23:38Z | |
dc.date.available | 2022-07-18T11:23:38Z | |
dc.date.issued | 2022 | |
dc.identifier.citation | Naeem, M. A., Karim, S., Uddin, G. S., & Junttila, J. (2022). Small fish in big ponds : Connections of green finance assets to commodity and sectoral stock markets. <i>International Review of Financial Analysis</i>, <i>83</i>, Article 102283. <a href="https://doi.org/10.1016/j.irfa.2022.102283" target="_blank">https://doi.org/10.1016/j.irfa.2022.102283</a> | |
dc.identifier.other | CONVID_148890233 | |
dc.identifier.uri | https://jyx.jyu.fi/handle/123456789/82364 | |
dc.description.abstract | We analyze return and volatility connectedness of the rising green asset and the well-established US industry stock and commodity markets from September 2010 to July 2021. We find that the time-varying return and volatility connectedness have exhibited serious crisis jumps. Some individual assets of both the green and commodity markets are in connection to the US sectoral stock market returns, and the volatility connections are even more common than the return connections. Furthermore, some financial and economic uncertainty indicators manifest positive impacts from the volatility of some ‘big pond’ markets for e.g. commodities, whereas some others affect the connectedness negatively. Additional analysis of financial and economic uncertainty indicators manifests positive impacts from the volatility of some ‘big pond’ markets, e.g., commodities, while others negatively affect the connectedness. | en |
dc.format.mimetype | application/pdf | |
dc.language.iso | eng | |
dc.publisher | Elsevier | |
dc.relation.ispartofseries | International Review of Financial Analysis | |
dc.rights | CC BY 4.0 | |
dc.subject.other | Green markets | |
dc.subject.other | US sectors | |
dc.subject.other | Connectedness | |
dc.subject.other | Time-frequency | |
dc.title | Small fish in big ponds : Connections of green finance assets to commodity and sectoral stock markets | |
dc.type | research article | |
dc.identifier.urn | URN:NBN:fi:jyu-202207183927 | |
dc.contributor.laitos | Kauppakorkeakoulu | fi |
dc.contributor.laitos | School of Business and Economics | en |
dc.contributor.oppiaine | Päätöksentekoa tukeva taloustiede ja talouden kilpailukyky (painoala) | fi |
dc.contributor.oppiaine | Resurssiviisausyhteisö | fi |
dc.contributor.oppiaine | Jyväskylä International Macro & Finance | fi |
dc.contributor.oppiaine | Taloustiede | fi |
dc.contributor.oppiaine | Basic or discovery scholarship | fi |
dc.contributor.oppiaine | Policy-Relevant Economics and Competitiveness of Economy (focus area) | en |
dc.contributor.oppiaine | School of Resource Wisdom | en |
dc.contributor.oppiaine | Jyväskylä International Macro & Finance | en |
dc.contributor.oppiaine | Economics | en |
dc.contributor.oppiaine | Basic or discovery scholarship | en |
dc.type.uri | http://purl.org/eprint/type/JournalArticle | |
dc.type.coar | http://purl.org/coar/resource_type/c_2df8fbb1 | |
dc.description.reviewstatus | peerReviewed | |
dc.relation.issn | 1057-5219 | |
dc.relation.volume | 83 | |
dc.type.version | publishedVersion | |
dc.rights.copyright | © 2022 the Authors | |
dc.rights.accesslevel | openAccess | fi |
dc.type.publication | article | |
dc.subject.yso | arvopaperimarkkinat | |
dc.subject.yso | volatiliteetti | |
dc.subject.yso | hyödykkeet | |
dc.subject.yso | rahoitusmarkkinat | |
dc.format.content | fulltext | |
jyx.subject.uri | http://www.yso.fi/onto/yso/p12456 | |
jyx.subject.uri | http://www.yso.fi/onto/yso/p10771 | |
jyx.subject.uri | http://www.yso.fi/onto/yso/p13642 | |
jyx.subject.uri | http://www.yso.fi/onto/yso/p7536 | |
dc.rights.url | https://creativecommons.org/licenses/by/4.0/ | |
dc.relation.doi | 10.1016/j.irfa.2022.102283 | |
jyx.fundinginformation | The third co-author is thankful for the academic research support provided by the Asian Development Bank and visiting fellow grant provided by University of Jyväskylä School of Business and Economics, Jyväskylä, Finland. Authors are thankful to the University of Jyväskylä School of Business and Economics for the academic facilities provided to Third co-author during his stay at Jyväskylä where important parts of this research work were completed. | |
dc.type.okm | A1 | |