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Asymmetric Risk Spillovers and Multiscale Interconnectedness in Sustainable Financial Markets: A Time-Varying Frequency Analysis
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DOI:10.1016/j.ribaf.2026.103402.png)
Abstract
En 中文
• Asses links among clean energy, green finance, water, and sustainability index. • Connectedness measures consider the short-, medium-, and long-term frequency bands. • Sustainable world index transmits the biggest shock to the whole market network. • The global bond market transmits the lowest shock • The overall (total) and short-, medium-, and long-term effects are not the same.
Keywords:
clean energy
green finance
sustainability index
risk spillovers
multiscale interconnectedness
Journal
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